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A SAS macro for estimation and inference in differences-in-differences applications with only a few treated groups

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  • Nicolas Moreau

    (CEMOI - Centre d'Économie et de Management de l'Océan Indien - UR - Université de La Réunion)

Abstract

This paper presents a SAS macro written for estimation and inference in differences-indifferences applications with only a few treated groups following Conley and Taber's (2011) methodology.

Suggested Citation

  • Nicolas Moreau, 2018. "A SAS macro for estimation and inference in differences-in-differences applications with only a few treated groups," Working Papers hal-01691486, HAL.
    • Handle: RePEc:hal:wpaper:hal-01691486
    Note: View the original document on HAL open archive server: https://hal.science/hal-01691486
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    References listed on IDEAS

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    1. A. Colin Cameron & Douglas L. Miller, 2015. "A Practitioner’s Guide to Cluster-Robust Inference," Journal of Human Resources, University of Wisconsin Press, vol. 50(2), pages 317-372.
    2. Timothy G. Conley & Christopher R. Taber, 2011. "Inference with "Difference in Differences" with a Small Number of Policy Changes," The Review of Economics and Statistics, MIT Press, vol. 93(1), pages 113-125, February.
    3. Hansen, Christian B., 2007. "Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects," Journal of Econometrics, Elsevier, vol. 140(2), pages 670-694, October.
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