Third, in dynamic specifications, implicit assumptions about treatment effect homogeneity lead to the spurious identification of long-run treatment effects for which no DiD contrasts valid under heterogeneous treatment effects are available
In staggered DiD, I understand that the dynamic specification is to use the leads and lags in a model to capture the dynamic of treatment effects.
In staggered DiD, I understand that the dynamic specification is to use the leads and lags in a model to capture the dynamic of treatment effects.
I understand that "spurious relationship" is
The spurious relationship is said to have occurred if the statistical summaries are indicating that two variables are related to each other when in fact there is no theoretical relationship between two variables
Third, in dynamic specifications, implicit assumptions about treatment effect homogeneity lead to the spurious identification of long-run treatment effects for which no DiD contrasts valid under heterogeneous treatment effects are available.
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