Inference on difference-in-differences average treatment effects: a fixed-\(b\) approach

DOI10.1016/j.jeconom.2019.04.001zbMath1452.62963MaRDI QIDQ2000877

Karen X. Yan, Yu Sun

Publication date: 1 July 2019

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2019.04.001

zbMATH Keywords

panel data; fixed-\(b\) asymptotics; HAC estimator; difference-in-differences

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62P20: Applications of statistics to economics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E20: Asymptotic distribution theory in statistics

Cites Work

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