Inference with Difference-in-Differences and Other Panel Data

By Stephen G. Donald, Kevin Lang. 2007

1,429 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Statistics and Probability

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Citations in the corpus

The psychology of job loss: using social media data to characterize and predict unemployment (2016, methodology): “To account for serial correlation in our dependent variable, we cluster errors at the user level ([16], [6]).”
When Should You Adjust Standard Errors for Clustering? (2017, neutral): “Typically the stated motivation is that unobserved components of outcomes for units within clusters are correlated (Moulton [1986, 1990], Moulton and Randolph [1989], Kloek [1981], Hansen [2007], Cameron and Miller [2015]).”
Multilevel Modelling of Country Effects: A Cautionary Tale (2016, background): “Donald and Lang (2007) discuss the statistical properties of the two-step estimator (compared with Generalized Least Squares (GLS)) in detail.”
Alcohol Availability, Prenatal Conditions, and Long-Term Economic Outcomes (2017, background): “24 See Göteborgsposten, November 2, 1967.”
Randomization Tests Under an Approximate Symmetry Assumption (2017, background): “Conley and Taber (2011) show in a simulation study that their test outperforms the test proposed by Donald and Lang (2007).”
Export Destinations and Input Prices (2014, methodology): “Using a particular choice of weights, such a “one-step” approach would be numerically equivalent to the “two-step” approach that we employ (first estimating the θ̂it from (24) and then estimating (23)) (Amemiya, 1978; Donald and Lang, 2007). Using different weights, Kugler and Verhoogen (2012) repor”
Every Breath You Take—Every Dollar You’ll Make: The Long-Term Consequences of the Clean Air Act of 1970 (2017, neutral): “Donald and Lang (2007), among others, show the asymptotic equivalence between this two-step group means estimator and the microdata counterpart.”
Immigration and the Economy of Cities and Regions (2014, neutral): “…and not all of the comparisons above necessarily get to credible causal inference.20 A second challenge for some of these studies, raised in Donald and Lang (2007), is obtaining proper and meaningful inference with a small number of “treatment” cells.21 Both challenges may have become a…”
Dif-in-Dif Estimators of Multiplicative Treatment Effects (2014, neutral): “For the OLS 21Procedures to correct for the fact that regular standard errors may overstate the precision of estimates of a treatment effect in dif-in-dif regressions have been the subject of much debate in recent years (see Bertrand et al., 2004; Donald and Lang, 2007; Wooldridge, 2003, 2006).”
Does Corporate Governance Matter in Competitive Industries (2010, neutral): “First, the fact that all firms in a given year and state of incorporation are affected by the same “shock” can induce correlation of the error terms within each state-year cell (Moulton (1990), Donald and Lang (2007)).”