Staggered Difference-in-Differences
Staggered Difference-in-Differences is a generalisation of DID for panel designs in which treatment is rolled out to different groups at different times. Introduced in the modern form by Callaway and Sant'Anna (2021) and Sun and Abraham (2021), it corrects the bias that classical two-way fixed-effects (TWFE) estimators suffer when treatment effects are heterogeneous across cohorts and over time.
Source record
Citations copied verbatim from the method’s source record. No claim-level verification is inferred from them.
- 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
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