Generalized Nonlinear Difference-in-Difference-in-Differences

The Treatment Effect, the Cross Difference, and the Interaction Term in Nonlinear “Difference-in- Differences” Models

The Treatment Effect, the Cross Difference, and the Interaction Term in Nonlinear “Difference-in-Differences” Models I demonstrate that Ai and Norton’s (2003) point about cross differences is not relevant for the estimation of the treatment effect in nonlinear “difference-in-differences” models such as probit, logit or tobit, because the cross difference is not equal to the treatment effect, wh...

A Difference-In-Differences (DID) Analysis Of Financial Integration And International Trade In ASEAN+5

The Role of Inflation Targeting in Exchange Rate Unification Policy: Difference-in-Differences Approach

 Generally, one of the important issue in open macroeconomics and international finance literature is the innovations of exchange rate regimes, and exchange rate unification policy is one of the most important reforming policies in developing and emerging countries. By considering the experience of other emerging countries for exchange rates unification policy in this study, it will be investig...

Semiparametric Difference-in-Differences Estimators

The difference-in-differences (DID) estimator is one of the most popular tools for applied research in economics to evaluate the effects of public interventions and other treatments of interest on some relevant outcome variables. However, it is well-known that the DID estimator is based on strong identifying assumptions. In particular, the conventional DID estimator requires that, in absence of...

Difference balanced functions and their generalized difference sets

Difference balanced functions from F∗ q to Fq are closely related to combinatorial designs and naturally define p-ary sequences with the ideal two-level autocorrelation. In the literature, all existing such functions are associated with the d-homogeneous property, and it was conjectured by Gong and Song that difference balanced functions must be d-homogeneous. First we characterize difference b...