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      Estimating dynamic treatment effects in event studies with heterogeneous treatment effects

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      Journal of Econometrics
      Elsevier BV

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          Matching As An Econometric Evaluation Estimator: Evidence from Evaluating a Job Training Programme

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            Semiparametric Difference-in-Differences Estimators

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              Two-Way Fixed Effects Estimators with Heterogeneous Treatment Effects

              Linear regressions with period and group fixed effects are widely used to estimate treatment effects. We show that they estimate weighted sums of the average treatment effects (ATE ) in each group and period, with weights that may be negative. Due to the negative weights, the linear regression coefficient may for instance be negative while all the ATEs are positive. We propose another estimator that solves this issue. In the two applications we revisit, it is significantly different from the linear regression estimator. (JEL C21, C23, D72, J31, J51, L82)
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                Author and article information

                Journal
                Journal of Econometrics
                Journal of Econometrics
                Elsevier BV
                03044076
                December 2021
                December 2021
                : 225
                : 2
                : 175-199
                Article
                10.1016/j.jeconom.2020.09.006
                2dd60e3c-7cca-4c3e-a6ea-273bacff98b9
                © 2021

                https://www.elsevier.com/tdm/userlicense/1.0/

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