论文标题

在每个时期连续分发的治疗差异差异估计器

Difference-in-Differences Estimators for Treatments Continuously Distributed at Every Period

论文作者

de Chaisemartin, Clément, D'Haultfœuille, Xavier, Pasquier, Félix, Sow, Doulo, Vazquez-Bare, Gonzalo

论文摘要

当人们使用面板数据研究税收,关税或价格的影响时,通常在每个时期都会连续分配治疗。我们提出了此类情况下的差异(DID)估计量。我们假设在连续的时期,某些单位的处理,切换器,变化,而其他单位(住宿者)的处理保持恒定。我们表明,在平行趋势的假设下,切换器潜在结果的斜率通过差异差异估计,与相同基线处理的切换器和停留者的结果演变进行了比较。控制基线处理可确保如果治疗的影响随时间变化,我们的估计值保持有效。我们考虑了两个切换器斜坡的加权平均值,并讨论了它们各自的优势。对于每个加权平均值,我们提出了一个双重弹药,非参数和$ \ sqrt {n} $ - 一致的估算器。我们将结果概括为仪器可变性的情况。我们应用我们的方法来估计汽油消耗的价格弹性。

When one studies the effects of taxes, tariffs, or prices using panel data, the treatment is often continuously distributed in every period. We propose difference-in-differences (DID) estimators for such cases. We assume that between consecutive periods, the treatment of some units, the switchers, changes, while the treatment of other units, the stayers, remains constant. We show that under a parallel-trends assumption, the slopes of switchers' potential outcomes are nonparametrically identified by difference-in-differences estimands comparing the outcome evolutions of switchers and stayers with the same baseline treatment. Controlling for the baseline treatment ensures that our estimands remain valid if the treatment's effect changes over time. We consider two weighted averages of switchers' slopes, and discuss their respective advantages. For each weighted average, we propose a doubly-robust, nonparametric, and $\sqrt{n}$-consistent estimator. We generalize our results to the instrumental-variable case. We apply our method to estimate the price-elasticity of gasoline consumption.

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