Multi-period Difference-in-differences
Multi-period Difference-in-Differences extends the classic two-period DiD framework to settings where units adopt treatment at different points in time. Formalised by Callaway and Sant'Anna (2021) and Goodman-Bacon (2021), it decomposes the overall treatment effect into group-time average treatment effects and addresses the bias that arises when conventional two-way fixed-effects regressions are applied to staggered adoption designs.
Source record
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- 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
- Goodman-Bacon, A. (2021). Difference-in-differences with variation in treatment timing. Journal of Econometrics, 225(2), 254-277. · DOI 10.1016/j.jeconom.2021.03.014
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