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Alternative diff-in-diffs estimators with several pretreatment periods

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  • Ricardo Mora
  • Iliana Reggio
Abstract
This paper deals with the identification of treatment effects using difference-in-differences estimators when several pretreatment periods are available. We define a family of identifying nonnested assumptions that lead to alternative difference-in-differences estimators. We show that the most usual difference-in-differences estimators imply equivalence conditions for the identifying nonnested assumptions. We further propose a model that can be used to test multiple equivalence conditions without imposing any of them. We conduct a Monte Carlo analysis and apply our approach to several recent papers to show its practical relevance.

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  • Ricardo Mora & Iliana Reggio, 2019. "Alternative diff-in-diffs estimators with several pretreatment periods," Econometric Reviews, Taylor & Francis Journals, vol. 38(5), pages 465-486, May.
    • Handle: RePEc:taf:emetrv:v:38:y:2019:i:5:p:465-486
    DOI: 10.1080/07474938.2017.1348683
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