What's trending in difference-in-differences? A synthesis of the recent econometrics literature

J Roth, PHC Sant'Anna, A Bilinski, J Poe - Journal of Econometrics, 2023 - Elsevier
This paper synthesizes recent advances in the econometrics of difference-in-differences
(DiD) and provides concrete recommendations for practitioners. We begin by articulating a …

Two-way fixed effects and differences-in-differences with heterogeneous treatment effects: A survey

C De Chaisemartin… - The Econometrics …, 2023 - academic.oup.com
Linear regressions with period and group fixed effects are widely used to estimate policie's
effects: 26 of the 100 most cited papers published by the American Economic Review from …

An introductory guide to event study models

DL Miller - Journal of Economic Perspectives, 2023 - aeaweb.org
The event study model is a powerful econometric tool used for the purpose of estimating
dynamic treatment effects. One of its most appealing features is that it provides a built-in …

Difference-in-differences estimators of intertemporal treatment effects

C De Chaisemartin, X d'Haultfoeuille - Review of Economics and …, 2024 - direct.mit.edu
We study treatment-effect estimation using panel data. The treatment may be non-binary,
non-absorbing, and the outcome may be affected by treatment lags. We make a parallel …

Implementing the panel event study

D Clarke, K Tapia-Schythe - The Stata Journal, 2021 - journals.sagepub.com
Many studies estimate the impact of exposure to some quasiexperimental policy or event
using a panel event study design. These models, as a generalized extension of “difference …

More than words: Leaders' speech and risky behavior during a pandemic

N Ajzenman, T Cavalcanti, D Da Mata - American Economic Journal …, 2023 - aeaweb.org
This paper investigates whether the anti-scientific rhetoric of modern populists can induce
followers to engage in risky behavior. We gather electoral information, credit card expenses …

Visualization, identification, and estimation in the linear panel event-study design

S Freyaldenhoven, C Hansen, JP Pérez, JM Shapiro - 2021 - nber.org
Linear panel models, and the “event-study plots” that often accompany them, are popular
tools for learning about policy effects. We discuss the construction of event-study plots and …

Revisiting event-study designs: robust and efficient estimation

K Borusyak, X Jaravel, J Spiess - Review of Economic Studies, 2024 - academic.oup.com
We develop a framework for difference-in-differences designs with staggered treatment
adoption and heterogeneous causal effects. We show that conventional regression-based …

The economic impact of ESG ratings

F Berg, F Heeb, JF Kölbel - Available at SSRN 4088545, 2022 - papers.ssrn.com
This study examines the impact of ESG ratings on fund holdings, stock returns, and firm
behavior. First, we show that among five major ESG ratings, only MSCI ESG can explain the …

[HTML][HTML] Preparing the sample of integrated labour market biographies (SIAB) for scientific analysis: a guide

W Dauth, J Eppelsheimer - Journal for Labour Market Research, 2020 - Springer
Abstract Preparing the Sample of Integrated Labour Market Biographies (SIAB) for scientific
analysis is a complicated and error-prone task. This paper elaborates on the steps …