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Event Studies with a Continuous Treatment

Author

Listed:
  • Brantly Callaway
  • Andrew Goodman-Bacon
  • Pedro H. C. Sant'Anna

Abstract

This paper builds on the identification results and estimation tools for continuous difference-in-difference designs in Callaway, Goodman-Bacon, and Sant'Anna (2024) to discuss aggregation strategies for event studies with continuous treatments. Estimates from continuous designs are functions of the treatment dosage/intensity variable. Nonparametric plots of these functions show heterogeneity across doses but not heterogeneity over time. Event-study-type plots of aggregated parameters achieve the opposite. We describe how partially aggregating across treatment doses and event time can lead to readable yet nuanced figures that reflect how causal effects evolve over time, potentially in different parts of the treatment dose distribution.

Suggested Citation

  • Brantly Callaway & Andrew Goodman-Bacon & Pedro H. C. Sant'Anna, 2024. "Event Studies with a Continuous Treatment," AEA Papers and Proceedings, American Economic Association, vol. 114, pages 601-605, May.
    • Handle: RePEc:aea:apandp:v:114:y:2024:p:601-05
    DOI: 10.1257/pandp.20241047
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    Cited by:

    1. Le, Dung D. & Molina, Teresa & Ibuka, Yoko & Goto, Rei, 2024. "The Intergenerational Health Effects of Child Marriage Bans," IZA Discussion Papers 17089, Institute of Labor Economics (IZA).

    More about this item

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation

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