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We present novel theoretical insights and empirical evidence on the settings in which ignoring spatial correlation should lead to more or less distortions in DID applications. We show that details, such as the time frame used in the estimation, the choice of the treated and control groups, and the choice of the estimator, are key determinants of distortions due to spatial correlation. We also analyze the feasibility and trade\u2010offs involved in a series of alternatives to take spatial correlation into account. Given that, we provide relevant recommendations for applied researchers on how to mitigate and assess the possibility of inference distortions due to spatial correlation.<\/jats:p>","DOI":"10.1002\/jae.2955","type":"journal-article","created":{"date-parts":[[2023,1,8]],"date-time":"2023-01-08T22:44:36Z","timestamp":1673217876000},"page":"358-369","update-policy":"https:\/\/doi.org\/10.1002\/crossmark_policy","source":"Crossref","is-referenced-by-count":16,"title":["Inference in difference\u2010in\u2010differences: How much should we trust in independent clusters?"],"prefix":"10.1002","volume":"38","author":[{"given":"Bruno","family":"Ferman","sequence":"first","affiliation":[{"name":"Sao Paulo School of Economics\u2010FGV  Sao Paulo Brazil"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"311","published-online":{"date-parts":[[2023,2,9]]},"reference":[{"key":"e_1_2_7_2_1","doi-asserted-by":"publisher","DOI":"10.1093\/qje\/qjac038"},{"key":"e_1_2_7_3_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.1468-0084.1987.mp49004006.x"},{"key":"e_1_2_7_4_1","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.2012.682524"},{"key":"e_1_2_7_5_1","article-title":"How much should we trust differences\u2010in\u2010differences estimates?","author":"Bertrand M.","year":"2004","journal-title":"Quarterly Journal of Economics"},{"key":"e_1_2_7_6_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2011.01.007"},{"key":"e_1_2_7_7_1","doi-asserted-by":"publisher","DOI":"10.1515\/jem-2017-0005"},{"key":"e_1_2_7_8_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2020.12.001"},{"key":"e_1_2_7_9_1","doi-asserted-by":"publisher","DOI":"10.1198\/jbes.2010.07136"},{"key":"e_1_2_7_10_1","doi-asserted-by":"publisher","DOI":"10.3368\/jhr.50.2.317"},{"key":"e_1_2_7_11_1","doi-asserted-by":"publisher","DOI":"10.1162\/rest.90.3.414"},{"key":"e_1_2_7_12_1","doi-asserted-by":"publisher","DOI":"10.3982\/ECTA13081"},{"key":"e_1_2_7_13_1","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.2021.1920957"},{"key":"e_1_2_7_14_1","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4076(98)00084-0"},{"key":"e_1_2_7_15_1","doi-asserted-by":"publisher","DOI":"10.1162\/REST_a_00049"},{"key":"e_1_2_7_16_1","first-page":"arXiv:1807.0792","article-title":"Asymptotic results under multiway clustering","author":"Davezies L.","year":"2018","journal-title":"arXiv e\u2010prints"},{"key":"e_1_2_7_17_1","doi-asserted-by":"publisher","DOI":"10.1257\/aer.20181169"},{"key":"e_1_2_7_18_1","doi-asserted-by":"crossref","unstructured":"deChaisemartin C. &D'Haultfoeuille X.(2020b).Difference\u2010in\u2010differences estimators of intertemporal treatment effects.","DOI":"10.2139\/ssrn.3731856"},{"key":"e_1_2_7_19_1","doi-asserted-by":"publisher","DOI":"10.1162\/REST_a_00039"},{"key":"e_1_2_7_20_1","unstructured":"Ferman B.(2019).Inference in Differences\u2010in\u2010Differences: How Much Should We Trust in Independent Clusters?. arXiv preprint arXiv:1909.01782."},{"key":"e_1_2_7_21_1","unstructured":"Ferman B.(2020).Inference in Difference\u2010in\u2010Differences with Few Treated Units and Spatial Correlation. arXiv preprint arXiv:2006.16997."},{"key":"e_1_2_7_22_1","doi-asserted-by":"publisher","DOI":"10.1162\/rest_a_00759"},{"key":"e_1_2_7_23_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2021.03.014"},{"key":"e_1_2_7_24_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2019.04.011"},{"key":"e_1_2_7_25_1","doi-asserted-by":"publisher","DOI":"10.1162\/REST_a_00545"},{"key":"e_1_2_7_26_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2013.07.002"},{"key":"e_1_2_7_27_1","doi-asserted-by":"publisher","DOI":"10.1080\/07350015.2019.1677473"},{"key":"e_1_2_7_28_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2020.04.024"},{"key":"e_1_2_7_29_1","unstructured":"MacKinnon J. 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