Publié le 5 avril 2024 – Mis à jour le 18 avril 2024
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Séminaire recherche. Difference-in-Differences for Continuous Treatments and Instruments with Stayers

Difference-in-Differences for Continuous Treatments and Instruments with Stayers


Clément de Chaisemartin
Sciences Po
University of California at Santa Barbara (UCSB)

Co-auteurs : Xavier D'Haultfœuille, Félix Pasquier, Gonzalo Vazquez‐Bare

Résumé

We propose difference-in-differences estimators for continuous treatments with heterogeneous effects. We assume that between consecutive periods, the treatment of some units, the switchers, changes, while the treatment of other units does not change. We show that under a parallel trends assumption, an unweighted and a weighted average of the slopes of switchers' potential outcomes can be estimated. While the former parameter may be more intuitive, the latter can be used for cost-benefit analysis, and it can often be estimated more precisely. We generalize our estimators to the instrumental-variable case. We use our results to estimate the price-elasticity of gasoline consumption.

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