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  • Staggered difference-in-differences with multiple events/shocks

    I aim to study firms' performance (dependent variable) following an event or shock (shock). There might be multiple shocks (same type of shock) over years for certain treated firms. For example, there is a shock in 2001, then another same type of shock in 2005. I am using a firm-year panel data.

    Staggered difference-in-differences analysis: Given this setup, is it feasible to implement a staggered difference-in-differences (DiD) regression with multiple shocks over a period of time? If so, could you help with the model specification? Can I determine or adjust the post-event window? Any guidance or suggestions would be greatly appreciated. Thank you in advance!

  • #2
    mundlack regression is probably the most flexible.

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