Rejoinder to "Instrumented difference-in-differences".
Journal
Biometrics
ISSN: 1541-0420
Titre abrégé: Biometrics
Pays: United States
ID NLM: 0370625
Informations de publication
Date de publication:
Jun 2023
Jun 2023
Historique:
received:
13
10
2022
accepted:
13
10
2022
medline:
1
11
2022
pubmed:
1
11
2022
entrez:
31
10
2022
Statut:
ppublish
Résumé
We thank all the discussants for the careful reading and insightful comments. In our rejoinder, we extend the discussion of how the assumptions of instrumented difference-in-differences (iDID) compare to the assumptions of the standard instrumental variable method. We also make additional comments on how iDID is related to the fuzzy DID. We highlight future research directions to enhance the utility of iDID, including extensions to adjust for covariate shift in two-sample iDID design, and generalization of iDID to multiple time points and a multi-valued instrumental variable for DID.
Types de publication
Journal Article
Langues
eng
Sous-ensembles de citation
IM
Pagination
601-603Subventions
Organisme : NIH HHS
ID : R01AG064589
Pays : United States
Organisme : NIH HHS
ID : R01AG064589
Pays : United States
Informations de copyright
© 2022 The International Biometric Society.
Références
de Chaisemartin, C. & D'HaultfŒuille, X. (2018) Fuzzy differences-in-differences. The Review of Economic Studies, 85(2), 999-1028.
Hansen, L.P. (1982) Large sample properties of generalized method of moments estimators. Econometrica: Journal of the Econometric Society, 50(4), 1029-1054.
Hernan, M.A. & Robins, J.M. (2020) Causal Inference: What If. Boca Raton: Chapman & Hall.
Zhao, Q., Wang, J., Spiller, W., Bowden, J. & Small, D.S. (2019) Two-sample instrumental variable analyses using heterogeneous samples. Statistical Science, 34(2), 317-333.