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arXiv · 2607.21312

Using Pre-Trends for Inference in Difference-in-Differences

Clément de Chaisemartin
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Abstract

Difference-in-differences (DID) are sometimes estimated with many pre-treatment periods. In such settings, the observed pre-treatment outcome evolutions provide direct information about the magnitude of shocks that could also occur after treatment. This paper proposes a simple inference procedure that uses those pre-trends as the reference distribution for the post-treatment DID. The procedure is closely related to existing conformal inference procedures, but its DID-specific predictor leads to a distinct identifying restriction. Existing procedures assume parallel trends, while this paper's procedure does not require parallel trends.

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Clément de Chaisemartin. 2026-07-23. Using Pre-Trends for Inference in Difference-in-Differences. https://arxiv.org/abs/2607.21312

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