Inference with difference-in-differences revisited

DOI10.1515/JEM-2017-0005MaRDI QIDQ2312964zbMATHOpenAlexFDO

Authors Mike Brewer, Thomas F. Crossley, Robert Joyce

Publication date 18 July 2019

Published in Journal of Econometric Methods (Search for Journal in Brave)

Full work available at URL http://repository.essex.ac.uk/20372/1/%5BJournal%20of%20Econometric%20Methods%5D%20Inference%20with%20Difference-in-Differences%20Revisited.pdf

zbMATH Keywords

hypothesis testpowerdifference in differencesdesignsfeasible GLScluster robustness

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to economics (62P20)

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Cites work

• Biases in Dynamic Models with Fixed Effects
• Clustering, spatial correlations, and randomization inference
• Errors in variables and reverse regression in the measurement of wage discrimination
• Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects
• How Much Should We Trust Differences-In-Differences Estimates?
• Implicit Alternatives and the Local Power of Test Statistics
• Inference with dependent data using cluster covariance estimators
• Inference with difference-in-differences revisited
• Longitudinal data analysis using generalized linear models
• Mostly harmless econometrics. An empiricist's companion.
• Resurrecting weighted least squares
• Robust inference with multiway clustering

Cited in

(12)

• Shift-share designs: theory and inference
• Inference with difference-in-differences revisited
• Cluster-robust inference: a guide to empirical practice
• How Much Should We Trust Differences-In-Differences Estimates?
• Placebo inference on treatment effects when the number of clusters is small
• Inference on difference-in-differences average treatment effects: a fixed-\(b\) approach
• Efficient estimation and inference for difference-in-difference regressions with persistent errors
• On the size distortion of a test for equality between the ATE and FE estimands
• Nonparametric difference-in-differences in repeated cross-sections with continuous treatments
• On negative outcome control of unobserved confounding as a generalization of difference-in-differences
• Difference in difference meets generalized least squares: higher order properties of hypotheses tests
• Semiparametric Difference-in-Differences Estimators

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