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Using did_multiplegt_dyn to Estimate Event-Study Effects in Complex Designs: Overview, and Four Examples Based on Real Datasets

Author

Listed:
  • Cl'ement de Chaisemartin
  • Diego Ciccia
  • Felix Knau
  • M'elitine Mal'ezieux
  • Doulo Sow
  • David Arboleda
  • Romain Angotti
  • Xavier D'Haultfoeuille
  • Bingxue Li
  • Henri Fabre
  • Anzony Quispe

Abstract

The command did_multiplegt_dyn can be used to estimate event-study effects in complex designs with a potentially non-binary and/or non-absorbing treatment. This paper starts by providing an overview of the estimators computed by the command. Then, simulations based on three real datasets are used to demonstrate the estimators' properties. Finally, the command is used on four real datasets to estimate event-study effects in complex designs. The first example has a binary treatment that can turn on an off. The second example has a continuous absorbing treatment. The third example has a discrete multivalued treatment that can increase or decrease multiple times over time. The fourth example has two, binary and absorbing treatments, where the second treatment always happens after the first.

Suggested Citation

  • Cl'ement de Chaisemartin & Diego Ciccia & Felix Knau & M'elitine Mal'ezieux & Doulo Sow & David Arboleda & Romain Angotti & Xavier D'Haultfoeuille & Bingxue Li & Henri Fabre & Anzony Quispe, 2025. "Using did_multiplegt_dyn to Estimate Event-Study Effects in Complex Designs: Overview, and Four Examples Based on Real Datasets," Papers 2510.19426, arXiv.org.
  • Handle: RePEc:arx:papers:2510.19426
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    References listed on IDEAS

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    1. Clément de Chaisemartin & Xavier D'Haultfœuille, 2020. "Two-Way Fixed Effects Estimators with Heterogeneous Treatment Effects," American Economic Review, American Economic Association, vol. 110(9), pages 2964-2996, September.
    2. Chloe N. East & Sarah Miller & Marianne Page & Laura R. Wherry, 2023. "Multigenerational Impacts of Childhood Access to the Safety Net: Early Life Exposure to Medicaid and the Next Generation's Health," American Economic Review, American Economic Association, vol. 113(1), pages 98-135, January.
    3. Francis Vella & Marno Verbeek, 1998. "Whose wages do unions raise? A dynamic model of unionism and wage rate determination for young men," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(2), pages 163-183.
    4. Marianne Bertrand & Esther Duflo & Sendhil Mullainathan, 2004. "How Much Should We Trust Differences-In-Differences Estimates?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 119(1), pages 249-275.
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