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Difference-in-Differences with Multiple Time Periods and an Application ...

https://www.cla.temple.edu/RePEc/documents/DETU_18_04.pdf

CvMn X = p X 1 fg > tg n bJ(u; g; t; ^pg) Fn;X (du) : g=2t=2 X (4.5) This choice of test statistic is similar to the one used by Escanciano (2008) in a di erent context.