TY - JOUR
T1 - Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods
AU - Callaway, Brantly
AU - Li, Tong
AU - Oka, Tatsushi
PY - 2018/10
Y1 - 2018/10
N2 - This paper shows that the Conditional Quantile Treatment Effect on the Treated is identified under (i) a Conditional Distributional Difference in Differences assumption and (ii) a new assumption that the dependence (the copula) between the change in untreated potential outcomes and the initial level of untreated potential outcomes is the same for the treated group and untreated group. We consider estimation and inference with discrete covariates and propose a uniform inference procedure based on the exchangeable bootstrap. Finally, we estimate the effect of increasing the minimum wage on the distribution of earnings for subgroups defined by race, gender, and education.
AB - This paper shows that the Conditional Quantile Treatment Effect on the Treated is identified under (i) a Conditional Distributional Difference in Differences assumption and (ii) a new assumption that the dependence (the copula) between the change in untreated potential outcomes and the initial level of untreated potential outcomes is the same for the treated group and untreated group. We consider estimation and inference with discrete covariates and propose a uniform inference procedure based on the exchangeable bootstrap. Finally, we estimate the effect of increasing the minimum wage on the distribution of earnings for subgroups defined by race, gender, and education.
KW - Copula
KW - Panel data
KW - Quantile treatment effects
UR - http://www.scopus.com/inward/record.url?scp=85049733543&partnerID=8YFLogxK
U2 - 10.1016/j.jeconom.2018.06.008
DO - 10.1016/j.jeconom.2018.06.008
M3 - Article
AN - SCOPUS:85049733543
SN - 0304-4076
VL - 206
SP - 395
EP - 413
JO - Journal of Econometrics
JF - Journal of Econometrics
IS - 2
ER -