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

DOI10.1016/J.JECONOM.2018.06.008zbMATH Open1452.62888OpenAlexW2588083940WikidataQ129588403 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)

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) Applications of statistics to economics (62P20) Nonparametric statistical resampling methods (62G09)

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

(17)

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

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