I was wondering if the sorted effects could be used for diff-in-diff. The original paper Chernozhukov, Fernandez-Val and Luo (2018) appears to aiming for non-linear model. I understand linear model or ols is just a special case of nonlinear models but not sure about the DiD setup (i.e., TWFE).
I was wondering if the sorted effects could be used for diff-in-diff. The original paper Chernozhukov, Fernandez-Val and Luo (2018) appears to aiming for non-linear model. I understand linear model or ols is just a special case of nonlinear models but not sure about the DiD setup (i.e., TWFE).
I see no reason why not off the top of my head