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Quantile Difference in Differences with Time-Varying Qualification in Panel Data

Author

Listed:
  • Nchare Karim

    (Princeton University, 212 Julis Romo Rabinowitz Building, Washington Rd, Princeton, NJ 08544, USA)

  • Makioka Ryo

    (Hokkaido University, Kita 9 Nishi 7, Kita-ku, Sapporo, Hokkaido 060-0809, Japan)

Abstract

This paper investigates the identification and estimation of the quantile treatment effect in a difference in differences (DID) setting when treatment is provided only to qualified individuals at a certain point in time and the qualification is time-varying. The time-varying qualification may affect an outcome variable even when the actual effect of treatment is zero. We show how to account for this “movers effect” bias and propose the quantile treatment effect on “in-stayers” that are qualified both before and after the treatment. The estimate is identified under three main assumptions: (i) panel data availability, (ii) a distributional common trend assumption conditional on covariates, and (iii) a copula stability assumption. We then apply our method to estimate the effects of an increase in the benefits of the Supplemental Nutrition Assistance Program (SNAP) on recipients’ food expenditure shares. The results show significant heterogeneity and highlight the importance of accounting for time-varying qualification.

Suggested Citation

  • Nchare Karim & Makioka Ryo, 2023. "Quantile Difference in Differences with Time-Varying Qualification in Panel Data," Journal of Econometric Methods, De Gruyter, vol. 12(1), pages 105-116, January.
    • Handle: RePEc:bpj:jecome:v:12:y:2023:i:1:p:105-116:n:3
    DOI: 10.1515/jem-2021-0032
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    More about this item

    Keywords

    difference in differences; quantile treatment effects; time-varying qualification; panel data; SNAP;
    All these keywords.

    JEL classification:

    • 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
    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
    • D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis
    • I38 - Health, Education, and Welfare - - Welfare, Well-Being, and Poverty - - - Government Programs; Provision and Effects of Welfare Programs

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