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.
- ISBN13 9781638282761
- Publish Date 12 October 2023
- Publish Status Active
- Publish Country US
- Imprint now publishers Inc
- Format Paperback
- Pages 106
- Language English
- URL https://nowpublishers.com/article/Details/ECO-046