Research Methods
Advanced
Treatment Effect Heterogeneity
Variation in the effect of a treatment, reform, or legal intervention across units, time periods, institutional settings, or exposure intensities.
Why It Matters
Heterogeneity is crucial in staggered difference-in-differences, event studies, and policy evaluation because a single average effect may mask timing, selection, or institutional variation.
Selected Literature
A short list of directly relevant archive entries.
2017
Intermediate
The State of Applied Econometrics: Causality and Policy Evaluation
Susan Athey and Guido W. Imbens
Journal of Economic Perspectives
2021
Intermediate
Difference-in-Differences with Multiple Time Periods
Brantly Callaway and Pedro H. C. Sant'Anna
Journal of Econometrics
2021
Advanced
Difference-in-Differences with Variation in Treatment Timing
Andrew Goodman-Bacon
Journal of Econometrics
2021
Advanced
Estimating Dynamic Treatment Effects in Event Studies with Heterogeneous Treatment Effects
Liyang Sun and Sarah Abraham
Journal of Econometrics
Related Cases
2014
Securities Regulation
Halliburton Co. v. Erica P. John Fund, Inc.
573 U.S. 258 (2014)
Fraud-on-the-market reliance, class certification, and price-impact evidence in securities-fraud class actions.