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Event-Studies with a Continuous Treatment

Author

Listed:
  • Brantly Callaway
  • Andrew Goodman-Bacon
  • Pedro H. C. Sant'Anna

Abstract

This paper considers methods for defining aggregate parameters of interest in a difference-in-differences design with a continuous and staggered treatment. It also discusses how aggregation choices often simplify estimation.

Suggested Citation

  • Brantly Callaway & Andrew Goodman-Bacon & Pedro H. C. Sant'Anna, 2024. "Event-Studies with a Continuous Treatment," NBER Working Papers 32118, National Bureau of Economic Research, Inc.
    • Handle: RePEc:nbr:nberwo:32118
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    More about this item

    JEL classification:

    • C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General

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