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Doubly robust local projections difference-in-differences

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  • Daniel de Abreu Pereira Uhr
  • Guilherme Valle Moura

Abstract

This paper develops a doubly robust extension of local-projections difference-in-differences (LP-DiD) for staggered absorbing treatments. The resulting estimator, DRLPDID, preserves the LP-DiD local-stack ATT target and is consistent when either the local untreated-outcome regression or the local treatment-probability model is correctly specified. It also delivers influence-function-based inference for post-treatment summaries and multiplier-bootstrap bands for dynamic paths. In Monte Carlo designs with covariate-driven selection, DRLPDID matches regression-adjusted LP-DiD under outcome-model alignment and clearly outperforms the IPT-only variant under propensity-score misspecification. In the no-fault-divorce application, DRLPDID tracks robust staggered-adoption estimators and is less negative than unadjusted LP-DiD.

Suggested Citation

  • Daniel de Abreu Pereira Uhr & Guilherme Valle Moura, 2026. "Doubly robust local projections difference-in-differences," Papers 2604.27035, arXiv.org.
    • Handle: RePEc:arx:papers:2604.27035
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    References listed on IDEAS

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    1. Goodman-Bacon, Andrew, 2021. "Difference-in-differences with variation in treatment timing," Journal of Econometrics, Elsevier, vol. 225(2), pages 254-277.
    2. Sant’Anna, Pedro H.C. & Zhao, Jun, 2020. "Doubly robust difference-in-differences estimators," Journal of Econometrics, Elsevier, vol. 219(1), pages 101-122.
    3. Arindrajit Dube & Daniele Girardi & Òscar Jordà & Alan M. Taylor, 2025. "A Local Projections Approach to Difference‐in‐Differences," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 40(7), pages 741-758, November.
    4. Betsey Stevenson & Justin Wolfers, 2006. "Bargaining in the Shadow of the Law: Divorce Laws and Family Distress," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 121(1), pages 267-288.
    5. Bryan S. Graham & Cristine Campos De Xavier Pinto & Daniel Egel, 2012. "Inverse Probability Tilting for Moment Condition Models with Missing Data," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 79(3), pages 1053-1079.
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