Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods

Brantly Callaway, Tong Li, Tatsushi Oka

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12 Citations (Scopus)

Abstract

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.

Original languageEnglish
Pages (from-to)395-413
Number of pages19
JournalJournal of Econometrics
Volume206
Issue number2
DOIs
Publication statusPublished - Oct 2018

Keywords

  • Copula
  • Panel data
  • Quantile treatment effects

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