Interventions take place at different points in time:
Units move in and out of intervention:
Intervention intensity changes over time:
## Covariates
## The new DiD models
# Stata packages
Some package paths have been split across lines but adding spaces to keep table formatting intact. Just make sure they are in one line when copying them in the Stata window or dofile.
| Name | Installation | Package by | Reference paper |
| --- | --- | --- | --- |
| `bacondecomp` | `ssc install bacondecomp, replace` 
](https://twitter.com/agoodmanbacon) ](https://twitter.com/AustnNchols) | [Andrew Goodman-Bacon](http://goodman-bacon.com/) [](https://twitter.com/agoodmanbacon) (2021). [Difference-in-differences with variation in treatment timing](https://www.sciencedirect.com/science/article/abs/pii/S0304407621001445). Journal of Econometrics |
| `eventstudyinteract` | `net install eventstudyinteract, from("https://raw.githubusercontent.com/ lsun20/EventStudyInteract/main/") replace` | [Liyang Sun](http://economics.mit.edu/grad/lsun20) | [Liyang Sun](http://economics.mit.edu/grad/lsun20), [Sarah Abraham](https://www.cornerstone.com/Staff/Sarah-Abraham#) (2020). [Estimating dynamic treatment effects in event studies with heterogeneous treatment effects](https://www.sciencedirect.com/science/article/abs/pii/S030440762030378X). Journal of Econometrics. |
| `did_multiplegt` | `ssc install did_multiplegt, replace` | [Clément de Chaisemartin](https://sites.google.com/site/clementdechaisemartin/) [](https://twitter.com/CdeChaisemartin) ](https://twitter.com/borusyak) ](https://twitter.com/XJaravel) ](https://twitter.com/jannspiess) | [Kirill Borusyak](https://sites.google.com/view/borusyak/home) [](https://twitter.com/borusyak), [Xavier Jaravel](https://www.lse.ac.uk/economics/people/faculty/xavier-jaravel) [](https://twitter.com/XJaravel), [Jann Spiess](https://www.gsb.stanford.edu/faculty-research/faculty/jann-spiess) [](https://twitter.com/jannspiess) (2021). [Revisiting Event Study Designs: Robust and Efficient Estimation](https://www.google.com/url?q=https%3A%2F%2Fwww.dropbox.com%2Fs%2Fy92mmyndlbkufo1%2FDraft_RobustAndEfficient.pdf%3Fraw%3D1&sa=D&sntz=1&usg=AFQjCNGGDRt4xPz3hCXhTWxchHJWh-1m_Q). |
| `drdid` | `ssc install drdid, replace` | [Fernando Rios-Avila](https://friosavila.github.io/playingwithstata/index.html) [](https://twitter.com/friosavila) ](https://twitter.com/pedrohcgs) ](https://twitter.com/asjadnaqvi) | [Pedro H.C. Sant'Anna](https://pedrohcgs.github.io/) [](https://twitter.com/pedrohcgs), [Jun Zhao](https://www.junbeanzhao.com/) (2020). [Doubly robust difference-in-differences estimators](https://www.sciencedirect.com/science/article/abs/pii/S0304407620301901), Journal of Econometrics. |
| `csdid` | `ssc install csdid, replace` | [Fernando Rios-Avila](https://friosavila.github.io/playingwithstata/index.html) [](https://twitter.com/friosavila) ](https://twitter.com/pedrohcgs) | [Brantly Callaway](https://bcallaway11.github.io/), [Pedro H.C. Sant'Anna](https://pedrohcgs.github.io/) [](https://twitter.com/pedrohcgs) (2020). [Difference-in-Differences with multiple time periods](https://www.sciencedirect.com/science/article/abs/pii/S0304407620303948), Journal of Econometrics. |
| `flexpaneldid` | `ssc install flexpaneldid, replace` | [Eva Dettmann](https://www.iwh-halle.de/en/about-the-iwh/team/detail/eva-dettmann/) ](https://twitter.com/jorpppp) ](https://twitter.com/kylefbutts) | [John Gardner](https://jrgcmu.github.io/) (2021). [Two-stage differences in differences](https://jrgcmu.github.io/2sdd_current.pdf). |
| `stackedev` | `net install stackedev, from ("https://raw.githubusercontent.com/ joshbleiberg/stackedev/main/")` | [Joshua Bleiberg](https://sites.google.com/view/joshbleiberg) [](https://twitter.com/JoshBleiberg) | [Doruk Cengiz](https://dorukcengiz.netlify.app/) [](https://twitter.com/dcdorukcengiz), [Arindrajit Dube](https://arindube.com/) [](https://twitter.com/arindube), [Attila Lindner](https://sites.google.com/site/attilalindner/), [Ben Zipperer](https://www.epi.org/people/ben-zipperer/) [](https://twitter.com/benzipperer) (2019). [The effect of minimum wages on low-wage jobs](https://academic.oup.com/qje/article/134/3/1405/5484905). The Quarterly Journal of Economics. |
## How to use these packages?
For individual packages, check their helpfiles for example code.
