activity
20172026
most citedDifference-in-Differences with a Continuous Treatment

235 citations · 284 across the 16 of their papers we have counts for

collaborators

18 papers

econ.EM2026

Difference-in-differences with "bad controls"

Carolina Caetano, Brantly Callaway, Stroud Payne +1

This paper considers difference-in-differences identification strategies when the parallel trends assumption holds after conditioning on covariates that may themselves be affected…

econ.EM2025

Beyond Parallel Trends: An Identification-Strategy-Robust Approach to Causal Inference with Panel Data

Brantly Callaway, Derek Dyal, Pedro H. C. Sant'Anna +1

In this paper, we propose a new approach to causal inference with panel data. Instead of using panel data to adjust for differences in the distribution of unobserved heterogeneity…

econ.EM2025

Causal Inference for Aggregated Treatment

Carolina Caetano, Gregorio Caetano, Brantly Callaway +1

In this paper, we study causal inference when the treatment variable is an aggregation of multiple sub-treatment variables. Researchers often report marginal causal effects for the…

econ.EM2025★ 9 cited

Difference-in-Differences Designs: A Practitioner's Guide

Andrew Baker, Brantly Callaway, Scott Cunningham +2

Difference-in-differences (DiD) is arguably the most popular quasi-experimental research design. Its canonical form, with two groups and two periods, is well-understood. However, e…

econ.EM2024★ 1 cited

Testing the effects of an unobservable factor: Do marriage prospects affect college major choice?

Hayri Alper Arslan, Brantly Callaway, Tong Li

This paper develops an econometric test for whether an unobservable factor jointly influences a choice among multiple alternatives and a subsequent binary outcome. Because only tra…

econ.EM2024★ 11 cited

Difference-in-Differences when Parallel Trends Holds Conditional on Covariates

Carolina Caetano, Brantly Callaway

We consider difference-in-differences identification and estimation strategies when the parallel trends assumption holds conditional on covariates, which can be time-varying, time-…

econ.EM2023★ 1 cited

Treatment Effects in Staggered Adoption Designs with Non-Parallel Trends

Brantly Callaway, Emmanuel Selorm Tsyawo

This paper considers identifying and estimating causal effect parameters in a staggered treatment adoption setting -- that is, where a researcher has access to panel data and treat…

econ.EM2022★ 4 cited

Difference-in-Differences for Policy Evaluation

Brantly Callaway

Difference-in-differences is one of the most used identification strategies in empirical work in economics. This chapter reviews a number of important, recent developments related…

econ.EM2022★ 17 cited

Difference in Differences with Time-Varying Covariates

Carolina Caetano, Brantly Callaway, Stroud Payne +1

This paper considers identification and estimation of causal effect parameters from participating in a binary treatment in a difference in differences (DID) setup when the parallel…

econ.EM2021★ 1 cited

Distributional Effects with Two-Sided Measurement Error: An Application to Intergenerational Income Mobility

Brantly Callaway, Tong Li, Irina Murtazashvili +1

This paper considers identification and estimation of distributional effect parameters that depend on the joint distribution of an outcome and another variable of interest ("treatm…

econ.EM2021★ 235 cited

Difference-in-Differences with a Continuous Treatment

Brantly Callaway, Andrew Goodman-Bacon, Pedro H. C. Sant'Anna

This paper analyzes difference-in-differences designs with a continuous treatment. We show that treatment-on-the-treated-type parameters are identified under a parallel trends assu…

econ.EM2021★ 5 cited

Policy Evaluation during a Pandemic

Brantly Callaway, Tong Li

National and local governments have implemented a large number of policies in response to the Covid-19 pandemic. Evaluating the effects of these policies, both on the number of Cov…

econ.EM2020

Bounds on Distributional Treatment Effect Parameters using Panel Data with an Application on Job Displacement

Brantly Callaway

This paper develops new techniques to bound distributional treatment effect parameters that depend on the joint distribution of potential outcomes -- an object not identified by st…

econ.EM2020

Treatment Effects in Interactive Fixed Effects Models with a Small Number of Time Periods

Brantly Callaway, Sonia Karami

This paper considers identifying and estimating the Average Treatment Effect on the Treated (ATT) when untreated potential outcomes are generated by an interactive fixed effects mo…

econ.EM2020

Heterogeneous Effects of Job Displacement on Earnings

Afrouz Azadikhah Jahromi, Brantly Callaway

This paper considers how the effect of job displacement varies across different individuals. In particular, our interest centers on features of the distribution of the individual-l…

econ.EM2020

Evaluating Policies Early in a Pandemic: Bounding Policy Effects with Nonrandomly Missing Data

Brantly Callaway, Tong Li

During the early part of the Covid-19 pandemic, national and local governments introduced a number of policies to combat the spread of Covid-19. In this paper, we propose a new app…

econ.EM2018

Difference-in-Differences with Multiple Time Periods

Brantly Callaway, Pedro H. C. Sant'Anna

In this article, we consider identification, estimation, and inference procedures for treatment effect parameters using Difference-in-Differences (DiD) with (i) multiple time perio…

stat.ME2017

Quantile Treatment Effects in Difference in Differences Models under Dependence Restrictions and with only Two Time Periods

Brantly Callaway, Tong Li, Tatsushi Oka

This paper shows that the Conditional Quantile Treatment Effect on the Treated can be identified using a combination of (i) a conditional Distributional Difference in Differences a…