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

DOI10.1016/J.JECONOM.2018.06.008MaRDI QIDQ98048zbMATH OpenOpenAlexWikidataFDO

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

Publication date October 2018

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

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

zbMATH Keywords

copulapanel dataquantile treatment effects

Mathematics Subject Classification ID

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

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.

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Cited in

(21)

• Editorial: Advance in theoretical econometrics -- essays in honor of Takeshi Amemiya
• Partial identification of distributional and quantile treatment effects in difference-in-differences models
• Extremal quantile treatment effects
• Bounds on distributional treatment effect parameters using panel data with an application on job displacement
• Some recent developments in modeling quantile treatment effects
• Difference-in-differences with multiple time periods
• Difference-in-differences with variation in treatment timing
• Quantile difference in differences with time-varying qualification in panel data
• Median Treatment Effect in Randomized Trials
• IV quantile regression for group-level treatments, with an application to the distributional effects of trade
• Stability in the Absence of Treatment
• Quantile treatment effects in difference in differences models with panel data
• Unconditional and Conditional Quantile Treatment Effect: Identification Strategies and Interpretations
• Quantile structural treatment effects: application to smoking wage penalty and its determinants
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• Identification of quantile treatment effects in difference-in-differences settings with staggered adoption
• Regression adjustment for estimating distributional treatment effects in randomized controlled trials
• Causal models for longitudinal and panel data: a survey
• Difference-in-Differences Estimator of Quantile Treatment Effect on the Treated
• On the estimation of quantile treatment effects using a semiparametric propensity score
• qte

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