Triple Instrumented Difference-in-Differences
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arXiv
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| Format: | Preprint |
| Veröffentlicht: |
2025
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| _version_ | 1866909465414991872 |
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| author | Miyaji, Sho |
| author_facet | Miyaji, Sho |
| contents | In this paper, we formalize a triple instrumented difference-in-differences (DID-IV). In this design, a triple Wald-DID estimand, which divides the difference-in-difference-in-differences (DDD) estimand of the outcome by the DDD estimand of the treatment, captures the local average treatment effect on the treated. The identifying assumptions mainly comprise a monotonicity assumption, and the common acceleration assumptions in the treatment and the outcome. We extend the canonical triple DID-IV design to staggered instrument cases. We also describe the estimation and inference in this design in practice. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2501_14405 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Triple Instrumented Difference-in-Differences Miyaji, Sho Econometrics In this paper, we formalize a triple instrumented difference-in-differences (DID-IV). In this design, a triple Wald-DID estimand, which divides the difference-in-difference-in-differences (DDD) estimand of the outcome by the DDD estimand of the treatment, captures the local average treatment effect on the treated. The identifying assumptions mainly comprise a monotonicity assumption, and the common acceleration assumptions in the treatment and the outcome. We extend the canonical triple DID-IV design to staggered instrument cases. We also describe the estimation and inference in this design in practice. |
| title | Triple Instrumented Difference-in-Differences |
| topic | Econometrics |
| url | https://arxiv.org/abs/2501.14405 |