DID最新书单、论文、文章资源推荐
Reading material
TABLE OF CONTENTS
Books Blogs and notes Interactive dashboards Papers
Books
The books below are the ones that discuss the new DiD literature. There are of course many other great econometric books!
Martin Huber (2021). Causal analysis: Impact evaluation and causal machine learning with applications in R.
Nick Huntington-Klein (2021). The Effect.
Scott Cunningham(2020). Causal Inference: The Mix Tape.
Blogs and notes
Scott Cunningham : Scott’s Substack is the goto place for an easy-to-digest explanation of the latest metric-heavy DiD papers.
An Introduction to DiD with Multiple Time Periods by Brantly Callaway and Pedro H.C. Sant’Anna.
Jeffrey Wooldridge has made several notes on DiD which are shared on his Dropbox including Stata dofiles.
Fernando Rios-Avila has a great explainer for the Callaway and Sant’Anna (2020) CS-DID logic on his blog.
Christine Cai has a working document which lists recent papers using different methods including DiDs.
Andrew C. Baker has notes on Difference-in-Differences Methodology with supporting material on GitHub.
Interactive dashboards
These (related) interactive R-Shiny dashboards showcase how TWFE models give the wrong estimates.
Kyle Butts : https://kyle-butts.shinyapps.io/did_twfe
Hans Henrik Sievertsen : https://hhsievertsen.shinyapps.io/kylebutts_did_eventstudy
Papers
Papers are in alphabetical order by last name. Papers without journals are pre-prints.
Dmitry Arkhangelsky, Susan Athey, David A. Hirshberg, Guido W. Imbens, Stefan Wager (2021). Synthetic Difference in Differences. American Economic Review.
Dmitry Arkhangelsky , Guido Imbens, Lihua Lei , Xiaoman Luo (2021). Double-Robust Two-Way-Fixed-Effects Regression For Panel Data.
Susan Athey, Guido Imbens (2006). Identification and inference in nonlinear difference-indifferences models. Econometrica.
Andrew Baker, David F. Larcker, Charles C. Y. Wang (2021). How Much Should We Trust Staggered Difference-In-Differences Estimates?
Kirill Borusyak , Xavier Jaravel , Jann Spiess (2021). Revisiting Event Study Designs: Robust and Efficient Estimation.
Brantly Callaway, Andrew Goodman-Bacon, Pedro H.C. Sant’Anna (2021). Difference-in-Differences with a Continuous Treatment.
Brantly Callaway, Pedro H.C. Sant’Anna (2020). Difference-in-Differences with multiple time periods, Journal of Econometrics.
Clément de Chaisemartin, Xavier D’Haultfoeuille (2018). Fuzzy differences-in-differences. The Review of Economic Studies.
Clément de Chaisemartin, Xavier D’Haultfoeuille (2020). Two-Way Fixed Effects Estimators with Heterogeneous Treatment Effects. American Economic Review.
Clément de Chaisemartin, Xavier D’Haultfoeuille (2021). Two-way fixed effects regressions with several treatments.
Clément de Chaisemartin, Xavier D’Haultfoeuille (2021). Difference-in-Differences Estimators of Inter-temporal Treatment Effects.
Clément de Chaisemartin, Xavier D’Haultfoeuille (2021). Two-Way Fixed Effects and Differences-in-Differences with Heterogeneous Treatment Effects: A Survey.
Xavier D’Haultfoeuille, Stefan Hoderlein, Yuya Sasaki (2013). Nonlinear difference-indifferences in repeated cross sections with continuous treatments.
Xavier D’Haultfoeuille, Stefan Hoderlein, Yuya Sasaki (2021). Nonparametric Difference-in-Differences in Repeated Cross-Sections with Continuous Treatments.
Bruno Ferman , Cristine Pinto (2021). Synthetic Controls with Imperfect Pre-Treatment Fit. Quantitative Economics.
Simon Freyaldenhoven, Christian Hansen, Jesse M. Shapiro (2019). Pre-event Trends in the Panel Event-Study Design. American Economic Review.
Hans Fricke (2017). Identification based on difference-in-differences approaches with multiple treatments. Oxford Bulletin of Economics and Statistics.
John Gardner (2021). Two-stage differences in differences.
Andrew Goodman-Bacon (2021). Difference-in-differences with variation in treatment timing. Journal of Econometrics.
Pamela Jakiela (2021). Simple Diagnostics for Two-Way Fixed Effects
Michelle Marcus, Pedro H. C. Sant’Anna (2021). The Role of Parallel Trends in Event Study Settings: An Application to Environmental Economics. Journal of the Association of Environmental and Resource Economists.
Jonathan Roth (2021). Pre-test with Caution: Event-study Estimates After Testing for Parallel Trends.
Jonathan Roth , Pedro H.C. Sant’Anna (2021). Efficient Estimation for Staggered Rollout Designs.
Pedro H.C. Sant’Anna , Jun Zhao (2020). Doubly robust difference-in-differences estimators, Journal of Econometrics.
Liyang Sun, Sarah Abraham (2020). Estimating dynamic treatment effects in event studies with heterogeneous treatment effects. Journal of Econometrics.