For using and plotting multiple DiD packages in Stata, the `event_plot` command (`ssc install event_plot, replace`) by [Kirill Borusyak](https://sites.google.com/view/borusyak/home) [](https://twitter.com/borusyak) is highly recommended. It estimates and combines results from [five different estimators](https://github.com/borusyak/did_imputation/blob/main/five_estimators_example.png). Example of how to do event study plots using different packages is given in the [five_estimators_example.do](https://github.com/borusyak/did_imputation/blob/main/five_estimators_example.do) dofile on [GitHub](https://github.com/borusyak/did_imputation).
The `event_plot` usage example has been extended twice:
* [David Burgherr](https://www.lse.ac.uk/International-Inequalities/People/David-Burgherr) [](https://twitter.com/d_burgherr) has a dofile on [Dropbox](https://www.dropbox.com/s/p5i94ryf4h9o335/five_estimators_example_adapted.do?dl=0).
* [Pietro Santoleri](https://pietrosantoleri.github.io/) [](https://twitter.com/santpietro) has a dofile on [GitHub](https://github.com/pietrosantoleri/staggered_did) that plots [seven different estimators](https://github.com/pietrosantoleri/staggered_did/blob/main/output/seven_estimators_example_allt.png).
[Scott Cunningham](https://www.scunning.com/) [](https://twitter.com/causalinf) has sample dofiles as part of the [CodeChella](https://github.com/scunning1975/codechella) DiD event.
# R packages
Packages installation paths have been split across lines to preverse table formatting in Markdown.
| Name | Installation | Package by | Reference paper |
| --- | --- | --- | --- |
| `bacondecomp` | `install.packages` `("bacondecomp")` | [Evan Flack](https://github.com/evanjflack) ](https://twitter.com/pedrohcgs) ](https://twitter.com/pedrohcgs), [Jun Zhao](https://www.junbeanzhao.com/) (2020). [Doubly robust difference-in-differences estimators](https://www.sciencedirect.com/science/article/abs/pii/S0304407620301901), Journal of Econometrics. |
| `did` | `install.packages("did")` | [Pedro H.C. Sant'Anna](https://pedrohcgs.github.io/) [](https://twitter.com/pedrohcgs) ](https://twitter.com/pedrohcgs) (2020). [Difference-in-Differences with multiple time periods](https://www.sciencedirect.com/science/article/abs/pii/S0304407620303948), Journal of Econometrics. |
| `staggered` | `devtools::install_github` `("jonathandroth/staggered")` | [Jonathan Roth](https://jonathandroth.github.io/) [](https://twitter.com/jondr44) ](https://twitter.com/pedrohcgs) | [Jonathan Roth](https://jonathandroth.github.io/) [](https://twitter.com/jondr44), [Pedro H.C. Sant'Anna](https://pedrohcgs.github.io/) [](https://twitter.com/pedrohcgs) (2021). [Efficient Estimation for Staggered Rollout Designs](https://arxiv.org/pdf/2102.01291.pdf) |
| `didimputation` | `devtools::install_github` `("kylebutts/didimputation")` | [Kyle Butts](https://kylebutts.com/) [](https://twitter.com/kylefbutts) | [Kirill Borusyak](https://sites.google.com/view/borusyak/home) [](https://twitter.com/borusyak), [Xavier Jaravel](https://www.lse.ac.uk/economics/people/faculty/xavier-jaravel) [](https://twitter.com/XJaravel), [Jann Spiess](https://www.gsb.stanford.edu/faculty-research/faculty/jann-spiess) [](https://twitter.com/jannspiess) (2021). [Revisiting Event Study Designs: Robust and Efficient Estimation](https://www.google.com/url?q=https%3A%2F%2Fwww.dropbox.com%2Fs%2Fy92mmyndlbkufo1%2FDraft_RobustAndEfficient.pdf%3Fraw%3D1&sa=D&sntz=1&usg=AFQjCNGGDRt4xPz3hCXhTWxchHJWh-1m_Q). |
