Inference with Difference-in-Differences and Other Panel Data
Abstract
We examine inference in panel data when the number of groups is small, as is typically the case for difference-in-differences estimation and when some variables are fixed within groups. In this case, standard asymptotics based on the number of groups going to infinity provide a poor approximation to the finite sample distribution. We show that in some cases the t-statistic is distributed as t and propose simple two-step estimators for these...
Paper Details
Title
Inference with Difference-in-Differences and Other Panel Data
Published Date
May 1, 2007
Volume
89
Issue
2
Pages
221 - 233
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