Two-Way Fixed Effects and Differences-in-Differences with Heterogeneous Treatment Effects: A Survey - Archive ouverte HAL Access content directly
Journal Articles Econometrics Journal Year : 2022

Two-Way Fixed Effects and Differences-in-Differences with Heterogeneous Treatment Effects: A Survey

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Abstract

Summary Linear regressions with period and group fixed effects are widely used to estimate policie’s effects: 26 of the 100 most cited papers published by the American Economic Review from 2015 to 2019 estimate such regressions. It has recently been shown that those regressions may produce misleading estimates if the policy’s effect is heterogeneous between groups or over time, as is often the case. This survey reviews a fast-growing literature that documents this issue and that proposes alternative estimators robust to heterogeneous effects. We use those alternative estimators to revisit Wolfers (2006a).
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Dates and versions

hal-03873885 , version 1 (27-11-2022)

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Attribution - NonCommercial - CC BY 4.0

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Clément de Chaisemartin, Xavier D’haultfœuille. Two-Way Fixed Effects and Differences-in-Differences with Heterogeneous Treatment Effects: A Survey. Econometrics Journal, In press, ⟨10.1093/ectj/utac017⟩. ⟨hal-03873885⟩
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