| `did2s` | `devtools::install_github` `("kylebutts/did2s")` | [Kyle Butts](https://kylebutts.com/) [](https://twitter.com/kylefbutts) | [John Gardner](https://jrgcmu.github.io/) (2021). [Two-stage differences in differences](https://jrgcmu.github.io/2sdd_current.pdf). ](https://twitter.com/borusyak), [Xavier Jaravel](https://www.lse.ac.uk/economics/people/faculty/xavier-jaravel) [](https://twitter.com/XJaravel), [Jann Spiess](https://www.gsb.stanford.edu/faculty-research/faculty/jann-spiess) [](https://twitter.com/jannspiess) (2021). [Revisiting Event Study Designs: Robust and Efficient Estimation](https://www.google.com/url?q=https%3A%2F%2Fwww.dropbox.com%2Fs%2Fy92mmyndlbkufo1%2FDraft_RobustAndEfficient.pdf%3Fraw%3D1&sa=D&sntz=1&usg=AFQjCNGGDRt4xPz3hCXhTWxchHJWh-1m_Q) ](https://twitter.com/pedrohcgs) (2020). [Difference-in-Differences with multiple time periods](https://www.sciencedirect.com/science/article/abs/pii/S0304407620303948), Journal of Econometrics. ](https://twitter.com/jondr44), [Pedro H.C. Sant'Anna](https://pedrohcgs.github.io/) [](https://twitter.com/pedrohcgs) (2021). [Efficient Estimation for Staggered Rollout Designs](https://arxiv.org/pdf/2102.01291.pdf). |
# Julia packages
This is still being updated. See links below for details. There is also a [Julia DiffinDiff](https://github.com/JuliaDiffinDiffs) group on GitHub which contains various packages.
| Name | Installation | Package by | Reference paper |
| --- | --- | --- | --- |
| InteractionWeightedDIDs.jl | [GitHub](https://github.com/JuliaDiffinDiffs/InteractionWeightedDIDs.jl) | | |
| SynthControl.jl | [GitHub](https://github.com/nilshg/SynthControl.jl) | | |
# Literature
## Papers
Papers are in alphabetical order by last name. Papers without journals are pre-prints. Please click on paper links for details. SORTABLE TABLE TO BE ADDED.
[Dmitry Arkhangelsky](https://sites.google.com/view/dmitry-arkhangelsky/home) [](https://twitter.com/ArkhangelskyD), [Guido Imbens](https://www.gsb.stanford.edu/faculty-research/faculty/guido-w-imbens), [Lihua Lei](https://lihualei71.github.io/) [](https://twitter.com/lihua_lei_stat), [Xiaoman Luo](https://xiaomanluo.github.io/) (2021). [Double-Robust Two-Way-Fixed-Effects Regression For Panel Data](https://arxiv.org/abs/2107.13737).
[Kirill Borusyak](https://sites.google.com/view/borusyak/home) [](https://twitter.com/borusyak), [Xavier Jaravel](https://www.lse.ac.uk/economics/people/faculty/xavier-jaravel) [](https://twitter.com/XJaravel), [Jann Spiess](https://www.gsb.stanford.edu/faculty-research/faculty/jann-spiess) [](https://twitter.com/jannspiess) (2021). [Revisiting Event Study Designs: Robust and Efficient Estimation](https://www.google.com/url?q=https%3A%2F%2Fwww.dropbox.com%2Fs%2Fy92mmyndlbkufo1%2FDraft_RobustAndEfficient.pdf%3Fraw%3D1&sa=D&sntz=1&usg=AFQjCNGGDRt4xPz3hCXhTWxchHJWh-1m_Q).
Brantly Callaway, Andrew Goodman-Bacon, Pedro H.C. Sant'Anna. [Difference-in-Differences with a Continuous Treatment](https://arxiv.org/pdf/2107.02637.pdf).
Brantly Callaway, Pedro H.C. Sant'Anna (2020). [Difference-in-Differences with multiple time periods](https://www.sciencedirect.com/science/article/abs/pii/S0304407620303948), Journal of Econometrics.
Clément de Chaisemartin, Xavier D'Haultfoeuille (2020). [Two-Way Fixed Effects Estimators with Heterogeneous Treatment Effects](https://www.aeaweb.org/articles?id=10.1257/aer.20181169). American Economic Review.
Clément de Chaisemartin, Xavier D'Haultfoeuille (2021). [Two-way fixed effects regressions with several treatments](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3751060).
Clément de Chaisemartin, Xavier D'Haultfoeuille (2021). [Difference-in-Differences Estimators of Inter-temporal Treatment Effects](https://arxiv.org/abs/2007.04267).
