@article{4e5ceca1cb0c425b89d0aabfa310dcb8,
title = "Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods",
abstract = "This paper shows that the Conditional Quantile Treatment Effect on the Treated is identified under (i) a Conditional Distributional Difference in Differences assumption and (ii) a new assumption that the dependence (the copula) between the change in untreated potential outcomes and the initial level of untreated potential outcomes is the same for the treated group and untreated group. We consider estimation and inference with discrete covariates and propose a uniform inference procedure based on the exchangeable bootstrap. Finally, we estimate the effect of increasing the minimum wage on the distribution of earnings for subgroups defined by race, gender, and education.",
keywords = "Copula, Panel data, Quantile treatment effects",
author = "Brantly Callaway and Tong Li and Tatsushi Oka",
note = "Funding Information: We thank an Editor and two anonymous referees for their constructive comments which have greatly improved the paper. We also thank Yi-Ting Chen, Le-Yu Chen, Jiti Gao, Wolfgang Hardle, Yu-Chin Hsu, Hidehiko Ichimura, Brett Inder, Kengo Kato, Jen-Che Liao, Daisuke Nagakura, Anastasios Panagiotelis and participants of seminars at Academia Sinica, Keio University, Monash University, Osaka University, and Tokyo University. Li acknowledges support from Beijing Advanced Innovation Center for Big Data and Brain Computing. This paper was written in part while Oka was affiliated with National University of Singapore and Oka gratefully acknowledges the financial support from Singapore Ministry of Education Academic Research Fund Tier 1 (FY2015-FRC3-003). Publisher Copyright: {\textcopyright} 2018 Elsevier B.V.",
year = "2018",
month = oct,
doi = "10.1016/j.jeconom.2018.06.008",
language = "English",
volume = "206",
pages = "395--413",
journal = "Journal of Econometrics",
issn = "0304-4076",
publisher = "Elsevier BV",
number = "2",
}