方法证据记录
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.
源记录
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Staggered Difference-in-Differences (Callaway-Sant'Anna / Sun-Abraham Estimators)
分类方法记录 · regression-model / causal-inference
- 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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