Refining the Notion of No Anticipation in Difference-in-Differences Studies

Fuente: arXiv
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Hauptverfasser: Piccininni, Marco, Tchetgen, Eric J. Tchetgen, Stensrud, Mats J.
Format: Preprint
Veröffentlicht: 2025
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author Piccininni, Marco
Tchetgen, Eric J. Tchetgen
Stensrud, Mats J.
author_facet Piccininni, Marco
Tchetgen, Eric J. Tchetgen
Stensrud, Mats J.
contents We address an ambiguity in identification strategies using difference-in-differences, which are widely applied in empirical research, particularly in economics. The assumption commonly referred to as the "no-anticipation assumption" states that treatment has no effect on outcomes before its implementation. However, because standard causal models rely on a temporal structure in which causes precede effects, such an assumption seems to be inherently satisfied. This raises the question of whether the assumption is repeatedly stated out of redundancy or because the formal statements fail to capture the intended subject-matter interpretation. We argue that confusion surrounding the no-anticipation assumption arises from ambiguity in the intervention considered and that current formulations of the assumption are ambiguous. Therefore, new definitions and identification results are proposed.
format Preprint
id arxiv_https___arxiv_org_abs_2507_12891
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Refining the Notion of No Anticipation in Difference-in-Differences Studies
Piccininni, Marco
Tchetgen, Eric J. Tchetgen
Stensrud, Mats J.
Methodology
Econometrics
We address an ambiguity in identification strategies using difference-in-differences, which are widely applied in empirical research, particularly in economics. The assumption commonly referred to as the "no-anticipation assumption" states that treatment has no effect on outcomes before its implementation. However, because standard causal models rely on a temporal structure in which causes precede effects, such an assumption seems to be inherently satisfied. This raises the question of whether the assumption is repeatedly stated out of redundancy or because the formal statements fail to capture the intended subject-matter interpretation. We argue that confusion surrounding the no-anticipation assumption arises from ambiguity in the intervention considered and that current formulations of the assumption are ambiguous. Therefore, new definitions and identification results are proposed.
title Refining the Notion of No Anticipation in Difference-in-Differences Studies
topic Methodology
Econometrics
url https://arxiv.org/abs/2507.12891