We study regressions with period and group fixed effects and several treatment variables. Under a parallel trends assumption, the coefficient on each treatment identifies the sum of two terms. The first term is a weighted sum of the effect of that treatment in each group and period, with weights...

We consider the estimation of the effect of a treatment, using panel data where groups of units are exposed to different doses of the treatment at different times. We consider two sets of parameters of interest. The first are the average effects of having changed treatment for the first time...

Linear regressions with period and group fixed effects are widely used to estimate policies' effects: 26 of the 100 most cited papers published by the American Economic Review from 2015 to 2019 estimate such regressions. It has recently been shown that those regressions may produce misleading...

We propose a difference-in-difference estimator with a continuous treatment. We consider an heterogeneous adoption design where no unit is treated at period one, all units receive a strictly positive treatment dose at period two, and there are units with a treatment dose close to zero at period...

We consider the identification of and inference on a partially linear model, when the outcome of interest and some of the covariates are observed in two different datasets that cannot be linked. This type of data combination problem arises very frequently in empirical microeconomics. Using...

We propose new difference-in-difference (DID) estimators for treatments continuously distributed at every time period, as is often the case of trade tariffs, or temperatures. We start by assuming that the data only has two time periods. We also assume that from period one to two, the treatment...

Two-way fixed effects (TWFE) regressions with period and group fixed effects are widely used to estimate policies' effects: 26 of the 100 most cited papers published by the American Economic Review from 2015 to 2019 estimate such regressions. Researchers have long thought that TWFE estimators...