A Short Note on Event-Study Synthetic Difference-in-Differences Estimators

Code

• github.com/DiegoCiccia/sdid
  Officialnone★ 3

Abstract

I propose an event study extension of Synthetic Difference-in-Differences (SDID) estimators. I show that, in simple and staggered adoption designs, estimators from Arkhangelsky et al. (2021) can be disaggregated into dynamic treatment effect estimators, comparing the lagged outcome differentials of treated and synthetic controls to their pre-treatment average. Estimators presented in this note can be computed using the sdid_event Stata package.

Reproductions