activity
20182024
most citedTwo-way fixed effects estimators with heterogeneous treatment effects

5.1k citations · 5.2k across the 7 of their papers we have counts for

collaborators

8 papers

econ.EM2024★ 3 cited

Difference-in-Differences Estimators When No Unit Remains Untreated

Clément de Chaisemartin, Diego Ciccia, Xavier D'Haultfœuille +1

We study difference-in-differences designs in which all units are initially untreated and later receive heterogeneous, strictly positive treatment doses. When quasi-untreated units…

econ.GN2022★ 5 cited

Instrument-Free Demand Estimation Using Relative Prices Variation, with an Application to Railway Transportation

Xavier D'Haultfœuille, Ao Wang, Philippe Février +1

We develop a new identification strategy for demand estimation when cost shifters may not be available and there are substantial variations in demand over time. This approaches rel…

econ.EM2022★ 6 cited

A Robust Permutation Test for Subvector Inference in Linear Regressions

Xavier D'Haultfœuille, Purevdorj Tuvaandorj

We develop a new permutation test for inference on a subvector of coefficients in linear models. The test is exact when the regressors and the error terms are independent. Then, we…

math.PR2021

The Marcinkiewicz-Zygmund law of large numbers for exchangeable arrays

Laurent Davezies, Xavier D'Haultfoeuille, Yannick Guyonvarch

We show a Marcinkiewicz-Zygmund law of large numbers for jointly, dissociated exchangeable arrays, in () and almost surely. Then, we obtain a law of iterated loga…

econ.EM2021★ 33 cited

Nonparametric Difference-in-Differences in Repeated Cross-Sections with Continuous Treatments

Xavier D'Haultfoeuille, Stefan Hoderlein, Yuya Sasaki

This paper studies the identification of causal effects of a continuous treatment using a new difference-in-difference strategy. Our approach allows for endogeneity of the treatmen…

econ.EM2020★ 2 cited

Fixed Effects Binary Choice Models with Three or More Periods

Laurent Davezies, Xavier D'Haultfoeuille, Martin Mugnier

We consider fixed effects binary choice models with a fixed number of periods and regressors without a large support. If the time-varying unobserved terms are i.i.d. with known…

math.ST2019★ 44 cited

Empirical Process Results for Exchangeable Arrays

Laurent Davezies, Xavier D'Haultfoeuille, Yannick Guyonvarch

Exchangeable arrays are natural tools to model common forms of dependence between units of a sample. Jointly exchangeable arrays are well suited to dyadic data, where observed rand…

econ.EM2018★ 5.1k cited

Two-way fixed effects estimators with heterogeneous treatment effects

Clément de Chaisemartin, Xavier D'Haultfœuille

Linear regressions with period and group fixed effects are widely used to estimate treatment effects. We show that they estimate weighted sums of the average treatment effects (ATE…