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Article Dans Une Revue Econometrics Journal Année : 2022

Two-Way Fixed Effects and Differences-in-Differences with Heterogeneous Treatment Effects: A Survey

Résumé

Summary Linear regressions with period and group fixed effects are widely used to estimate policie’s effects: 26 of the 100 most cited papers published by the American Economic Review from 2015 to 2019 estimate such regressions. It has recently been shown that those regressions may produce misleading estimates if the policy’s effect is heterogeneous between groups or over time, as is often the case. This survey reviews a fast-growing literature that documents this issue and that proposes alternative estimators robust to heterogeneous effects. We use those alternative estimators to revisit Wolfers (2006a).
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Dates et versions

hal-03873885 , version 1 (27-11-2022)

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Paternité - Pas d'utilisation commerciale

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Clément de Chaisemartin, Xavier D’haultfœuille. Two-Way Fixed Effects and Differences-in-Differences with Heterogeneous Treatment Effects: A Survey. Econometrics Journal, In press, ⟨10.1093/ectj/utac017⟩. ⟨hal-03873885⟩
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