Hi all,
I am currently thinking about an empirical design which im unsure of if it is really a DiD approach. My empirical analysis is build upon loans originated between 2010 and 2015. For each of the loans originated in that time span, I observe the daily pricing data on secondary markets. Now in 12/2013 there was a policy intervention, which changed how loans will be structured in the future. That is, all loans originated after 12/2013 are the treated loans which are affected by the intervention and for which we expect a price reaction.
In a standard DiD design we observe a treatment group and a control group, and for both groups we have data before and after the intervention. However, in my special case, the treated units cannot be observed before the treatment. Is this still a valid DiD in design? Or is it just standard pooled OLS, which has the downside that loans originated after the intervention might be priced differently than the old existing ones, even if there was no intervention?
If it is indeed a properly idendified DiD design, I would really appreciate if someone could link me to some papers that talk about such a design or even implement it on their own.
Best
Max
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