Quantile treatment effects in difference in differences models with panel data
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This paper considers identification and estimation of the Quantile Treatment Effect on the Treated (QTT) under a straightforward distributional extension of the most commonly invoked Mean Difference in Differences Assumption used for identifying the Average Treatment Effect on the Treated (ATT). Identification of the QTT is more complicated than the ATT though because it depends on the unknown dependence (or copula) between the change in untreated potential outcomes and the initial level of untreated potential outcomes for the treated group. To address this issue, we introduce a new Copula Stability Assumption that says that the missing dependence is constant over time. Under this assumption and when panel data is available, the missing dependence can be recovered, and the QTT is identified. We use our method to estimate the effect of increasing the minimum wage on quantiles of local labor markets' unemployment rates and find significant heterogeneity.
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Condition (5) is non-nested with the distributional DiD models of Bonhomme and Sauder (2011) and Callaway and Li (2019).
“It is also straightforward to show that condition (5) is non-nested with the distributional DiD models of Bonhomme and Sauder (2011) and Callaway and Li (2019).”
From When Is Parallel Trends Sensitive to Functional Form? (2023) · cites this paper as Callaway and Li (2019)
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- Authors
- Callaway, B., & Li, T.
- Affiliations
- University of Mississippi (US)
- Vanderbilt University (US)
- Corresponding author
- Callaway, Brantly
- Venue
- Quantitative Economics
- Publisher
- The Econometric Society
- Published
- 2019
- Volume
- 10
- Issue
- 4
- Pages
- 1579-1618
- ISSN
- 1759-7323 (ISSN-L)
- OpenAlex
- W2770372583
- Cited by
- 110
- References
- 83
- Citations by year
- 2026: 16 · 2025: 18 · 2024: 26 · 2023: 11 · 2022: 14 · 2021: 5 · 2020: 8 · 2019: 5 · 2018: 2 · 2017: 3 · 2016: 1 · 2013: 1
- FWCI
- 3.44
- Type
- journal article
- Language
- en
- Open access
- diamond
- doi.org
- Licence
- Locations
- Quantitative Economics (publishedVersion, cc-by-nc)
- SSRN Electronic Journal (publishedVersion)
- RePEc: Research Papers in Economics (submittedVersion)
- Econstor (Econstor) (submittedVersion, cc-by-nc)
- Topics
- Physical Sciences › Mathematics › Statistics and Probability › Advanced Causal Inference Techniques
- Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Spatial and Panel Data Analysis
- Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Labor market dynamics and wage inequality
- Keywords
- difference-in-differences, panel data, identification, potential outcomes, treatment effect heterogeneity, minimum wage, unemployment rate, local labor markets
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