Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods

被引:29
作者
Callaway, Brantly [1 ]
Li, Tong [2 ,3 ]
Oka, Tatsushi [4 ]
机构
[1] Temple Univ, Dept Econ, Philadelphia, PA 19122 USA
[2] Vanderbilt Univ, Dept Econ, 221 Kirkland Hall, Nashville, TN 37235 USA
[3] Beihang Univ, Beijing, Peoples R China
[4] Monash Univ, Dept Econometr & Business Stat, Clayton, Vic, Australia
关键词
Quantile treatment effects; Copula; Panel data; PANEL-DATA MODELS; SET IDENTIFICATION; REGRESSION; INFERENCE; IMPACTS;
D O I
10.1016/j.jeconom.2018.06.008
中图分类号
F [经济];
学科分类号
02 ;
摘要
This paper shows that the Conditional Quantile Treatment Effect on the Treated is identified under (i) a Conditional Distributional Difference in Differences assumption and (ii) a new assumption that the dependence (the copula) between the change in untreated potential outcomes and the initial level of untreated potential outcomes is the same for the treated group and untreated group. We consider estimation and inference with discrete covariates and propose a uniform inference procedure based on the exchangeable bootstrap. Finally, we estimate the effect of increasing the minimum wage on the distribution of earnings for subgroups defined by race, gender, and education. (C) 2018 Elsevier B.V. All rights reserved.
引用
收藏
页码:395 / 413
页数:19
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