Alternative diff-in-diffs estimators with several pretreatment periods
针对多个预处理期的情况,定义了一组非嵌套识别假设,从而得到替代的双重差分估计量,并提出了一个可检验多个等价条件的模型,通过蒙特卡洛分析和实际应用展示了其实用价值。
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.