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Published in 2019 at "Journal of Econometrics"
DOI: 10.1016/j.jeconom.2019.04.001
Abstract: Abstract This paper provides an analysis of the standard errors proposed by Driscoll and Kraay (1998) (DK) in linear Difference-in-Differences (DD) models with fixed effects and individual-specific time trends. The analysis is accomplished within the…
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Keywords:
average treatment;
difference differences;
inference difference;
fixed asymptotic ... See more keywords