Hall of Mirrors — expanded estimators

Bertrand et al. (2021), QJE. https://doi.org/10.1093/qje/qjab023

1 specification. Effects are in outcome standard deviations; intervals are 95%.

Treatment adoption

Treatment adoption timing

Hall of Mirrors: 100 sampled trajectory patterns, not individual pairs. Exact frequency weights represent the underlying pair panel.

HALL-MIRRORS-F1-COCOMMENT

HALL-MIRRORS-F1-COCOMMENT · S11-P001 · Data & fit details

38,528 observations · 3,253 units · 3,253 clusters · 226 treated / 3,027 control units.

Estimate comparison

S11-P001: point estimates, targets and available 95% intervals
Estimator Estimate (SDs) SE 95% CI Averaging
Static TWFE 0.247 0.024 [0.200, 0.294] Coefficient
Dynamic TWFE 0.147 0.032 [0.084, 0.211] equal_periods
BJS / did2s 0.260 0.024 [0.214, 0.307] equal_periods
Sun–Abraham 0.161 0.032 [0.099, 0.222] equal_periods
CS-DID (equal event-time) 0.123 0.032 [0.061, 0.185] Equal post-event times
CS-DID (treated cells) 0.160 0.031 [0.098, 0.221] Treated cells

Event studies

Periods −10 to +10; pointwise 95% intervals where available.

Dynamic TWFE event study BJS / did2s event study Sun–Abraham event study CS-DID event study