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Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods

Brantly Callaway (), Tong Li and Tatsushi Oka

Journal of Econometrics, 2018, vol. 206, issue 2, 395-413

Abstract: This paper shows that the Conditional Quantile Treatment Effect on the Treated is identified under (i) a Conditional Distributional Difference in Differences assumption and (ii) a new assumption that the dependence (the copula) between the change in untreated potential outcomes and the initial level of untreated potential outcomes is the same for the treated group and untreated group. We consider estimation and inference with discrete covariates and propose a uniform inference procedure based on the exchangeable bootstrap. Finally, we estimate the effect of increasing the minimum wage on the distribution of earnings for subgroups defined by race, gender, and education.

Keywords: Quantile treatment effects; Copula; Panel data (search for similar items in EconPapers)
JEL-codes: C14 C21 C23 C50 (search for similar items in EconPapers)
Date: 2018
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Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

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Handle: RePEc:eee:econom:v:206:y:2018:i:2:p:395-413