A Complete Framework for Model-Free Difference-in-Differences Estimation
ISBN: 978-16-382-8276-1
Format: 15.6x23.4cm
Liczba stron: 108
Oprawa: Miękka
Wydanie: 2023 r.
Język: angielski
Dostępność: dostępny
<p class="ql-align-justify"><strong>A Complete Framework for Model-Free Difference-in-Differences Estimation</strong> proposes a complete framework for data-driven difference-in-differences analysis with covariates, in particular nonparametric estimation and testing. The authors start with simultaneously choosing confounders and a scale of the outcome along identification conditions. They estimate first heterogeneous treatment effects stratified along the covariates, then the average effect(s) for the treated. This provides the asymptotic and finite sample behavior of our estimators and tests, bootstrap procedures for their standard errors and p-values, and an automatic bandwidth choice. The pertinence of these methods is shown with a study of the impact of the Deferred Action for Childhood Arrivals program on educational outcomes for non-citizen immigrants in the US.</p>