Data and code for: Difference-in-Differences Estimators with Continuous Treatments and no Stayers
Principal Investigator(s): View help for Principal Investigator(s) Clément De Chaisemartin, Sciences Po; Xavier D'Haultfoeuille, CREST-ENSAE; Gonzalo Vazquez-Bare, UC Santa Barbara
Version: View help for Version V2
| Name | File Type | Size | Last Modified |
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| Data-and-code | 06/05/2024 12:45:PM | ||
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text/plain | 1.8 KB | 06/05/2024 08:44:AM |
Project Citation:
De Chaisemartin, Clément, D’Haultfoeuille, Xavier, and Vazquez-Bare, Gonzalo. Data and code for: Difference-in-Differences Estimators with Continuous Treatments and no Stayers. Nashville, TN: American Economic Association [publisher], 2024. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 2024-06-05. https://doi.org/10.3886/E197825V2
Project Description
Summary:
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Many treatments such as prices,
taxes or temperatures are continuous in nature. Empirical researchers usually
rely on two-way fixed effect regressions to estimate treatment effects in such
cases. However, such estimators are not robust to heterogeneous treatment
effects in general, and rely on linearity of treatment effects. We develop a
difference-in-difference strategy for continuous treatments without imposing
such restrictions, when there are no stayers: the treatment of all units
changes between consecutive periods. We extend the nonparametric results of de
Chaisemartin et al (2023) to this setup and present a parametric approach that
overcomes some limitations of the nonparametric approach.
Scope of Project
Subject Terms:
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Difference-in-differences;
heterogeneous treatment effects;
continuous treatment effects
JEL Classification:
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C21 Single Equation Models; Single Variables: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions
C23 Single Equation Models; Single Variables: Panel Data Models; Spatio-temporal Models
C21 Single Equation Models; Single Variables: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions
C23 Single Equation Models; Single Variables: Panel Data Models; Spatio-temporal Models
Geographic Coverage:
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United States
Time Period(s):
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1997 – 2002
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