Difference-in-Difference Estimators with Continuous Treatments and No Stayers

Clément de Chaisemartin (), Xavier d'Haultfœuille and Gonzalo Vazquez-Bare
Additional contact information
Clément de Chaisemartin: ECON - Département d'économie (Sciences Po) - Sciences Po - Sciences Po - CNRS - Centre National de la Recherche Scientifique
Xavier d'Haultfœuille: CREST - Centre de Recherche en Économie et Statistique - ENSAI - Ecole Nationale de la Statistique et de l'Analyse de l'Information [Bruz] - X - École polytechnique - IP Paris - Institut Polytechnique de Paris - ENSAE Paris - École Nationale de la Statistique et de l'Administration Économique - IP Paris - Institut Polytechnique de Paris - CNRS - Centre National de la Recherche Scientifique
Gonzalo Vazquez-Bare: UC Santa Barbara - University of California [Santa Barbara] - UC - University of California

SciencePo Working papers Main from HAL

Abstract: Many treatments, such as prices, taxes, or temperatures, are continuous in nature. Empirical researchers usually rely on two-way fixed effect regressions to estimate treatment effects in such cases. However, such estimators are not robust to heterogeneous treatment effects in general and rely on the linearity of treatment effects. We develop a difference-in-difference strategy for continuous treatments without imposing such restrictions when there are no stayers: treatment of all units changes between consecutive periods. We extend the nonparametric results of de Chaisemartin et al. (2023) to this setup and present a parametric approach that overcomes some limitations of the nonparametric approach.

Date: 2024-01-05
Note: View the original document on HAL open archive server: https://sciencespo.hal.science/hal-04888940v1
References: Add references at CitEc
Citations:

Published in 2024 Allied Social Science Associations (ASSA) Annual Meeting, American Economic Association, Jan 2024, San Antonio (Texas), United States. pp.610-613

Downloads: (external link)
https://sciencespo.hal.science/hal-04888940v1/document (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:spmain:hal-04888940

Access Statistics for this paper

More papers in SciencePo Working papers Main from HAL
Bibliographic data for series maintained by Contact - Sciences Po Departement of Economics ().