| 来源类型 | Working Paper
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| 规范类型 | 报告
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| DOI | 10.3386/w25018
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| 来源ID | Working Paper 25018
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| Difference-in-Differences with Variation in Treatment Timing |
| Andrew Goodman-Bacon
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| 发表日期 | 2018-09-10
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| 出版年 | 2018
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| 语种 | 英语
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| 摘要 | The canonical difference-in-differences (DD) model contains two time periods, “pre” and “post”, and two groups, “treatment” and “control”. Most DD applications, however, exploit variation across groups of units that receive treatment at different times. This paper derives an expression for this general DD estimator, and shows that it is a weighted average of all possible two-group/two-period DD estimators in the data. This result provides detailed guidance about how to use regression DD in practice. I define the DD estimand and show how it averages treatment effect heterogeneity and that it is biased when effects change over time. I propose a new balance test derived from a unified definition of common trends. I show how to decompose the difference between two specifications, and I apply it to models that drop untreated units, weight, disaggregate time fixed effects, control for unit-specific time trends, or exploit a third difference. |
| 主题 | Econometrics
; Estimation Methods
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| URL | https://www.nber.org/papers/w25018
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| 来源智库 | National Bureau of Economic Research (United States)
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| 引用统计 |
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| 资源类型 | 智库出版物
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| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/582692
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推荐引用方式
GB/T 7714 |
Andrew Goodman-Bacon. Difference-in-Differences with Variation in Treatment Timing. 2018.
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文件名：
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w25018.pdf
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格式：
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Adobe PDF
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