I am interested in running a diff-in-diff-in-diff model on panel data that allows for a policy intervention to occur in different entities (in my case, states) at different times.
The non-flexible triple diff model I have specified is the following standard model (sorry for imprecise notation):
Yist = α + B1Treat + B2Type + B3Post + λ1(Type∗Treat) + λ2(Type∗Post) + λ3 (Treat∗Post) + δ1(Type∗Treat∗Post) + ϵist
However, I would like to allow different entities to enter the Post period at different times. I know that there is a generalizable diff-in-diff model that allows for this, and that it looks like the following.
Yist = α + B1(Treat) + λ(year dummy) + δ(TreatxPost) + ϵist
I'm not clear on how to extrapolate from the generalizable diff-in-diff to the generalizable triple difference model. Any insight would be greatly appreciated.