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- W2113132502 abstract "We derive an inference method that works in differences-in-differences settings with few treated and many control groups in the presence of heteroskedasticity. As a leading example, we provide theoretical justification and empirical evidence that heteroskedasticity generated by variation in group sizes can invalidate existing inference methods, even in data sets with a large number of observations per group. In contrast, our inference method remains valid in this case. Our test can also be combined with feasible generalized least squares, providing a safeguard against misspecification of the serial correlation." @default.
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- W2113132502 date "2019-07-01" @default.
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- W2113132502 title "Inference in Differences-in-Differences with Few Treated Groups and Heteroskedasticity" @default.
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- W2113132502 doi "https://doi.org/10.1162/rest_a_00759" @default.
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