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Difference-in-differences estimation (in Russian)

Author

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  • Jeffrey M. Wooldridge

    (Michigan State University, East Lansing, USA)

Abstract

This article provides an overview of difference-in-differences estimation, starting with a review of the basic methodology, discussing in some detail recent advances in inference, and concluding with new methods for estimating treatment effects in various nonlinear and semiparametric models.

Suggested Citation

  • Jeffrey M. Wooldridge, 2009. "Difference-in-differences estimation (in Russian)," Quantile, Quantile, issue 6, pages 25-47, March.
  • Handle: RePEc:qnt:quantl:y:2009:i:6:p:25-47
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    File URL: http://quantile.ru/06/06-JW.pdf
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    References listed on IDEAS

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    1. Hansen, Christian B., 2007. "Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects," Journal of Econometrics, Elsevier, vol. 140(2), pages 670-694, October.
    2. Jeffrey M. Wooldridge, 2005. "Fixed-Effects and Related Estimators for Correlated Random-Coefficient and Treatment-Effect Panel Data Models," The Review of Economics and Statistics, MIT Press, vol. 87(2), pages 385-390, May.
    3. Guido W. Imbens, 2004. "Nonparametric Estimation of Average Treatment Effects Under Exogeneity: A Review," The Review of Economics and Statistics, MIT Press, vol. 86(1), pages 4-29, February.
    4. Alberto Abadie, 2005. "Semiparametric Difference-in-Differences Estimators," Review of Economic Studies, Oxford University Press, vol. 72(1), pages 1-19.
    5. White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-838, May.
    6. Gary Solon, 1984. "Estimating Autocorrelations in Fixed-Effects Models," NBER Technical Working Papers 0032, National Bureau of Economic Research, Inc.
    7. Jeffrey M. Wooldridge, 2003. "Cluster-Sample Methods in Applied Econometrics," American Economic Review, American Economic Association, vol. 93(2), pages 133-138, May.
    8. Hakan Berument & Onur Ince, 2005. "Effect of S&P500's return on emerging markets: Turkish experience," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 1(1), pages 59-64, January.
    9. Kiefer, Nicholas M., 1980. "Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance," Journal of Econometrics, Elsevier, vol. 14(2), pages 195-202, October.
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    Cited by:

    1. Aistov, Andrey & Aleksandrova, Ekaterina, 2016. "Time-distributed difference-in-differences approach: The case of wage returns to training," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 43, pages 5-28.

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