Causal inference in the social sciences

GW Imbens - Annual Review of Statistics and Its Application, 2024 - annualreviews.org
Knowledge of causal effects is of great importance to decision makers in a wide variety of
settings. In many cases, however, these causal effects are not known to the decision makers …

Designing difference-in-difference studies with staggered treatment adoption: Key concepts and practical guidelines

C Wing, M Yozwiak, A Hollingsworth… - Annual Review of …, 2024 - annualreviews.org
Difference-in-difference (DID) estimators are a valuable method for identifying causal effects
in the public health researcher's toolkit. A growing methods literature points out potential …

What's trending in difference-in-differences? A synthesis of the recent econometrics literature

J Roth, PHC Sant'Anna, A Bilinski, J Poe - Journal of Econometrics, 2023 - Elsevier
This paper synthesizes recent advances in the econometrics of difference-in-differences
(DiD) and provides concrete recommendations for practitioners. We begin by articulating a …

Two-way fixed effects and differences-in-differences with heterogeneous treatment effects: A survey

C De Chaisemartin… - The Econometrics …, 2023 - academic.oup.com
Linear regressions with period and group fixed effects are widely used to estimate policie's
effects: 26 of the 100 most cited papers published by the American Economic Review from …

Two-stage differences in differences

J Gardner - arxiv preprint arxiv:2207.05943, 2022 - arxiv.org
A recent literature has shown that when adoption of a treatment is staggered and average
treatment effects vary across groups and over time, difference-in-differences regression …

A more credible approach to parallel trends

A Rambachan, J Roth - Review of Economic Studies, 2023 - academic.oup.com
This paper proposes tools for robust inference in difference-in-differences and event-study
designs where the parallel trends assumption may be violated. Instead of requiring that …

[HTML][HTML] How much should we trust staggered difference-in-differences estimates?

AC Baker, DF Larcker, CCY Wang - Journal of Financial Economics, 2022 - Elsevier
We explain when and how staggered difference-in-differences regression estimators,
commonly applied to assess the impact of policy changes, are biased. These biases are …

Difference-in-differences estimators of intertemporal treatment effects

C De Chaisemartin, X d'Haultfoeuille - Review of Economics and …, 2024 - direct.mit.edu
We study treatment-effect estimation using panel data. The treatment may be non-binary,
non-absorbing, and the outcome may be affected by treatment lags. We make a parallel …

A penalized synthetic control estimator for disaggregated data

A Abadie, J L'hour - Journal of the American Statistical Association, 2021 - Taylor & Francis
Synthetic control methods are commonly applied in empirical research to estimate the
effects of treatments or interventions on aggregate outcomes. A synthetic control estimator …

Implementing the panel event study

D Clarke, K Tapia-Schythe - The Stata Journal, 2021 - journals.sagepub.com
Many studies estimate the impact of exposure to some quasiexperimental policy or event
using a panel event study design. These models, as a generalized extension of “difference …