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摘要翻译：
为了估计吸收治疗的动态效果，研究人员经常使用双向固定效果回归，包括治疗的导联和滞后。我们表明，在处理时间在不同单元之间变化的环境中，给定的超前或滞后系数可能会受到来自其他周期的影响的污染，明显的前趋势可能完全来自处理效果的异质性。我们提出了一个无污染的替代估计量，并通过一个经验应用说明了具有超前和滞后的双向固定效应回归的相对缺点。
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英文标题：
《Estimating Dynamic Treatment Effects in Event Studies with Heterogeneous
Treatment Effects》
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作者：
Liyang Sun and Sarah Abraham
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最新提交年份：
2020
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分类信息：
一级分类：Economics 经济学
二级分类：Econometrics 计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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英文摘要：
To estimate the dynamic effects of an absorbing treatment, researchers often use two-way fixed effects regressions that include leads and lags of the treatment. We show that in settings with variation in treatment timing across units, the coefficient on a given lead or lag can be contaminated by effects from other periods, and apparent pretrends can arise solely from treatment effects heterogeneity. We propose an alternative estimator that is free of contamination, and illustrate the relative shortcomings of two-way fixed effects regressions with leads and lags through an empirical application.
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PDF链接：
https://arxiv.org/pdf/1804.05785
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