Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods

By Brantly Callaway, Tong Li, Tatsushi Oka. Journal of Econometrics, 2017

66 citations recorded by the source corpus.

This paper shows that the Conditional Quantile Treatment Effect on the Treated is identified under (i) a Conditional Distributional Difference in Differences assumption and (ii) a new assumption that the dependence (the copula) between the change in untreated potential outcomes and the initial level of untreated potential outcomes is the same for the treated group and untreated group. We consider estimation and inference with discrete covariates and propose a uniform inference procedure based on the exchangeable bootstrap. Finally, we estimate the effect of increasing the minimum wage on the distribution of earnings for subgroups defined by race, gender, and education.

Subfields: Economics and Econometrics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/27c83448bdd4f0aa53c9e7fc89f7e5b8087a6235

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Citations in the corpus

Difference-in-Differences with multiple time periods (2018, methodology): “…of DID methods focus on this standard two periods, two groups setup, see e.g. Heckman et al. (1997, 1998), Abadie (2005), Athey and Imbens (2006), Qin and Zhang (2008), Bonhomme and Sauder (2011), Botosaru and Gutierrez (2017), de Chaisemartin and D’Haultfœuille (2017), and Callaway et al. (2018).”