no code implementations • 5 Aug 2023 • Brantly Callaway, Emmanuel Selorm Tsyawo
We mainly focus on the case where untreated potential outcomes are generated by an interactive fixed effects model and show that variation in treatment timing provides additional moment conditions that can be used to recover a large class of target causal effect parameters.
1 code implementation • 29 Mar 2022 • Brantly Callaway
Difference-in-differences is one of the most used identification strategies in empirical work in economics.
no code implementations • 7 Feb 2022 • Carolina Caetano, Brantly Callaway
In addition to issues related to multiple periods and variation in treatment timing that have been emphasized in the literature, we show that, even in the case with only two time periods, TWFE regressions are not generally robust to (i) paths of untreated potential outcomes depending on the level of time-varying covariates (as opposed to only the change in the covariates over time), (ii) paths of untreated potential outcomes depending on time-invariant covariates, and (iii) violations of linearity conditions for outcomes over time and/or the propensity score.
no code implementations • 20 Jul 2021 • Brantly Callaway, Tong Li, Irina Murtazashvili
This paper considers nonlinear measures of intergenerational income mobility such as (i) the effect of parents' permanent income on the entire distribution of child's permanent income, (ii) transition matrices, and (iii) rank-rank correlations when observed annual incomes are treated as measured-with-error versions of permanent incomes.
no code implementations • 6 Jul 2021 • Brantly Callaway, Andrew Goodman-Bacon, Pedro H. C. Sant'Anna
This paper analyzes difference-in-differences designs with a continuous treatment.
1 code implementation • 14 May 2021 • Brantly Callaway, Tong Li
National and local governments have implemented a large number of policies in response to the Covid-19 pandemic.
no code implementations • 29 Jun 2020 • Brantly Callaway, Sonia Karami
That is, in addition to time-period and individual fixed effects, we consider the case where there is an unobserved time invariant variable whose effect on untreated potential outcomes may change over time and which can therefore cause outcomes (in the absence of participating in the treatment) to follow different paths for the treated group relative to the untreated group.
no code implementations • 19 May 2020 • Brantly Callaway, Tong Li
During the early part of the Covid-19 pandemic, national and local governments introduced a number of policies to combat the spread of Covid-19.