Alternative diff-in-diffs estimators with several pretreatment periods Articles uri icon

publication date

  • May 2019

start page

  • 465

end page

  • 486

issue

  • 5

volume

  • 38

International Standard Serial Number (ISSN)

  • 0747-4938

abstract

  • This paper deals with the identification of treatment effects using difference-in-differences estimators when several pretreatment periods are available. We define a family of identifying nonnested assumptions that lead to alternative difference-in-differences estimators. We show that the most usual difference-in-differences estimators imply equivalence conditions for the identifying nonnested assumptions. We further propose a model that can be used to test multiple equivalence conditions without imposing any of them. We conduct a Monte Carlo analysis and apply our approach to several recent papers to show its practical relevance.

keywords

  • common trends; difference-in-differences; identification; treatment effect; c21; c52; raise divorce rates; impact; panel; inference; schools