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Cited by 1,324Spatial and Panel Data AnalysisAdvanced Causal Inference TechniquesStatistical Methods and Bayesian Inference

The DOI matches its Crossref record; 18 of the 19 references it cites were found in a registry or an index.

Inference with Difference-in-Differences and Other Panel Data

Donald, Stephen G, Lang, Kevin·2007·Review of Economics and Statistics
DOI 10.1162/rest.89.2.221
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Abstract

We examine inference in panel data when the number of groups is small, as is typically the case for difference-in-differences estimation and when some variables are fixed within groups. In this case, standard asymptotics based on the number of groups going to infinity provide a poor approximation to the finite sample distribution. We show that in some cases the t-statistic is distributed as t and propose simple two-step estimators for these cases. We apply our analysis to two well-known papers. We confirm our theoretical analysis with Monte Carlo simulations.

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Metadata

Authors
Donald, S. G., & Lang, K.
Affiliations
  • The University of Texas at Austin (US)
  • Boston University (US)
ORCID
Lang, Kevin
Venue
Review of Economics and Statistics
Publisher
MIT Press
Published
2007-05
Volume
89
Issue
2
Pages
221-233
ISSN
  • 0034-6535 (ISSN-L)
  • 1530-9142
DOI
10.1162/rest.89.2.221
OpenAlex
W2154062944
Cited by
1,324
References
19
Citations by year
2026: 50 · 2025: 62 · 2024: 56 · 2023: 55 · 2022: 81 · 2021: 66 · 2020: 71 · 2019: 82 · 2018: 81 · 2017: 70 · 2016: 83 · 2015: 104 · 2014: 93 · 2013: 77 · 2012: 62
FWCI
112.32
Type
journal article
Language
en
Open access
closed
Locations
  • The Review of Economics and Statistics (publishedVersion)
  • RePEc: Research Papers in Economics (submittedVersion)
Topics
  • Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Spatial and Panel Data Analysis
  • Physical Sciences › Mathematics › Statistics and Probability › Advanced Causal Inference Techniques
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Bayesian Inference
Keywords
difference-in-differences, panel data, finite-sample inference, fixed effects, two-step estimator, asymptotic approximation, Monte Carlo simulation

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