Discussion on: Instrumented difference‐in‐differences, by Ting Ye, Ashkan Ertefaie, James Flory, Sean Hennessy and Dylan S. Small

Karla DiazOrdaz

Biometrics, 2023, vol. 79, issue 2, 597-600

Abstract: I discuss the assumptions needed for identification of average treatment effects and local average treatment effects in instrumented difference‐in‐differences (IDID), and the possible trade‐offs between assumptions of standard IV and those needed for the new proposal IDID, in one‐ and two‐sample settings. I also discuss the interpretation of the estimands identified under monotonicity. I conclude by suggesting possible extensions to the estimation method, by outlining a strategy to use data‐adaptive estimation of the nuisance parameters, based on recent developments.

Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:bla:biomet:v:79:y:2023:i:2:p:597-600

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