Search Results for author: Carolina Caetano

Found 1 papers, 0 papers with code

Difference-in-Differences with Time-Varying Covariates in the Parallel Trends Assumption

no code implementations7 Feb 2022 Carolina Caetano, Brantly Callaway

In addition to issues related to multiple periods and variation in treatment timing that have been emphasized in the literature, we show that, even in the case with only two time periods, TWFE regressions are not generally robust to (i) paths of untreated potential outcomes depending on the level of time-varying covariates (as opposed to only the change in the covariates over time), (ii) paths of untreated potential outcomes depending on time-invariant covariates, and (iii) violations of linearity conditions for outcomes over time and/or the propensity score.

Econometrics Imputation

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