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Doubly robust local projections difference-in-differences

Daniel de Abreu Pereira Uhr, Guilherme Valle Moura

arXiv 29 Apr 2026 · Econometrics

arXiv:2604.27035 · PDF · DOI · OpenAlex · Extracted main text

Abstract

This paper develops a doubly robust extension of local-projections difference-in-differences (LP-DiD) for staggered absorbing treatments. The resulting estimator, DRLPDID, preserves the LP-DiD local-stack ATT target and is consistent when either the local untreated-outcome regression or the local treatment-probability model is correctly specified. It also delivers influence-function-based inference for post-treatment summaries and multiplier-bootstrap bands for dynamic paths. In Monte Carlo designs with covariate-driven selection, DRLPDID matches regression-adjusted LP-DiD under outcome-model alignment and clearly outperforms the IPT-only variant under propensity-score misspecification. In the no-fault-divorce application, DRLPDID tracks robust staggered-adoption estimators and is less negative than unadjusted LP-DiD.

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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
1Sant'Anna, P. H. C., J. Zhao (2020) Doubly robust difference-in-differences estimators0.73732100%
2Goodman-Bacon, A (2021) Difference-in-differences with variation in treatment timing0.64422100%
3Graham, B. S., C. C. Pinto, D. Egel (2012) Inverse probability tilting for moment condition models with missing data0.64422100%
4Callaway, B., P. H. C. Sant'Anna (2021) Difference-in-differences with multiple time periods0.58531100%
5Dube, A., D. Girardi, Ò. Jordà, A. M. Taylor (2025) A local projections approach to difference-in-differences0.51121100%
6Borusyak, K., X. Jaravel, J. Spiess (2024) Revisiting event-study designs: Robust and efficient estimation0.40511100%
7Gardner, J (2022) Two-stage differences in differences0.40511100%
8Hájek, J (1971) An Essay on the Logical Foundations of Survey Sampling, Part I0.40511100%
9Jordá, Ò (2005) Estimation and inference of impulse responses by local projections0.40511100%
10Roth, J., M. Sant'Anna, A. Bilinski, J. Poe (2023) What’s trending in difference-in-differences? A synthesis of the recent econometrics literature0.40511100%

Showing the top 10 of 15 scored citations.