Identification for difference in differences with cross-section and panel data

Myoung jae Lee, Changhui Kang

Research output: Journal PublicationArticlepeer-review

50 Citations (Scopus)

Abstract

For difference-in-differences (DD), the identification question in using three types of progressively more informative data is addressed: independent cross-sections, 'mover' panels, and 'no-mover' panels. Although DD identifies 'the average effect on the treated', its meaning and the identification conditions differ across the data types.

Original languageEnglish
Pages (from-to)270-276
Number of pages7
JournalEconomics Letters
Volume92
Issue number2
DOIs
Publication statusPublished - Aug 2006
Externally publishedYes

Keywords

  • Difference in differences
  • Identification
  • Independent cross-sections
  • Panel data

ASJC Scopus subject areas

  • Finance
  • Economics and Econometrics

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