5 papers
Using Pre-Trends for Inference in Difference-in-Differences
Clément de Chaisemartin
Difference-in-differences (DID) are sometimes estimated with many pre-treatment periods. In such settings, the observed pre-treatment outcome evolutions provide direct information…
Randomly Assigned First Differences?
Facundo Argañaraz, Clément de Chaisemartin, Ziteng Lei
We consider a first-difference regression of an outcome evolution on a treatment evolution . If the treatment effect changes over time, the regression residual is a functi…
Is Inference Conditional on Not Rejecting a Pre-test Less Reliable than Unconditional Inference?
Clément de Chaisemartin, Xavier D'Haultfœuille
Assume that an estimator is asymptotically normal for a target parameter under some conditions. Suppose also that one can test these conditions, and one conducts inference for the…
Estimating treatment-effect heterogeneity across sites, in multi-site randomized experiments with few units per site
Clément de Chaisemartin, Antoine Deeb
In multi-site randomized trials with many sites and few randomization units per site, an Empirical-Bayes estimator can be used to estimate the variance of the treatment effect acro…
Difference-in-Differences Estimators When No Unit Remains Untreated
Clément de Chaisemartin, Diego Ciccia, Xavier D'Haultfœuille +1
We study treatment-effect estimation in two-period panels where all units are untreated initially and receive strictly positive treatment doses in the second period. With quasi-unt…