Research Methods for Corporate, Securities, and Financial Law
Difference-in-Differences with Variation in Treatment Timing
Andrew Goodman-Bacon
- Year
- 2021
- Venue
- Journal of Econometrics
- Level
- Advanced
Summary
Derives the two-way fixed-effects difference-in-differences estimator as a weighted average of two-group, two-period comparisons when treatment timing varies. The paper shows how treatment-effect heterogeneity and timing can affect estimates and provides a decomposition useful for diagnosing legal-policy evaluations.
Citation
Andrew Goodman-Bacon. "Difference-in-Differences with Variation in Treatment Timing." Journal of Econometrics, 2021.
DOI: 10.1016/j.jeconom.2021.03.014
BibTeX
@article{GoodmanBacon2021Difference,
title = {Difference-in-Differences with Variation in Treatment Timing},
author = {Andrew Goodman-Bacon},
year = {2021},
journal = {Journal of Econometrics},
doi = {10.1016/j.jeconom.2021.03.014},
url = {https://doi.org/10.1016/j.jeconom.2021.03.014}
}