[Bruno Ferman](https://sites.google.com/site/brunoferman/) [](https://twitter.com/bruno_ferman), Cristine Pinto (2021). [Synthetic Controls with Imperfect Pre-Treatment Fit](https://qeconomics.org/ojs/forth/1596/1596-3.pdf). Quantitative Economics.
[Simon Freyaldenhoven](https://simonfreyaldenhoven.github.io/), [Christian Hansen](https://www.chicagobooth.edu/faculty/directory/h/christian-b-hansen), [Jesse M. Shapiro](https://www.brown.edu/Research/Shapiro/) (2019). [Pre-event Trends in the Panel Event-Study Design](https://www.aeaweb.org/articles?id=10.1257/aer.20180609). American Economic Review.
[John Gardner](https://jrgcmu.github.io/) (2021). [Two-stage differences in differences](https://jrgcmu.github.io/2sdd_current.pdf).
[Andrew Goodman-Bacon](http://goodman-bacon.com/) (2021). [Difference-in-differences with variation in treatment timing](https://www.sciencedirect.com/science/article/abs/pii/S0304407621001445). Journal of Econometrics.
[Jonathan Roth](https://jonathandroth.github.io/) [](https://twitter.com/jondr44), [Pedro H.C. Sant'Anna](https://pedrohcgs.github.io/) [](https://twitter.com/pedrohcgs) (2021). [Efficient Estimation for Staggered Rollout Designs](https://arxiv.org/pdf/2102.01291.pdf).
[Pedro H.C. Sant'Anna](https://pedrohcgs.github.io/) [](https://twitter.com/pedrohcgs), [Jun Zhao](https://www.junbeanzhao.com/) (2020). [Doubly robust difference-in-differences estimators](https://www.sciencedirect.com/science/article/abs/pii/S0304407620301901), Journal of Econometrics.
[Liyang Sun](http://economics.mit.edu/grad/lsun20), [Sarah Abraham](https://www.cornerstone.com/Staff/Sarah-Abraham#) (2020). [Estimating dynamic treatment effects in event studies with heterogeneous treatment effects](https://www.sciencedirect.com/science/article/abs/pii/S030440762030378X). Journal of Econometrics.
## Books
[Scott Cunningham](https://www.scunning.com/) [](https://twitter.com/causalinf) (2020). [Causal Inference: The Mix Tape](https://mixtape.scunning.com/).
[Nick Huntington-Klein](https://nickchk.com/) [](https://twitter.com/nickchk) (2021). [The Effect](https://theeffectbook.net/).
# DiD knowledge curation
Here are people who are actively involved in curating information on the latest DiD developments. This includes blogs, lecture series, tweets.
## Events and Videos
[Pedro H.C. Sant'Anna](https://pedrohcgs.github.io/) [](https://twitter.com/pedrohcgs). [Seminar on DiD](https://statisticalhorizons.com/seminars/public-seminars/difference-in-differences) on **24-27 August, 2021** organized by [Statistical Horizons](https://statisticalhorizons.com/) [](https://twitter.com/StatHorizons) is now open for registeration.
[Scott Cunningham](https://www.scunning.com/) [](https://twitter.com/causalinf): [CodeChella](https://causalinf.substack.com/p/codechella-announcement) the ultimate DiD event **Workshop 1: Friday July 16th, 2021** and **Workshop 2: Friday July 23, 2021** which will be live on [Twitch](https://www.twitch.tv/causalinf_did). The videos from the workshop are now up on [YouTube](https://www.youtube.com/user/scunning/videos).
[Chloe East](https://www.chloeneast.com/) [](https://twitter.com/ChloeEast2) organizes an online [DiD reading group](https://www.chloeneast.com/metrics-discussions.html).
[Taylor J. Wright](https://taylorjwright.github.io/) [](https://twitter.com/taylor_wright) organizes an online [DiD reading group](https://taylorjwright.github.io/did-reading-group/). The lecture recordings can also be viewed on [YouTube](https://www.youtube.com/channel/UCA7Idy0MfpP-uAjOebsFVuA/videos).
## Blogs
[Scott Cunningham](https://www.scunning.com/) [](https://twitter.com/causalinf): Scott's [Substack](https://causalinf.substack.com/) is the goto place for an easy-to-digest explanation of the latest metric-heavy DiD papers.
[Andrew C. Baker](https://andrewcbaker.netlify.app/) [](https://twitter.com/Andrew___Baker) has notes on [Difference-in-Differences Methodology](https://andrewcbaker.netlify.app/2019/09/25/difference-in-differences-methodology/) with supporting material on [GitHub](https://github.com/andrewchbaker).
