Sun, Liyang & Abraham, Sarah, 2021. " Estimating dynamic treatment effects in event studies with heterogeneous treatment effects," Journal of Econometrics, Elsevier, vol. 225 (2), pages 175-199.. Estimating dynamic treatment effects in event studies with heterogeneous treatment effects 2021 Sun, Liyang | Abraham, S. (Sarah) To estimate the dynamic effects of an absorbing treatment, researchers often use two-way fixed effects regressions that include leads and lags of the treatment.

Canadian provinces—event study Sun and Abraham²³ treatment effect
Canadian provinces—event study Sun and Abraham²³ treatment effect
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Event Studies with heterogeneous treatment effects to my
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Dynamic treatment effects by cohort. This figure presents the dynamic
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This figure contains six plots displayed in a grid of
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Event Study of Sun and Abraham (2021) Dynamic Treatment... Download
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Robust DID statistics the Sun and Abraham (2021) methods Download
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Dynamic treatment effects by age. This figure presents the dynamic
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Canadian provinces—event study Sun and Abraham²³ treatment effect
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Sun and Abraham (2021) analyses for infection rates relative to
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(PDF) Signaling and Quality Upgrading Evidence from

As described by Callaway and SantAnna (2021); Sun and Abraham (2021), for this type of approach to yield consistent estimates, there are some crucial assumptions to be satisfied.. To estimate the dynamic effects of an absorbing treatment, researchers often use two-way fixed effects regressions that include leads and lags of the treatment. We show that in settings with variation in treatment timing across units, the coefficient on a given lead or lag can be contaminated by effects from other periods, and apparent pretrends can arise solely from treatment effects.

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