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Using did_multiplegt_dyn to Estimate Event-Study Effects in Complex Designs: Overview, and Four Examples Based on Real Datasets

Clément de Chaisemartin, Diego Ciccia, Felix Knau, Mélitine Malézieux, Doulo Sow, David Arboleda, Romain Angotti, Xavier D'Haultfoeuille, Bingxue Li, Henri Fabre, Anzony Quispe

arXiv 22 Oct 2025 · Econometrics · 2 citations (OpenAlex)

arXiv:2510.19426 · PDF · DOI · OpenAlex · Extracted main text

Abstract

The command did_multiplegt_dyn can be used to estimate event-study effects in complex designs with a potentially non-binary and/or non-absorbing treatment. This paper starts by providing an overview of the estimators computed by the command. Then, simulations based on three real datasets are used to demonstrate the estimators' properties. Finally, the command is used on four real datasets to estimate event-study effects in complex designs. The first example has a binary treatment that can turn on an off. The second example has a continuous absorbing treatment. The third example has a discrete multivalued treatment that can increase or decrease multiple times over time. The fourth example has two, binary and absorbing treatments, where the second treatment always happens after the first.

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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Vella, F. and M. Verbeek (1998) Whose wages do unions raise? a dynamic model of unionism and wage rate determination for young men0.64441100%
2De Chaisemartin, C. and X. D'Haultfuille (2024) Difference-in-differences estimators of intertemporal treatment effects0.58510160%
3Gentzkow, M., J. M. Shapiro, and M. Sinkinson (2011) The effect of newspaper entry and exit on electoral politics0.58531100%
4Wolfers, J (2006) Did unilateral divorce laws raise divorce rates? a reconciliation and new results0.58531100%
5de Chaisemartin, C., X. D'Haultfuille, F. Pasquier, and G. Vazquez-B… (2022) Difference-in-differences for continuous treatments and instruments with stayers0.51121100%
6de Chaisemartin, C. and X. D’Haultfuille (2023) Credible answers to hard questions: Differences-in-differences for natural experiment0.51121100%
7East, C. N., S. Miller, M. Page, and L. R. Wherry (2023) Multigenerational impacts of childhood access to the safety net: Early life exposure to medicaid and the next generation’s health0.51121100%
8Deryugina, T. (2017a, August) (2017) The fiscal cost of hurricanes: Disaster aid versus social insurance0.40511100%
9Hollingsworth, A., C. Wing, and A. C. Bradford (2022) Comparative effects of recreational and medical marijuana laws on drug use among adults and adolescents0.40511100%
10Bertrand, M., E. Duflo, and S. Mullainathan (2004) How much should we trust differences-in-differences estimates?0.40511100%

Showing the top 10 of 21 scored citations.