Pré-Publication, Document De Travail (Working Paper) Année : 2025

Difference-in-Differences for Continuous Treatments and Instruments with Stayers

Résumé

We propose difference-in-differences estimators in designs where the treatment is continuously distributed at every period, as is often the case when one studies the effects of taxes, tariffs, or prices. We assume that between consecutive periods, the treatment of some units, the switchers, changes, while the treatment of other units remains constant. We show that under a placebo-testable parallel-trends assumption, averages of the slopes of switchers’ potential outcomes can be nonparametrically estimated. We generalize our estimators to the instrumental-variable case. We use our estimators to estimate the price-elasticity of gasoline consumption.
Fichier principal
Vignette du fichier
2025_clement_de_chiasemartin_xavier_d_haultfoeuille_felix_pasquier_doulo_sow_and_gonzalo_vasquez_bare_difference_in_differences_for_continuous_treatments_and_instruments_with_stayers.pdf.pdf (578.55 Ko) Télécharger le fichier
Origine Fichiers produits par l'(les) auteur(s)
licence

Dates et versions

hal-03873926 , version 1 (27-11-2022)
hal-03873926 , version 2 (17-01-2025)

Licence

Identifiants

Citer

Clément de Chaisemartin, Xavier d'Haultfoeuille, Félix Pasquier, Doulo Sow, Gonzalo Vazquez-Bare. Difference-in-Differences for Continuous Treatments and Instruments with Stayers. 2025. ⟨hal-03873926v2⟩
137 Consultations
986 Téléchargements

Altmetric

Partager

More