In spring-summer 2021, I organized a virtual brownbag series to discuss recent working papers on econometric methods, focusing on advances in the difference in difference and event study literatures and implications for applied microeconomics research. These were open to, and attended by, faculty and graduate students from all over the world. Below I list the papers we discuss, as well as link to the slides I summarizing the papers for the discussion. I also organized "clinics" where folks with specific questions/issues could bring these to the reading group to get advice.
Thanks also to co-chair Yulya Truskinovsky and David Burgherr for their help in organizing and understanding the papers!
These discussions and clinics are over for the 2021 season, but stay tuned via email and twitter for an announcement of another season next year!
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Schedule:
On Event Studies and Distributed-Lags in Two-Way Fixed Effects Models: Identification, Equivalence, and Generalization, Led by Chloe East
paper by Kurt Schmidheiny and Sebastian Siegloch
Link to Slides
Revisiting Event Study Designs, with an Application to the Estimation of the Marginal Propensity to Consume, Led by Chloe East
paper by Kirill Borusyak and Xavier Jaravel
Link to Slides
Difference-in-Differences with Multiple Time Periods, Led by Yulya Truskinovsky
paper by Brantly Callaway and Pedro H. C. Sant'Anna
Link to Slides
Also highly recommend this summary by Scott Cunningham
Difference-in-Differences with Variation in Treatment Timing, April 8, Led by Austin Nichols
paper by Andrew Goodman-Bacon
Discussion of R Package Code from Difference-in-Differences with Multiple Time Periods, April 29, Led by Olivia Healy
Link to Slides
Helpful R for Mac download instructions: Link
How Much Should We Trust Staggered Difference-In-Differences Estimates?, May 6, led by Andrew Baker and paper paper by Andrew Baker
Two-stage differences in differences, May 20, Led by Will Wheeler
Link to Slides
paper by John Gardner
Estimating dynamic treatment effects in event studies with heterogeneous treatment effects, June 10, Led by Catherine Maclean and Thanh Lu
Link to Slides
paper by Liyang Sun and Sarah Abraham
Also highly recommend this summary by Scott Cunningham
Two-Way Fixed Effects Estimators with Heterogeneous Treatment Effects, June 17, Led by Britt Bolin
paper by Clément de Chaisemartin and Xavier D'Haultfœuille
Example of Implementation of Callaway and Sant'Anna (2020): The Returns to Library Investment, July 1, Led by Peter Nencka, paper by Peter Nencka, Greg Gilpin and Ezra Karger
Wrap-Up Discussion + Practitioner Guide, July 8, Led by David Burgherr and Chloe East
Link to Slides
Link to Example Code
If you'd like to support this work, please consider donating what you can to the International Rescue Committee
Other Related Resources
Taylor Wright is organizing a virtual brownbag series on similar recent papers that begins late April 2021 and I highly recommend you also check out: https://taylorjwright.github.io/did-reading-group/
Christine Cai summarized many of the new papers on applied econometric methods in this fantastic document: https://christinecai.github.io/PublicGoods/applied_micro_methods.pdf
Thanks also to co-chair Yulya Truskinovsky and David Burgherr for their help in organizing and understanding the papers!
These discussions and clinics are over for the 2021 season, but stay tuned via email and twitter for an announcement of another season next year!
Sign Up Form
Schedule:
On Event Studies and Distributed-Lags in Two-Way Fixed Effects Models: Identification, Equivalence, and Generalization, Led by Chloe East
paper by Kurt Schmidheiny and Sebastian Siegloch
Link to Slides
Revisiting Event Study Designs, with an Application to the Estimation of the Marginal Propensity to Consume, Led by Chloe East
paper by Kirill Borusyak and Xavier Jaravel
Link to Slides
Difference-in-Differences with Multiple Time Periods, Led by Yulya Truskinovsky
paper by Brantly Callaway and Pedro H. C. Sant'Anna
Link to Slides
Also highly recommend this summary by Scott Cunningham
Difference-in-Differences with Variation in Treatment Timing, April 8, Led by Austin Nichols
paper by Andrew Goodman-Bacon
Discussion of R Package Code from Difference-in-Differences with Multiple Time Periods, April 29, Led by Olivia Healy
Link to Slides
Helpful R for Mac download instructions: Link
How Much Should We Trust Staggered Difference-In-Differences Estimates?, May 6, led by Andrew Baker and paper paper by Andrew Baker
Two-stage differences in differences, May 20, Led by Will Wheeler
Link to Slides
paper by John Gardner
Estimating dynamic treatment effects in event studies with heterogeneous treatment effects, June 10, Led by Catherine Maclean and Thanh Lu
Link to Slides
paper by Liyang Sun and Sarah Abraham
Also highly recommend this summary by Scott Cunningham
Two-Way Fixed Effects Estimators with Heterogeneous Treatment Effects, June 17, Led by Britt Bolin
paper by Clément de Chaisemartin and Xavier D'Haultfœuille
Example of Implementation of Callaway and Sant'Anna (2020): The Returns to Library Investment, July 1, Led by Peter Nencka, paper by Peter Nencka, Greg Gilpin and Ezra Karger
Wrap-Up Discussion + Practitioner Guide, July 8, Led by David Burgherr and Chloe East
Link to Slides
Link to Example Code
If you'd like to support this work, please consider donating what you can to the International Rescue Committee
Other Related Resources
Taylor Wright is organizing a virtual brownbag series on similar recent papers that begins late April 2021 and I highly recommend you also check out: https://taylorjwright.github.io/did-reading-group/
Christine Cai summarized many of the new papers on applied econometric methods in this fantastic document: https://christinecai.github.io/PublicGoods/applied_micro_methods.pdf