Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods

DOI10.1016/J.JECONOM.2018.06.008zbMATH Open1452.62888arXiv1702.03618OpenAlexW2588083940WikidataQ129588403 ScholiaQ129588403MaRDI QIDQ98048FDOQ98048

Authors: Brantly Callaway, Tong Li, Tatsushi Oka, Brantly Callaway, Tong Li, Tatsushi Oka 

Publication date: October 2018

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

Abstract: This paper shows that the Conditional Quantile Treatment Effect on the Treated can be identified using a combination of (i) a conditional Distributional Difference in Differences assumption and (ii) an assumption on the conditional dependence between the change in untreated potential outcomes and the initial level of untreated potential outcomes for the treated group. The second assumption recovers the unknown dependence from the observed dependence for the untreated group. We also consider estimation and inference in the case where all of the covariates are discrete. We propose a uniform inference procedure based on the exchangeable bootstrap and show its validity. We conclude the paper by estimating the effect of state-level changes in the minimum wage on the distribution of earnings for subgroups defined by race, gender, and education.

Full work available at URL: https://arxiv.org/abs/1702.03618

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zbMATH Keywords

copulapanel dataquantile treatment effects

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20) Nonparametric statistical resampling methods (62G09)

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Cited In (17)

• Difference-in-differences with variation in treatment timing
• Extremal quantile treatment effects
• IV quantile regression for group-level treatments, with an application to the distributional effects of trade
• Partial identification of distributional and quantile treatment effects in difference-in-differences models
• Quantile structural treatment effects: application to smoking wage penalty and its determinants
• Median Treatment Effect in Randomized Trials
• Quantile treatment effects in difference in differences models with panel data
• Unconditional and Conditional Quantile Treatment Effect: Identification Strategies and Interpretations
• Stability in the Absence of Treatment
• Identification of quantile treatment effects in difference-in-differences settings with staggered adoption
• Bounds on distributional treatment effect parameters using panel data with an application on job displacement
• Editorial: Advance in theoretical econometrics -- essays in honor of Takeshi Amemiya
• Two-way fixed effects and differences-in-differences estimators with several treatments
• qte
• Quantile difference in differences with time-varying qualification in panel data
• Difference-in-differences with multiple time periods
• Some recent developments in modeling quantile treatment effects

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