Alternative diff-in-diffs estimators with several pretreatment periods

By Ricardo Pérez Mora, Iliana Reggio. 2019

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ABSTRACT This paper deals with the identification of treatment effects using difference-in-differences estimators when several pretreatment periods are available. We define a family of identifying nonnested assumptions that lead to alternative difference-in-differences estimators. We show that the most usual difference-in-differences estimators imply equivalence conditions for the identifying nonnested assumptions. We further propose a model that can be used to test multiple equivalence conditions without imposing any of them. We conduct a Monte Carlo analysis and apply our approach to several recent papers to show its practical relevance.

Subfields: Economics and Econometrics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/e9dbe1efbdabdfdc996cb27bce3db8039687003d