The triple difference estimator

Semiparametric difference-in-differences estimators

Andreas Olden and Jarle Møen
Authors registered in the RePEc Author Service: Jarle Møen

The Econometrics Journal, 2022, vol. 25, issue 3, 531-553

Abstract: SummaryTriple difference has become a widely used estimator in empirical work. A close reading of articles in top economics journals reveals that the use of the estimator to a large extent rests on intuition. The identifying assumptions are neither formally derived nor generally agreed on. We give a complete presentation of the triple difference estimator, and show that even though the estimator can be computed as the difference between two difference-in-differences estimators, it does not require two parallel trend assumptions to have a causal interpretation. The reason is that the difference between two biased difference-in-differences estimators will be unbiased as long as the bias is the same in both estimators. This requires only one parallel trend assumption to hold.

Keywords: DD; DDD; DID; DiDiD; difference-in-difference-in-differences; difference-in-differences; parallel trend assumption; triple difference (search for similar items in EconPapers)
Date: 2022
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Citations: View citations in EconPapers (76)

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Working Paper: The Triple Difference Estimator (2020)
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Persistent link: https://EconPapers.repec.org/RePEc:oup:emjrnl:v:25:y:2022:i:3:p:531-553.

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