Question: staggered adoption design with event study

[kimpeijn]

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Hi, thank you very much for helping out.

I am working on a paper where everyone is treated at some point in time, and the year of treatment differs between people. I am estimating then the treatment effects separately at 0, +1, up until +10 years after treatment (later I obtain the ATE using the appropriate weights). The panel is unbalanced. Some people enter the data at -10 and leave at +10, while others enter at -6 and leave at +1.

Is it possible to estimate heterogeneous treatment effects in this setting? How should I approach this?

Thank you. Kim

[erikcs]

Hi @kimpeijn, I think @muhlbach applies causal forest to a similar panel data setup in his thesis, if you look at section 2.3.3

[kimpeijn]

Thank you @erikcs . It is similar, except that he does not estimate treatment effects separately for each period following treatment. The approach makes sense in his thesis, but I am not sure how to extend it to my setup.

[finnkrueger]

@kimpeijn did you find an implementable solution for your problem ?