Publication:
Alternative diff-in-diffs estimators with several pretreatment periods

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2019-05-28
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Taylos&Francis
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This paper deals with the identification of treatment effects using difference-in-differences estimators when several pretreatment periods are available. We define a family of identifying nonnested assumptions that lead to alternative difference-in-differences estimators. We show that the most usual difference-in-differences estimators imply equivalence conditions for the identifying nonnested assumptions. We further propose a model that can be used to test multiple equivalence conditions without imposing any of them. We conduct a Monte Carlo analysis and apply our approach to several recent papers to show its practical relevance.
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Common trends, Difference-in-differences, Identification, Treatment effect
Bibliographic citation
Mora, R., & Reggio, I. (2019). Alternative diff-in-diffs estimators with several pretreatment periods. Econometric Reviews, 38 (5), pp. 465-486.