arXiv Open Access 2023

Simple Difference-in-Differences Estimation in Fixed-T Panels

Nicholas Brown Kyle Butts Joakim Westerlund

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Abstrak

The present paper proposes a new treatment effects estimator that is valid when the number of time periods is small, and the parallel trends condition holds conditional on covariates and unobserved heterogeneity in the form of interactive fixed effects. The estimator also allow the control variables to be affected by treatment and it enables estimation of the resulting indirect effect on the outcome variable. The asymptotic properties of the estimator are established and their accuracy in small samples is investigated using Monte Carlo simulations. The empirical usefulness of the estimator is illustrated using as an example the effect of increased trade competition on firm markups in China.

Topik & Kata Kunci

econ.EM

Penulis (3)

Nicholas Brown

Kyle Butts

Joakim Westerlund

Format Sitasi

APA MLA BibTeX

Brown, N., Butts, K., Westerlund, J. (2023). Simple Difference-in-Differences Estimation in Fixed-T Panels. https://arxiv.org/abs/2301.11358

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Informasi Jurnal

Tahun Terbit: 2023
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