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In a new preprint, Jonas Raaschou-Pedersen explores instrumented diff-in-diffs w/ covariates and staggered exposure. He constructs doubly robust estimands for the local average treatment effect on the treated compared to two control groups: never-exposed and not-yet-exposed. arxiv.org/abs/2605.03699
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arxiv.org
We study estimation of the local average treatment effect on the treated ($LATT$) in instrumented difference-in-differences (IDiD) designs with covariates and staggered instrument exposure. We derive ...
Doubly Robust Instrumented Difference-in-Differences
Copenhagen Center for Social Data Science (SODAS)