A Joint Analysis of Sensitivity to Anticipation and Parallel Trends Violations
对提前反应与平行趋势违背的联合敏感性分析
Two key identifying assumptions used to justify difference-in-differences are parallel trends and no anticipation, yet both may fail in practice. I propose a class of assumptions that constitute deviations from no anticipation and derive closed-form, sharp bounds for several common treatment effect parameters while simultaneously relaxing parallel trends. Deviations from both assumptions are jointly disciplined using observed pre-trends. When some anticipation is imposed,…