IDEAS home Printed from https://ideas.repec.org/p/hal/spmain/hal-03873937.html
   My bibliography  Save this paper

An Optimal Bandwidth For Difference-in-Difference Estimation with a Continuous Treatment and an Heterogeneous Adoption Design

Author

Listed:
  • Clément de Chaisemartin

    (ECON - Département d'économie (Sciences Po) - Sciences Po - Sciences Po - CNRS - Centre National de la Recherche Scientifique)

  • Xavier d'Haultfoeuille

    (CREST - Centre de Recherche en Économie et Statistique - ENSAI - Ecole Nationale de la Statistique et de l'Analyse de l'Information [Bruz] - X - École polytechnique - ENSAE Paris - École Nationale de la Statistique et de l'Administration Économique - CNRS - Centre National de la Recherche Scientifique)

Abstract

We propose a difference-in-difference estimator with a continuous treatment. We consider an heterogeneous adoption design where no unit is treated at period one, all units receive a strictly positive treatment dose at period two, and there are units with a treatment dose close to zero at period two. Our estimator uses "quasi-stayers", namely units with a period-two treatment below a bandwidth, as a control group to infer the counterfactual outcome evolution without treatment. We propose an optimal bandwidth that minimizes an asymptotic approximation of the estimator's mean-squared-error.

Suggested Citation

  • Clément de Chaisemartin & Xavier d'Haultfoeuille, 2022. "An Optimal Bandwidth For Difference-in-Difference Estimation with a Continuous Treatment and an Heterogeneous Adoption Design," SciencePo Working papers Main hal-03873937, HAL.
    • Handle: RePEc:hal:spmain:hal-03873937
    Note: View the original document on HAL open archive server: https://hal-sciencespo.archives-ouvertes.fr/hal-03873937
    as

    Download full text from publisher

    File URL: https://hal-sciencespo.archives-ouvertes.fr/hal-03873937/document
    Download Restriction: no
    ---><---

    Other versions of this item:

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hal:spmain:hal-03873937. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Contact - Sciences Po Departement of Economics (email available below). General contact details of provider: https://hal.archives-ouvertes.fr/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.