Replication data for: Pre-event Trends in the Panel Event-Study Design

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Project Citation:

Freyaldenhoven, Simon, Hansen, Christian, and Shapiro, Jesse M. Replication data for: Pre-event Trends in the Panel Event-Study Design. Nashville, TN: American Economic Association [publisher], 2019. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 2019-12-07. https://doi.org/10.3886/E116213V1

Project Description

Summary: We consider a linear panel event-study design in which unobserved confounds may be related both to the outcome and to the policy variable of interest. We provide sufficient conditions to identify the causal effect of the policy by exploiting covariates related to the policy only through the confounds. Our model implies a set of moment equations that are linear in parameters. The effect of the policy can be estimated by 2SLS, and causal inference is valid even when endogeneity leads to pre-event trends ("pre-trends") in the outcome. Alternative approaches perform poorly in our simulations.

Scope of Project

JEL Classification:
C23 Single Equation Models; Single Variables: Panel Data Models; Spatio-temporal Models
C26 Single Equation Models: Single Variables: Instrumental Variables (IV) Estimation

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Published Versions

V1 [2019-12-07]

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