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摘要翻译：
差异中的差异(DID)研究设计通常依赖于治疗时机的变化，这样，在做出适当的平行趋势假设后，人们就可以识别、估计和推断因果效应。然而，在实践中，不同的DID程序依赖于不同的平行趋势假设(PTA)，并恢复不同的因果参数。在本文中，我们以交错DID（也称为事件研究）为重点，讨论了PTA在因果参数识别和估计方面所起的作用。我们记录了一个“健壮性”和“效率”的权衡，就基础PTA的强度而言，并认为从业者应该明确这些权衡，无论何时使用DID程序。我们提出了反映这些权衡的新的DID估计量，并导出了它们的大样本性质。我们通过评估《清洁水法》从联邦到州管理的过渡是否影响遵守率来说明这些结果的实际相关性。
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英文标题：
《The role of parallel trends in event study settings: An application to
environmental economics》
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作者：
Michelle Marcus, Pedro H. C. Sant'Anna
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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：
Difference-in-Differences (DID) research designs usually rely on variation of treatment timing such that, after making an appropriate parallel trends assumption, one can identify, estimate, and make inference about causal effects. In practice, however, different DID procedures rely on different parallel trends assumptions (PTA), and recover different causal parameters. In this paper, we focus on staggered DID (also referred as event-studies) and discuss the role played by the PTA in terms of identification and estimation of causal parameters. We document a ``robustness'' vs. ``efficiency'' trade-off in terms of the strength of the underlying PTA, and argue that practitioners should be explicit about these trade-offs whenever using DID procedures. We propose new DID estimators that reflect these trade-offs and derived their large sample properties. We illustrate the practical relevance of these results by assessing whether the transition from federal to state management of the Clean Water Act affects compliance rates.
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PDF链接：
https://arxiv.org/pdf/2009.01963
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