The Library
Supplement to "Fuzzy differences-in-differences"
Tools
Chaisemartin, Clément de and Haultfoeuille, Xavier d' (2015) Supplement to "Fuzzy differences-in-differences". Working Paper. Coventry: University of Warwick. Department of Economics. Warwick economics research papers series (WERPS) (1066). (Unpublished)
|
PDF
WRAP_TWERP 1066 DeChaisemartin.pdf - Requires a PDF viewer. Download (883Kb) | Preview |
Official URL: https://www2.warwick.ac.uk/fac/soc/economics/resea...
Abstract
This paper gathers the supplementary material to de Chaisemartin & D'Haultfoeuille (2015). First, we show that two commonly used IV and OLS regressions with time and group fixed effects estimate weighted averages of Wald-DIDs. It then follows from Theorem 3.1 in de Chaisemartin & D'Haultfoeuille (2015) that these regressions estimate weighted sums of LATEs, with potentially many negative weights as we illustrate through two applications. We review all papers published in the American Economic Review between 2010 and 2012 and find that 10.1% of these papers estimate one or the other regression. Second, we consider estimators of the bounds on average and quantile treatment effects derived in Theorems 3.2 and 3.3 in de Chaisemartin & D'Haultfoeuille (2015) and we study their asymptotic behavior. Third, we revisit Gentzkow et al. (2011) and Field (2007) using our estimators.
Finally, we present all the remaining proofs not included in the main paper.
Item Type: | Working or Discussion Paper (Working Paper) | ||||
---|---|---|---|---|---|
Subjects: | H Social Sciences > HB Economic Theory | ||||
Divisions: | Faculty of Social Sciences > Economics | ||||
Library of Congress Subject Headings (LCSH): | Economics -- Mathematical models, Fuzzy mathematics, Quantile regression | ||||
Series Name: | Warwick economics research papers series (WERPS) | ||||
Publisher: | University of Warwick. Department of Economics | ||||
Place of Publication: | Coventry | ||||
ISSN: | 0083-7350 | ||||
Official Date: | 6 October 2015 | ||||
Dates: |
|
||||
Number: | 1066 | ||||
Number of Pages: | 56 | ||||
Institution: | University of Warwick | ||||
Status: | Not Peer Reviewed | ||||
Publication Status: | Unpublished | ||||
Access rights to Published version: | Open Access (Creative Commons) | ||||
Related URLs: |
Request changes or add full text files to a record
Repository staff actions (login required)
View Item |
Downloads
Downloads per month over past year