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Identification of Effects of Dynamic Treatments with a Difference-in-Differences Approach

Author

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  • Ruth Miquel
Abstract
This paper examines the power of a conditional difference-in-differences approach to nonparametrically identify the causal effects of sequences of interventions. In the classical difference-in-differences case, a period previous to the implementation of the intervention is used as a comparison period to get rid of common trends for treated and nontreated. When sequences of programs are studied, two different utilizations of the available information are possible to construct the comparison period. The first one only uses the information available in the period previous to the first possible intervention. The second one uses the information sequentially. Here, we use the information available between the interventions in addition to the period previous to the first intervention. Furthermore, we investigate if we still can achieve identification when participation to the sequences is decided sequentially on the intermediate results. Identification can be obtained in each case for all parameters of interest.

Suggested Citation

  • Ruth Miquel, 2003. "Identification of Effects of Dynamic Treatments with a Difference-in-Differences Approach," University of St. Gallen Department of Economics working paper series 2003 2003-06, Department of Economics, University of St. Gallen.
    • Handle: RePEc:usg:dp2003:2003-06
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    References listed on IDEAS

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    Cited by:

    1. Lechner, Michael, 2013. "Treatment effects and panel data," Economics Working Paper Series 1314, University of St. Gallen, School of Economics and Political Science.
    2. Michael Gerfin, 2003. "Work-Related Training and Wages: An empirical analysis for male workers in Switzerland," Diskussionsschriften dp0316, Universitaet Bern, Departement Volkswirtschaft.
    3. Li, Qiang, 2014. "Ethnic diversity and neighborhood house prices," Regional Science and Urban Economics, Elsevier, vol. 48(C), pages 21-38.
    4. Jeffrey Penney, 2017. "Racial Interaction Effects and Student Achievement," Education Finance and Policy, MIT Press, vol. 12(4), pages 447-467, Fall.
    5. Michael Lechner & Ruth Miquel, 2010. "Identification of the effects of dynamic treatments by sequential conditional independence assumptions," Empirical Economics, Springer, vol. 39(1), pages 111-137, August.
    6. Do Won Kwak & Carl Sherwood & Kam Ki Tang, 2019. "Class attendance and learning outcome," Empirical Economics, Springer, vol. 57(1), pages 177-203, July.

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    More about this item

    Keywords

    Dynamic treatment effects; sequential difference-in-differences; sequences of programs.;
    All these keywords.

    JEL classification:

    • C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General

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