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econ.EM2023
Dynamic LATEs with a Static Instrument
Bruno Ferman, Otávio Tecchio
In many situations, researchers are interested in identifying dynamic effects of an irreversible treatment with a time-invariant binary instrumental variable (IV). For example, in…
econ.EM2023
Extensions for Inference in Difference-in-Differences with Few Treated Clusters
Luis Alvarez, Bruno Ferman
In settings with few treated units, Difference-in-Differences (DID) estimators are not consistent, and are not generally asymptotically normal. This poses relevant challenges for i…