A Complete Framework for Model-Free Difference-in-Differences Estimation

Author:   Daniel J. Henderson ,  Stefan Sperlich
Publisher:   now publishers Inc
ISBN:  

9781638282761


Pages:   106
Publication Date:   12 October 2023
Format:   Paperback
Availability:   In Print   Availability explained
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A Complete Framework for Model-Free Difference-in-Differences Estimation


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Overview

A Complete Framework for Model-Free Difference-in-Differences Estimation proposes a complete framework for data-driven difference-in-differences analysis with covariates, in particular nonparametric estimation and testing. The authors start with simultaneously choosing confounders and a scale of the outcome along identification conditions. They estimate first heterogeneous treatment effects stratified along the covariates, then the average effect(s) for the treated. This provides the asymptotic and finite sample behaviour of our estimators and tests, bootstrap procedures for their standard errors and p-values, and an automatic bandwidth choice. The pertinence of these methods is shown with a study of the impact of the Deferred Action for Childhood Arrivals program on educational outcomes for non-citizen immigrants in the US.

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Author:   Daniel J. Henderson ,  Stefan Sperlich
Publisher:   now publishers Inc
Imprint:   now publishers Inc
Weight:   0.162kg
ISBN:  

9781638282761


ISBN 10:   1638282765
Pages:   106
Publication Date:   12 October 2023
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

1. Introduction 2. Model-Free Approach 3. Nuts and Bolts 4. Application: Human Capital Responses to DACA Acknowledgements Appendices References

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