ecic

Extended Changes-in-Changes

CRAN Package

Extends the Changes-in-Changes model a la Athey and Imbens (2006) doi:10.1111/j.1468-0262.2006.00668.x to multiple cohorts and time periods, which generalizes difference-in-differences estimation techniques to the entire distribution. Computes quantile treatment effects for every possible two-by-two combination in ecic(). Then, aggregating all bootstrap runs adds the standard errors in summary_ecic(). Results can be plotted with plot_ecic() aggregated over all cohort-group combinations or in an event-study style for either individual periods or individual quantiles.


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  • Imports6 packages
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