Inference on difference-in-differences average treatment effects: a fixed-b approach
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Publication:2000877
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Cites work
- t-Statistic Based Correlation and Heterogeneity Robust Inference
- A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- An invariance principle for triangular arrays of dependent variables with application to autocovariance estimation
- Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large
- Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators
- GMM estimation with cross sectional dependence
- HAC estimation in a spatial framework
- Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects
- Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects
- How Much Should We Trust Differences-In-Differences Estimates?
- Inference with dependent data using cluster covariance estimators
- Let's fix it: fixed-\(b\) asymptotics versus small-\(b\) asymptotics in heteroskedasticity and autocorrelation robust inference
- Multiple Time Series Regression with Integrated Processes
- Robust inference with multiway clustering
- Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix
- The moving blocks bootstrap for panel linear regression models with individual fixed effects
Cited in
(6)- A GMM interpretation of the paradox in the inverse probability weighting estimation of the average treatment effect on the treated
- How Much Should We Trust Differences-In-Differences Estimates?
- Efficient estimation and inference for difference-in-difference regressions with persistent errors
- Dif-in-dif estimators of multiplicative treatment effects
- Two-way fixed effects and differences-in-differences estimators with several treatments
- Inference on a New Class of Sample Average Treatment Effects
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