We provide a simple distribution regression estimator for treatment effects in the difference-in-differences (DiD …) design. Our procedure is particularly useful when the treatment effect differs across the distribution of the outcome … treatment potentially affects the joint distribution of multiple outcomes. Our key identifying restriction is that the …

) models with heavy-tailed innovations, namely, the Student-t distribution (StD), skewed-Student-t distribution (SStD), and the … generalised error distribution (GED). Based on the smallest forecasting metrics values for mean absolute error (MAE) and mean …