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Difference-in-Differences Estimators of Intertemporal Treatment Effects

Author

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  • Clément de Chaisemartin

    (Sciences Po Paris, Economics Department)

  • Xavier D’Haultfœuille

    (CREST-ENSAE and Institut Polytechnique de Paris)

Abstract

We study treatment-effect estimation using panel data. The treatment may be nonbinary, nonabsorbing, and the outcome may be affected by treatment lags. We make a parallel-trends assumption and propose event-study estimators of the effect of being exposed to a weakly higher treatment dose for ℓ periods. We also propose normalized estimators that estimate a weighted average of the effects of the current treatment and its lags. We also analyze commonly used two-way fixed-effects regressions. Unlike our estimators, they can be biased in the presence of heterogeneous treatment effects. A local-projection version of those regressions is biased even with homogeneous effects.

Suggested Citation

  • Clément de Chaisemartin & Xavier D’Haultfœuille, 2026. "Difference-in-Differences Estimators of Intertemporal Treatment Effects," The Review of Economics and Statistics, MIT Press, vol. 108(4), pages 863-880, July.
    • Handle: RePEc:tpr:restat:v:108:y:2026:i:4:p:863-880
    DOI: 10.1162/rest_a_01414
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