“The triple difference estimator” (2022), by Andreas Olden et al. Mathematics research paper. Original abstract below, unchanged. No free PDF was found.

The triple difference estimator

Andreas Olden, Jarle Møen · March 9, 2022 · Mathematics

Abstract

Summary Triple difference has become a widely used estimator in empirical work. A close reading of articles in top economics journals reveals that the use of the estimator to a large extent rests on intuition. The identifying assumptions are neither formally derived nor generally agreed on. We give a complete presentation of the triple difference estimator, and show that even though the estimator can be computed as the difference between two difference-in-differences estimators, it does not require two parallel trend assumptions to have a causal interpretation. The reason is that the difference between two biased difference-in-differences estimators will be unbiased as long as the bias is the same in both estimators. This requires only one parallel trend assumption to hold.

Source page DOI: 10.1093/ectj/utac010