How Much Should We Trust Differences-In-Differences Estimates?
From MaRDI portal
Publication:4469710
Recommendations
Cited in
(64)- What's trending in difference-in-differences? A synthesis of the recent econometrics literature
- A Design-Based Perspective on Synthetic Control Methods
- A Modified Randomization Test for the Level of Clustering
- Uniform Nonparametric Inference for Spatially Dependent Panel Data
- Dealing with confounding in observational studies: a scoping review of methods evaluated in simulation studies with single-point exposure
- Difference-in-difference estimation by FE and OLS when there is panel non-response
- A dynamic causal modeling of the second outbreak of COVID-19 in Italy
- Econometric causality: the central role of thought experiments
- Small-Sample Methods for Cluster-Robust Variance Estimation and Hypothesis Testing in Fixed Effects Models
- When is parallel trends sensitive to functional form?
- Worker investments in safety, workplace accidents, and compensating wage differentials
- A Negative Correlation Strategy for Bracketing in Difference-in-Differences
- Fixed-\(b\) asymptotics for panel models with two-way clustering
- Shift-share designs: theory and inference
- Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects
- Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators
- Identification for difference in differences with cross-section and panel data
- Difference-in-differences with multiple time periods
- Inference with difference-in-differences revisited
- Empirical process results for exchangeable arrays
- Cluster-robust inference: a guide to empirical practice
- Life-cycle patterns of interest-rate mark-ups in small-firm finance
- The performance of estimators based on the propensity score
- A simple and trustworthy asymptotic \(t\) test in difference-in-differences regressions
- Efficient estimation and inference in linear pseudo-panel data models
- Alternative diff-in-diffs estimators with several pretreatment periods
- The treatment effect, the cross difference, and the interaction term in nonlinear ``difference-in-differences models
- Placebo inference on treatment effects when the number of clusters is small
- A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS
- Difference-in-differences with variation in treatment timing
- Inference about clustering and parametric assumptions in covariance matrix estimation
- Inference on difference-in-differences average treatment effects: a fixed-\(b\) approach
- Efficient estimation and inference for difference-in-difference regressions with persistent errors
- Testing for Persistence in the Error Component Model: A One-Sided Approach
- The effects of negative interest rates on cash usage: evidence for EU countries
- A Permutation Test for the Regression Kink Design
- Testing for the appropriate level of clustering in linear regression models
- Inferring causal impact using Bayesian structural time-series models
- Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods
- Asymptotic theory for clustered samples
- Clustering, spatial correlations, and randomization inference
- Perceptions of farm size heterogeneity and demand for group index insurance
- Fixed-\(b\) asymptotics for spatially dependent robust nonparametric covariance matrix estimators
- Macroeconomic effects on mortality revealed by panel analysis with nonlinear trends
- Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects
- Inference with dependent data using cluster covariance estimators
- Simple and trustworthy cluster-robust GMM inference
- Dif-in-dif estimators of multiplicative treatment effects
- Two-way fixed effects and differences-in-differences estimators with several treatments
- Using large samples in econometrics
- Analysing interrupted time series with a control
- Design-based analysis in difference-in-differences settings with staggered adoption
- Dynamic panels with MIDAS covariates: nonlinearity, estimation and fit
- Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence
- Testing for serial correlation in hierarchical linear models
- Assessing the causal effect of binary interventions from observational panel data with few treated units
- How does competition affect real earnings management to meet or beat targets? Evidence from import tariff reductions
- Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large
- Difference in difference meets generalized least squares: higher order properties of hypotheses tests
- The minimum wage and search effort
- A robust test for serial correlation in panel data models
- On the implementation of approximate randomization tests in linear models with a small number of clusters
- Testing slope homogeneity in large panels with serial correlation
- Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects
This page was built for publication: How Much Should We Trust Differences-In-Differences Estimates?
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4469710)
