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arXiv · 2604.27035

Doubly robust local projections difference-in-differences

Daniel de Abreu Pereira Uhr·Guilherme Valle Moura
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Abstract

This paper develops a doubly robust extension of local-projections difference-in-differences (LP-DiD) for staggered absorbing treatments. The resulting estimator, DRLPDID, preserves the LP-DiD local-stack ATT target and is consistent when either the local untreated-outcome regression or the local treatment-probability model is correctly specified. It also delivers influence-function-based inference for post-treatment summaries and multiplier-bootstrap bands for dynamic paths. In Monte Carlo designs with covariate-driven selection, DRLPDID matches regression-adjusted LP-DiD under outcome-model alignment and clearly outperforms the IPT-only variant under propensity-score misspecification. In the no-fault-divorce application, DRLPDID tracks robust staggered-adoption estimators and is less negative than unadjusted LP-DiD.

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Daniel de Abreu Pereira Uhr, Guilherme Valle Moura. 2026-04-29. Doubly robust local projections difference-in-differences. https://arxiv.org/abs/2604.27035

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