I am estimating two different regression discontinuity models on the same data but using two different cross-sections. I need to subtract one RD estimates from the other in order to obtain a difference-in-discontinuity estimate but I don't know how to get the standard error of the differenced coefficient.
The two equations are not independent so I was thinking maybe something related to SUR models could come in handy but I am not sure on how to proceed. Any hint?
