Inference in differences-in-differences with few treated groups and heteroskedasticity

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dc.contributor.authorCRISTINE CAMPOS DE XAVIER PINTO
dc.contributor.authorFerman, Bruno
dc.coverage.cidades.l.pt_BR
dc.coverage.paisEstados Unidospt_BR
dc.creatorFerman, Bruno
dc.date.accessioned2022-12-19T01:24:28Z
dc.date.available2022-12-19T01:24:28Z
dc.date.issued2019
dc.description.notesTexto completopt_BR
dc.description.otherWe derive an inference method that works in differences-in differences settings with few treated and many control groups in the pres ence of heteroskedasticity. As a leading example, we provide theoretical justification and empirical evidence that heteroskedasticity generated by variation in group sizes can invalidate existing inference methods, even in data sets with a large number of observations per group. In contrast, our inference method remains valid in this case. Our test can also be combined with feasible generalized least squares, providing a safeguard against mis specification of the serial correlation.pt_BR
dc.format.extentp. 452-467pt_BR
dc.format.mediumDigitalpt_BR
dc.identifier.issn0034-6535pt_BR
dc.identifier.issn1530-9142pt_BR
dc.identifier.issue3pt_BR
dc.identifier.urihttps://repositorio.insper.edu.br/handle/11224/5063
dc.identifier.volume101pt_BR
dc.language.isoInglêspt_BR
dc.publisherMIT Presspt_BR
dc.relation.ispartofReview Of Economics And Statisticspt_BR
dc.rights.licenseO INSPER E ESTE REPOSITÓRIO NÃO DETÊM OS DIREITOS DE USO E REPRODUÇÃO DOS CONTEÚDOS AQUI REGISTRADOS. É RESPONSABILIDADE DOS USUÁRIOS INDIVIDUAIS VERIFICAR OS USOS PERMITIDOS NA FONTE ORIGINAL, RESPEITANDO-SE OS DIREITOS DE AUTOR OU EDITORpt_BR
dc.subject.keywordsdifferences-in-differencespt_BR
dc.subject.keywordsinferencept_BR
dc.subject.keywordsheteroskedasticitypt_BR
dc.subject.keywordsclusteringpt_BR
dc.subject.keywordsfew clusterspt_BR
dc.subject.keywordsbootstrappt_BR
dc.subject.keywordssynthetic controlpt_BR
dc.subject.keywordslinear factor modelpt_BR
dc.titleInference in differences-in-differences with few treated groups and heteroskedasticitypt_BR
dc.typejournal article
dspace.entity.typePublication
local.identifier.sourceUrihttps://www.fea.usp.br/sites/default/files/anexo-evento/ferman_and_pinto_-_inference_in_did_-_2016_01_25.pdf
local.subject.cnpqCiências Sociais Aplicadaspt_BR
local.typeArtigo Científicopt_BR
relation.isAuthorOfPublicationfb10226e-e3f9-41af-9eab-3fd279ec531f
relation.isAuthorOfPublication.latestForDiscoveryfb10226e-e3f9-41af-9eab-3fd279ec531f

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