Design-based Analysis in Difference-In-Differences Settings with Staggered Adoption

Susan Athey and Guido Imbens

No 24963, NBER Working Papers from National Bureau of Economic Research, Inc

Abstract: In this paper we study estimation of and inference for average treatment effects in a setting with panel data. We focus on the setting where units, e.g., individuals, firms, or states, adopt the policy or treatment of interest at a particular point in time, and then remain exposed to this treatment at all times afterwards. We take a design perspective where we investigate the properties of estimators and procedures given assumptions on the assignment process. We show that under random assignment of the adoption date the standard Difference-In-Differences estimator is an unbiased estimator of a particular weighted average causal effect. We characterize the properties of this estimand, and show that the standard variance estimator is conservative.

JEL-codes: C01 C23 C31 (search for similar items in EconPapers)
Date: 2018-08
New Economics Papers: this item is included in nep-exp and nep-ore
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Published as Susan Athey & Guido W. Imbens, 2021. "Design-based analysis in Difference-In-Differences settings with staggered adoption," Journal of Econometrics, .

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Related works:
Journal Article: Design-based analysis in Difference-In-Differences settings with staggered adoption (2022)
Working Paper: Design-based Analysis in Difference-In-Differences Settings with Staggered Adoption (2018)
Working Paper: Design-based Analysis in Difference-In-Differences Settings with Staggered Adoption (2018)
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