A Simple Approach to Staggered Difference-in-Differences in the Presence of Spillovers

Mario Fiorini, Wooyong Lee, Gregor Pfeifer and Gregor-Gabriel Pfeifer
Authors registered in the RePEc Author Service: Gregor Pfeifer

No 11011, CESifo Working Paper Series from CESifo

Abstract: We establish identifying assumptions and estimation procedures for the ATT in a Difference-in-Differences setting with staggered treatment adoption in the presence of spillovers. We show that the ATT can be estimated by a simple TWFE method that extends the approach of Wooldridge [2022]’s fully interacted regression model. We broaden our framework to the non-linear case of count data, offering estimation of the ATT by a simple TWFE Poisson model, and we revisit a corresponding application from the crime literature. Monte Carlo simulations show that our estimator performs competitively.

Keywords: difference-in-differences; staggered treatment adoption; spillovers; (non-)linear models (search for similar items in EconPapers)
Date: 2024
New Economics Papers: this item is included in nep-ecm
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Working Paper: A Simple Approach to Staggered Difference-in-Differences in the Presence of Spillovers (2024)
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Persistent link: https://EconPapers.repec.org/RePEc:ces:ceswps:_11011

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