论文标题
事件研究有限的异质治疗效果
Finitely Heterogeneous Treatment Effect in Event-study
论文作者
论文摘要
差异差异设计差异的一个关键假设是，未经处理的潜在结果的平均演变在不同的治疗队列中是相同的：平行趋势假设。在本文中，我们通过假设潜在类型变量并开发特定于类型的并行趋势假设来放松并行趋势假设。通过对潜在类型变量和较长预处理时间段的有限支持假设，我们表明一个极值分类器始终估计类型分配。根据分类结果，我们提出了针对特定类型的类型类型的DIFF估计器。通过估计特定类型的ATT，我们研究了基线结局的异质性外，我们研究了治疗效果的异质性。
A key assumption of the differences-in-differences designs is that the average evolution of untreated potential outcomes is the same across different treatment cohorts: a parallel trends assumption. In this paper, we relax the parallel trend assumption by assuming a latent type variable and developing a type-specific parallel trend assumption. With a finite support assumption on the latent type variable and long pretreatment time periods, we show that an extremum classifier consistently estimates the type assignment. Based on the classification result, we propose a type-specific diff-in-diff estimator for type-specific ATT. By estimating the type-specific ATT, we study heterogeneity in treatment effect, in addition to heterogeneity in baseline outcomes.
