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Rejoinder to “Instrumented difference‐in‐differences”

Author

Listed:
  • Ting Ye
  • Ashkan Ertefaie
  • James Flory
  • Sean Hennessy
  • Dylan S. Small

Abstract

We thank all the discussants for the careful reading and insightful comments. In our rejoinder, we extend the discussion of how the assumptions of instrumented difference‐in‐differences (iDID) compare to the assumptions of the standard instrumental variable method. We also make additional comments on how iDID is related to the fuzzy DID. We highlight future research directions to enhance the utility of iDID, including extensions to adjust for covariate shift in two‐sample iDID design, and generalization of iDID to multiple time points and a multi‐valued instrumental variable for DID.

Suggested Citation

  • Ting Ye & Ashkan Ertefaie & James Flory & Sean Hennessy & Dylan S. Small, 2023. "Rejoinder to “Instrumented difference‐in‐differences”," Biometrics, The International Biometric Society, vol. 79(2), pages 601-603, June.
    • Handle: RePEc:bla:biomet:v:79:y:2023:i:2:p:601-603
    DOI: 10.1111/biom.13780
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    References listed on IDEAS

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    1. C de Chaisemartin & X D’HaultfŒuille, 2018. "Fuzzy Differences-in-Differences," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(2), pages 999-1028.
    2. Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-1054, July.
    3. de Chaisemartin, Clement & D'Haultfoeuille, Xavier, 2014. "Fuzzy Changes-in Changes," CAGE Online Working Paper Series 184, Competitive Advantage in the Global Economy (CAGE).
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