## Notes
[Paul Goldsmith-Pinkham](https://paulgp.github.io/) [](https://twitter.com/paulgp) has a brilliant set of [lectures on empirical methods including DiD on GitHub](https://github.com/paulgp/applied-methods-phd). These are also supplemented by [YouTube videos](https://www.youtube.com/playlist?list=PLWWcL1M3lLlojLTSVf2gGYQ_9TlPyPbiJ).
Jeffrey Wooldridge [](https://twitter.com/jmwooldridge) has made several notes on DiD which are shared on his [Dropbox](https://www.dropbox.com/sh/zj91darudf2fica/AADj_jaf5ZuS1muobgsnxS6Za?dl=0) including Stata dofiles.
[Fernando Rios-Avila](https://friosavila.github.io/playingwithstata/index.html) [](https://twitter.com/friosavila) has a great explainer for the Callaway and Sant'Anna (2020) CS-DID logic on his [blog](https://friosavila.github.io/playingwithstata/main_csdid.html).
[Christine Cai](https://christinecai.github.io/) [](https://twitter.com/Christine_Cai27) has a [working document](https://christinecai.github.io/PublicGoods/applied_micro_methods.pdf) which lists recent papers using different methods including DiDs.
## Interactive dashboards
These (related) interactive R-Shiny dashboards showcase how TWFE models give wrong estimates.
[Kyle Butts](https://kylebutts.com/) [](https://twitter.com/kylefbutts): https://kyle-butts.shinyapps.io/did_twfe/
[Hans Henrik Sievertsen](https://hhsievertsen.github.io/) [](https://twitter.com/hhsievertsen): https://hhsievertsen.shinyapps.io/kylebutts_did_eventstudy/
## Tweets
Some interesting Twitter threads in no particular sequence. In order to render these properly, you need to view them on the [Jekyll website](https://asjadnaqvi.github.io/Diff-in-Diff-Notes/).
I spent this past week catching up with the DiD literature. Here is my list🧵:
— Jesús Villero (@jotavillero) May 16, 2021
1. Read (if you haven't) Andrew Goodman-Bacon's "Difference-in-Differences with Variation in Treatment Timing." The paper that started all for me (there are others before).Link: https://t.co/GBFjBnHDcj
Navigating the DiD revolution from one applied researcher's perspective.
— Matthew A. Kraft (@MatthewAKraft) June 24, 2021
A LONG 🧵 on what I've learned & what I'm still trying to figure out. Advice/insights welcome!
My @michaelpollan 🥦🍅🥕🫑 inspired TL;DR take:
"Apply DiD in context, not every 2x2, mostly event studies" pic.twitter.com/CWmwyo1Btp
I've been catching up on staggered diff-in-diff/two-way fixed effects recently. Simulating helped me see how bad TWFE performs with dynamic treatment effects (see those pre-trends). I also tried implementing Sun & Abraham (2020)'s interaction-weighted estimator in Stata pic.twitter.com/FQBCQi0m7d
— Shan Huang (@ShanHuang_ec) June 16, 2020
🚨Hello #EconTwitter! I am very happy that my paper with Brantly Callaway, "Difference-in-Differences with multiple time periods", is now forthcoming at the Journal of Econometrics. https://t.co/zoNxNY9ugq
— Pedro H. C. Sant'Anna (@pedrohcgs) December 18, 2020
What are the main take aways? I will ask my daughter to help me out.
1/n pic.twitter.com/DNj3Cpxxlu
The diff-in-diff literature is plagued with the notion that more controls are always better (as long as the treatment effect has 2 stars). Someone please write a version of this @yudapearl paper aimed at the assumptions & examples of DiD. #EconTwitter https://t.co/JfxQHGlxgw
— Arthur Lewbel (@lewbel) July 29, 2021
This is a really interesting discussion of using potential outcomes to define causal effects. Not sure I agree with the critiques, but they're thought-provoking
— Peter Hull (@instrumenthull) July 26, 2021
key quote: "I don’t like the idea of types defined by something that happens in the future.."https://t.co/AWRK9Qgj4W pic.twitter.com/a1J8pDxfXK
As I was re-reading this paper recently, I wanted to draw attention to the fact that this paper by Gardner (2021) derives (in appendix B)( the event-specific weights for each event in a "stacked regression" used in Cengiz et al (2019).
— Arindrajit Dube (@arindube) July 21, 2021
1/https://t.co/ucvjcNtq3Q pic.twitter.com/drVnoE1xHb