Regression modelQuasi-experimental / causal inference
Dynamic Difference-in-Differences
Dynamic Difference-in-Differences extends the classic DiD framework to settings where units adopt treatment at different times. Rather than collapsing all variation into a single 2x2 comparison, it estimates group-time average treatment effects for each adoption cohort at each calendar period, then aggregates them into interpretable summaries of the causal effect over event time.
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Sources
- Callaway, B., & Sant'Anna, P. H. C. (2021). Difference-in-differences with multiple time periods. Journal of Econometrics, 225(2), 200-230. DOI: 10.1016/j.jeconom.2020.12.001 ↗
- Sun, L., & Abraham, S. (2021). Estimating dynamic treatment effects in event studies with heterogeneous treatment effects. Journal of Econometrics, 225(2), 175-199. DOI: 10.1016/j.jeconom.2020.09.006 ↗
Related methods
Referenced by
Bayesian Difference-in-DifferencesBayesian Panel Event StudyDynamic Counterfactual Impact EvaluationDynamic Event Study DesignDynamic Fuzzy Regression DiscontinuityDynamic Interrupted Time SeriesDynamic Matching EstimatorDynamic Panel Event StudyDynamic Propensity Score MatchingDynamic Synthetic Control MethodHeterogeneous Treatment Effect Difference-in-DifferencesHeterogeneous Treatment Effect Event Study DesignHeterogeneous treatment effect Panel event studyMachine learning-augmented difference-in-differencesMachine learning-augmented event study designMulti-period Counterfactual Impact EvaluationMulti-period Difference-in-differencesMulti-period Doubly Robust EstimationMulti-period Event Study DesignPanel Event StudyPolicy Evaluation Difference-in-DifferencesRobust Difference-in-DifferencesRobust Panel Event StudySpatial Event Study Design