Doubly Robust Uniform Confidence Bands for Group-Time Conditional Average Treatment Effects in Difference-in-Differences
双重差分中组别—时期条件平均处理效应的双重稳健一致置信带
We consider a panel data analysis to examine the heterogeneity in treatment effects with respect to groups, periods, and a pre-treatment covariate of interest in the staggered difference-in-differences setting of Callaway and Sant'Anna (2021). Under standard identification conditions, a doubly robust estimand conditional on the covariate identifies the group-time conditional average treatment effect given the covariate. Focusing on the case of a continuous covariate, we…