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Posts tagged #eventstudy

Dominik Liebl
Dominik Liebl
@dliebl.com
1 month ago
Preview
Making Event Study Plots Honest: A Functional Data Approach to Causal Inference Event study plots are the centerpiece of Difference-in-Differences (DiD) analysis, but current plotting methods cannot provide honest causal inference when the parallel trends and/or no-anticipation a...

📄 Paper: arxiv.org/abs/2512.06804
📦 R package: ccfang2.github.io/fdid/

Joint work with my PhD student Chencheng Fang — he did a fantastic job.
▶️ ccfang2.github.io

#CausalInference #DifferenceInDifferences #Econometrics #EventStudy #Statistics #RStats #AcademicResearch

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Cannon "like boom" Cloud
Cannon "like boom" Cloud
@cannoncloud.bsky.social
11 months ago
Preview
Multicollinearity with Leads and Unit-Specific Linear Time Trends in Panel Regression I have a panel dataset with outcome variable Y observed for units (unit_id) over time (time). I am estimating the effect of a treatment (treatment) using a Two-Way Fixed Effects (TWFE) regression w...

Can anyone help me with my #OLS/TWFE #eventstudy #DiD question. I am trying to estimate leads on pre-treatment data in a staggered rollout with unit linear time trends and ending up with a multi-collinearity headache. stats.stackexchange.com/questions/66...

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