arrow
Return

Synthetic Difference-in-Differences

delete2021-12-01
delete361
delete
OA
AI
D
Dmitry Arkhangelsky *
S
Susan Athey
H
Hirshberg, David A.
I
Imbens, Guido W.
W
Wager, Stefan
DOI:10.1257/aer.20190159delete
deleteOriginal
deleteOriginal request for help
deleteShare
deleteSave
Abstract

Abstract

En 中文
We present a new estimator for causal effects with panel data that builds on insights behind the widely used difference-in-differences and synthetic control methods. Relative to these methods we find, both theoretically and empirically, that this synthetic difference-in-differences estimator has desirable robustness properties, and that it performs well in settings where the conventional estimators are commonly used in practice. We study the asymptotic behavior of the estimator when the systematic part of the outcome model includes latent unit factors interacted with latent time factors, and we present conditions for consistency and asymptotic normality.
Keywords:
PANEL-DATA MODELS
REGRESSION
INFERENCE
SELECTION
NUMBER

Journal

American Economic Review cover
American Economic Review
IF:
11.6
Papers:
5.0K
Citations:
7.5W

Organization

S
Stanford University
Scholars:
9.6W
Papers: 8.2W
Citations: 17.0W
N
National Bureau of Economic Research
Scholars:
2.0K
Papers: 2.4K
Citations: 1.1W