Difference-in-Differences Estimators of Intertemporal Treatment Effects

Clément de Chaisemartin and Xavier D'Haultfoeuille

No 29873, NBER Working Papers from National Bureau of Economic Research, Inc

Abstract: We study treatment-effect estimation using panel data. The treatment may be nonbinary, non-absorbing, and the outcome may be affected by the treatment lags. We make parallel-trends assumptions, but do not restrict treatment effect heterogeneity, unlike commonly-used two-way-fixed-effects regressions. We propose reduced-form event-study estimators of the effect of being exposed to a weakly higher treatment dose for ℓ periods. We also propose normalized event-study estimators, that estimate a weighted average of the effects of the current treatment and its lags. Finally, we show that the reduced-form estimators can be combined into an economically interpretable cost-benefit ratio.

JEL-codes: C21 C23 (search for similar items in EconPapers)
Date: 2022-03
Note: DEV ED EEE EH IFM ITI LS PE POL TWP
References: Add references at CitEc
Citations: View citations in EconPapers (74)

Downloads: (external link)
http://www.nber.org/papers/w29873.pdf (application/pdf)

Related works:
Working Paper: Difference-in-Differences Estimators of Intertemporal Treatment Effects (2024)
Working Paper: Difference-in-Differences Estimators of Intertemporal Treatment Effects (2022)
Working Paper: Difference-in-Differences Estimators of Intertemporal Treatment Effects (2022)
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:nbr:nberwo:29873

Ordering information: This working paper can be ordered from
http://www.nber.org/papers/w29873

Access Statistics for this paper

More papers in NBER Working Papers from National Bureau of Economic Research, Inc National Bureau of Economic Research, 1050 Massachusetts Avenue Cambridge, MA 02138, U.S.A.. Contact information at EDIRC.
Bibliographic data for series maintained by ().