apoorvalal / TestingInEventStudiesLinks
tests for cohort-level heterogeneity in panel regression
☆11Updated 6 months ago
Alternatives and similar repositories for TestingInEventStudies
Users that are interested in TestingInEventStudies are comparing it to the libraries listed below
Sorting:
- Econometric Theory I☆27Updated 11 months ago
- Causal Inference in Observational Data with Unobserved Heterogeneity (Lecture Notes. Masters/PhD-level)☆28Updated 2 weeks ago
- ☆15Updated last year
- Econometrics on the GPU (and CPU) via JAX☆18Updated 2 months ago
- Difference-in-Differences☆41Updated 3 years ago
- Fast sparse regressions with advanced formula syntax. OLS, GLM, Poisson, Maxlike, and more. High-dimensional fixed effects.☆63Updated 2 years ago
- Code to replicate the simulation study in the paper "Calibrating doubly-robust estimators with unbalanced treatment assignment"☆14Updated last year
- Two way models in python☆34Updated last year
- Causal inference for qualitative outcomes☆11Updated 5 months ago
- Code for DID chapter☆11Updated 2 years ago
- Main Course Repository for Computational Methods in Economics (Econ 21410, Spring 2019)☆49Updated 4 years ago
- TWFE weights☆10Updated 10 months ago
- Course Materials for AEA Short Course on Modern Sampling Methods☆29Updated 3 years ago
- ☆26Updated 3 weeks ago
- Multiple Treatment Effects☆24Updated last month
- ☆36Updated 3 years ago
- Machine Learning for Econometrics -- ENSAE Paris☆25Updated 5 years ago
- R Companion to the textbook "Econometrics" by Fumio Hayashi☆37Updated 2 years ago
- ☆16Updated last year
- Slide host for the advanced econometrics course for undergraduates☆41Updated last year
- fast synthetic control estimators for panel data problems☆22Updated last week
- course on the basics of scientific computing for economists☆26Updated 2 years ago
- Empirical Bayes Mixtape Session taught by Christopher Walters☆17Updated 8 months ago
- Replications data and code for "LaLonde (1986) after Nearly Four Decades: Lessons Learned"☆27Updated last year
- Estimates the weights and the measure of robustness to treatment effect heterogeneity attached to the two-way fixed effects regressions s…☆23Updated 4 years ago
- Luke Stein's summary notes from the Stanford graduate economics core☆24Updated 6 years ago
- Dynamic Factor Models for R☆39Updated last month
- Estimation in sharp Difference-in-Difference designs with multiple groups and periods☆20Updated 4 years ago
- ☆15Updated 2 months ago
- Create industry-level aggregates for shift-share IV following Borusyak, Hull, and Jaravel (2022)☆27Updated 2 years ago