Two-way fixed effects and differences-in-differences estimators with several treatments

We study two-way-fixed-effects regressions (TWFE) with several treatment variables. Under a parallel trends assumption, we show that the coefficient on each treatment identifies a weighted sum of that treatment’s effect, with possibly negative weights, plus a weighted sum of the effects of the other...

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Veröffentlicht in:	Journal of econometrics 2023-10, Vol.236 (2), p.105480, Article 105480
Hauptverfasser:	de Chaisemartin, Clément, D’Haultfœuille, Xavier
Format:	Artikel
Sprache:	eng
Schlagworte:	Differences-in-differences Economics and Finance Heterogeneous treatment effects Humanities and Social Sciences Multiple treatments Two-way-fixed-effects regressions
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