Deja vu and differential timing

A humble attempt at a Boruysak, Jaravel and Spiess (2021) explainer

“At some level, all methods for causal inference can be viewed as imputation methods, although some more explicitly than others.” (Imbens and Rubin 2015)

Kirill Borusyak (UCL), Xavier Jaravel (LSE) and Jann Spiess (Stanford) 2021 “Revisiting Event Study Designs: Robust and Efficient Estimation”.

Introduction

A new working paper on the econometric challeng…