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:<math>\alpha_{it}=Y_{it}-Y^N_{it},</math>
be the treatment effect for unit <math>i</math> at time <math>t</math>, where <math>Y^N_{it}</math> is the outcome in absence of the treatment. Without loss of generality, if unit 1 receives the relevant treatment, only <math>Y^N_{1t}</math> is not observed for <math>t>T_{0}</math>. We aim to estimate <math>(\alpha_{1T_{0}+1}......\alpha_{1T})</math>.
Imposing some structure
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