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A Simple Approach to Staggered Difference-in-Differences in the Presence of Spillovers

Author

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  • Mario Fiorini
  • Wooyong Lee
  • Gregor Pfeifer
  • Gregor-Gabriel Pfeifer

Abstract

We establish identifying assumptions and estimation procedures for the ATT in a Difference-in-Differences setting with staggered treatment adoption in the presence of spillovers. We show that the ATT can be estimated by a simple TWFE method that extends the approach of Wooldridge [2022]’s fully interacted regression model. We broaden our framework to the non-linear case of count data, offering estimation of the ATT by a simple TWFE Poisson model, and we revisit a corresponding application from the crime literature. Monte Carlo simulations show that our estimator performs competitively.

Suggested Citation

  • Mario Fiorini & Wooyong Lee & Gregor Pfeifer & Gregor-Gabriel Pfeifer, 2024. "A Simple Approach to Staggered Difference-in-Differences in the Presence of Spillovers," CESifo Working Paper Series 11011, CESifo.
  • Handle: RePEc:ces:ceswps:_11011
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    References listed on IDEAS

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    Keywords

    difference-in-differences; staggered treatment adoption; spillovers; (non-)linear models;
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