Inference with “Difference in Differences” with a Small Number of Policy Changes

By Timothy G. Conley, Christopher R. Taber. 2011

517 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Statistics and Probability

Citations in the corpus

Randomization Tests Under an Approximate Symmetry Assumption (2017, methodology): “We first consider an asymptotic framework similar to the one in Conley and Taber (2011), where |J 1 | = q is fixed, |J 0 | → ∞, and min{|T 0 |, |T 1”
t-Statistic Based Correlation and Heterogeneity Robust Inference (2010, unknown): “Donald and Lang (2004) show that if ui,t has an i.i.d. Gaussian random effect structure for each (potential) pre- and post-intervention area group, then correct inference is obtained for fixed N by a two stage inference procedure using a Student−t critical value with an appropriate degrees of freedo”
Robust Inference with Clustered Data (2010, background): “Davis (2002) modeled film attendance data clustered by film, theater, and time.”
Wild Bootstrap Inference for Wildly Different Cluster Sizes (2013, result): “This result is consistent with Monte Carlo results in Bell and McCa rey (2002) and Conley and Taber (2011).”
Synthetic Difference In Differences (2018, unknown): “13 Algorithm 4 can also be seen as an adaptation of the method of Conley and Taber ( 2011 ) for inference in DID models with few treated units and assuming homoskedasticity, in that both rely on the empirical distribution of residuals for placebo-estimators run on control units to conduct inference.”
Cluster-robust inference: A guide to empirical practice (2022, methodology): “For DiD models, Conley and Taber (2011) proposes a test that is very similar to an RI test based on the OLS estimate of the coefficient on a treatment dummy. That paper also shows how to obtain a confidence interval by inverting the test. MacKinnon and Webb (2020b) studies two procedures for DiD tes”
Immigration and the Economy of Cities and Regions (2014, background): “Even Donald and Lang’s approach is made under restrictive assumptions; Conley and Taber (2011) provide a more general procedure for inference in panel data with a small number of treatment cells which tends to produce even wider confidence intervals.”
Gone with the wind: Valuing the visual impacts of wind turbines through house prices (2015, background): “One concern in any spatial estimation design with multiple interventions on grouped observation (wind farm developments affecting groups of neighbouring houses in this case) is the estimation of the standard errors (Moulton 1990, Conley and Taber 2011).”