On “Imputation of Counterfactual Outcomes When the Errors Are Predictable”: Viewing the PUP as the DID and the LDV
从事件研究识别文献的角度讨论实用无偏预测器（PUP），指出PUP可视为双重差分（DID）和滞后因变量（LDV）的推广，具有双重稳健性，且真实因果效应介于LDV和DID之间。
I discuss the practical unbiased predictor (PUP; Gonçalves and Ng) from the viewpoint of the literature on identification in event studies. The PUP can be seen as the prediction based on a generalized estimand that encompasses both the difference-in-differences (DID) and the lagged dependent variable (LDV). This feature of the PUP allows for a doubly robust property that the identification is achieved when either the parallel trend assumption or the LDV assumption holds at the expense of richer data. Furthermore, in this case, the bracketing property implies that the PUP identifying the true causal effect is bounded below by the LDV and above by the DID.