Generalized Difference in Differences With Panel Data and Least Squares Estimator  

Oleh:

Lee, Myoung-jae

Jenis: Article from Journal - ilmiah internasional
Dalam koleksi: Sociological Methods & Research (SMR) vol. 45 no. 01 (Feb. 2016), page 134-157.
Topik: difference in differences; generalized difference in differences; triple difference; quadruple difference; panel data

Ketersediaan

Perpustakaan PKPM Nomor Panggil: S28 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada

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Isi artikel

With one treated and one untreated periods, difference in differences (DD) requires the untreated response changes to be the same across the treatment and control group, if the treatment were withheld contrary to the fact. A natular way to check the condition is to back-track one period and examine the response changes in two pretrearment periods. If the condition does not hold in the pretreatment periods, than a modified DD takes the form of "generalizes DD with a weaker identification condition in the sense that a time-constant, but not necessarily zero, time/selectioneffect allowed. One more time-wise differencing (quadruple difference [QD]) than GDD allows for the time/selection effect even to change over time, which makes it possible to test for the GDD identification condition. Simple panel least squares estimators (LSEs)/tests for DD and GDD are proposed and an emprical illustration is presented.

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