Research Methods for Corporate, Securities, and Financial Law
Difference-in-Differences with Multiple Time Periods
Brantly Callaway and Pedro H. C. Sant'Anna
- Year
- 2021
- Venue
- Journal of Econometrics
- Level
- Intermediate
Summary
Develops identification, estimation, and inference procedures for difference-in-differences designs with multiple periods, staggered treatment timing, and conditional parallel trends. The paper defines group-time average treatment effects and aggregation methods suitable for heterogeneous treatment effects.
Citation
Brantly Callaway and Pedro H. C. Sant'Anna. "Difference-in-Differences with Multiple Time Periods." Journal of Econometrics, 2021.
DOI: 10.1016/j.jeconom.2020.12.001
BibTeX
@article{Callaway2021Difference,
title = {Difference-in-Differences with Multiple Time Periods},
author = {Brantly Callaway and Pedro H. C. Sant'Anna},
year = {2021},
journal = {Journal of Econometrics},
doi = {10.1016/j.jeconom.2020.12.001},
url = {https://doi.org/10.1016/j.jeconom.2020.12.001}
}