Before revision:  We propose a simple two-step estimation strategy, establish the asymptotic properties of the proposed estimators, and prove the validity of a computationally convenient bootstrap procedure . Furthermore we propose a semiparametric data-driven testing procedure to assess the credibility of the DID design in our context.
After revision:  We propose a simple two-step estimation strategy, establish the asymptotic properties of the proposed estimators, and prove the validity of a computationally convenient bootstrap procedure to conduct asymptotically valid simultaneous (instead of pointwise) inference. Our proposed inference procedure naturally adjusts for autocorrelation and other forms of clustering in the data. We also propose a semiparametric data-driven testing procedure to assess the credibility of the DID design in our context.