arXiv 23 Jul 2026 · Econometrics
arXiv:2607.21312 · PDF · Extracted main text
Difference-in-differences (DID) are sometimes estimated with many pre-treatment periods. In such settings, the observed pre-treatment outcome evolutions provide direct information about the magnitude of shocks that could also occur after treatment. This paper proposes a simple inference procedure that uses those pre-trends as the reference distribution for the post-treatment DID. The procedure is closely related to existing conformal inference procedures, but its DID-specific predictor leads to a distinct identifying restriction. Existing procedures assume parallel trends, while this paper's procedure does not require parallel trends.
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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.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Chernozhukov, V., Wüthrich, K., and Zhu, Y (2021) An exact and robust conformal inference method for counterfactual and synthetic controls | 0.693 | 6 | 1 | 100% |
| 2 | Chernozhukov, V., Wüthrich, K., and Zhu, Y (2018) Exact and robust conformal inference methods for predictive machine learning with dependent data | 0.644 | 2 | 2 | 100% |
| 3 | Vovk, V., Gammerman, A., and Shafer, G (2005) Algorithmic Learning in a Random World | 0.644 | 2 | 2 | 100% |
| 4 | Rambachan, A., and Roth, J (2023) A more credible approach to parallel trends | 0.511 | 2 | 1 | 100% |
| 5 | Andrews, D.\ W.\ K (2003) End-of-sample instability tests | 0.405 | 1 | 1 | 100% |
| 6 | Bilinski, A., and Hatfield, L.\ A (2018) Nothing to see here? Non-inferiority approaches to parallel trends and other model assumptions | 0.405 | 1 | 1 | 100% |
| 7 | Conley, T.\ G., and Taber, C.\ R (2011) difference in differences | 0.405 | 1 | 1 | 100% |
| 8 | Dette, H., and Schumann, M (2024) Testing for equivalence of pre-trends in difference-in-differences estimation | 0.405 | 1 | 1 | 100% |
| 9 | Ferman, B., and Pinto, C (2019) Inference in differences-in-differences with few treated groups and heteroskedasticity | 0.405 | 1 | 1 | 100% |
| 10 | Lei, L., and Candès, E.\ J (2021) Conformal inference of counterfactuals and individual treatment effects | 0.405 | 1 | 1 | 100% |
Showing the top 10 of 13 scored citations.