Resources

This section contains a miscellaneous collection of lecture notes, videos, papers, workshops, etc. Please feel free to suggest additional references.

Table of contents

Books

Free online books that you can also buy. Note that books might be removed or links might change. Please report these!

Clément de Chaisemartin and Xavier D’Haultfoeuille (2024). Credible Answers to Hard Questions: Differences-in-Differences for Natural Experiments. Working textbook under contract with Princeton University Press.

Miguel Hernan and Jamie Robins (2022). Causal Inference: What If.

Nick Huntington-Klein (2021). The Effect.

Scott Cunningham (2020). Causal Inference: The Mix Tape.

Blogs and notes

Matteo Courthoud. Medium blog on Causal inference

Kyle Butts. Personal blog with DiD entries.

Sylvain Chabé-Ferret : Statistical Tools for Causal Inference Chapter 4: Difference-in-Differences.

Matheus Facure. Causal Inference for The Brave and True

Davis Schönholzer has a series of lectures on DiD here.

The World Bank’s Development Impact blog has several entries on DiD:

Scott Cunningham : Scott’s Substack has entries on DiD papers.

An Introduction to DiD with Multiple Time Periods by Brantly Callaway and Pedro H.C. Sant’Anna .

Jeffrey Wooldridge has several notes on DiD which are shared on his Dropbox including Stata dofiles.

Fernando Rios-Avila has a great explainer for the Callaway and Sant’Anna (2020) CS-DID logic on his blog.

Christine Cai has a working document which lists recent papers using different methods including DiDs.

Andrew C. Baker has notes on Difference-in-Differences Methodology with supporting material on GitHub.

Events and workshops

Scott Cunningham is now regularly organizing DiD workshops. You can find more information on Mixtape Sessions.

Pedro H.C. Sant’Anna . sometimes offers DiD workshops. Follow his Twitter for announcements or visit Causal Solutions.

Jeffrey Wooldridge sometimes offers DiD workshops. Follow his Twitter for announcements.

Videos and online lectures

[Jonas Peters[(http://web.math.ku.dk/~peters/) has a four part lecture series on YouTube:

Yiqing Xu has a series of lecture on his YouTube channel.

Pedro H.C. Sant’Anna. Triple Differences Research Designs at Causal Solutions.

Brady Neal. A brief introduction to causal inference.

Nick Huntington-Klein has series of short videos on DiD literature on YouTube as part of The Effect book series.

Ben Elsner has a YouTube lecture series on causal inference including the new DiD literature.

Jorge Perez Perez has a YouTube lecture series with his co-authors (see xtevent in the Stata section for paper and package) on event studies with the following sequence of videos:

Josh Angrist (MIT) has an animated video on DiD here.

Paul Goldsmith-Pinkham has a brilliant set of slides on empirical methods including DiD on GitHub. These are also supplemented by his YouTube lecture series.

Scott Cunningham : CodeChella, one of the first DiD workshops, in July 2021. The recordings from the workshop are available at YouTube.

Taylor J. Wright organized an online DiD reading group in the summer of 2021. The lectures can be viewed on YouTube. Here is a playlist in the order they appear:

Chloe East in 2021 organized an online DiD reading group.

Papers

Papers are sorted by year and last name. Papers marked with the symbol are review papers and can be considered as essential readings. Please note that this section is not updated frequently and paper links might be outdated.

2024

Jonathan Roth (2024). Interpreting Event-Studies from Recent Difference-in-Differences Methods.

2024

Clément de Chaisemartin , Xavier D’Haultfoeuille (2024). Difference-in-Differences Estimators of Intertemporal Treatment Effects. The Review of Economics and Statistics.

2023

Alisa Tazhitdinova, Gonzalo Vazquez-Bare (2023). Difference-in-Differences with Unequal Baseline Treatment Status.

Andrew Gelman, Jessica Hullman, Lauren Kennedy (2023). Causal quartets: Different ways to attain the same average treatment effect

Ashesh Rambachan, Jonathan Roth (2023). A More Credible Approach to Parallel Trends. The Review of Economic Studies.

2022

Pedro Picchetti, Cristine Pinto (2022). Marginal Treatment Effects in Difference-in-Differences

Yuya Sasaki, Takuya Ura (2022). Estimation and Inference for Moments of Ratios with Robustness against Large Trimming Bias

Dalia Ghanem, Pedro H. C. Sant’Anna, Kaspar Wüthrich (2022). Selection and parallel trends.

P Rosenbaum, D Rubin (2022). Propensity scores in the design of observational studies for causal effects. Biometrika.

Jonathan Roth , Pedro H.C. Sant’Anna (2022). When Is Parallel Trends Sensitive to Functional Form?.

Andrew Baker, Jonah B. Gelbach (2022). Machine Learning and Predicted Returns for Event Studies in Securities Litigation.

Andrew C. Baker , David F. Larcker, Charles C. Y. Wang (2022). How Much Should We Trust Staggered Difference-In-Differences Estimates? Journal of Financial Economics.

Carolina Caetano, Brantly Callaway, Stroud Payne, Hugo Sant’Anna Rodrigues (2022). Difference in Differences with Time-Varying Covariates

Clément de Chaisemartin, Xavier d’Haultfoeuille, Félix Pasquier, Gonzalo Vazquez-Bare (2022). Difference-in-Differences Estimators for Treatments Continuously Distributed at Every Period.

Susanne Dandl, Torsten Hothorn, Heidi Seibold, Erik Sverdrup, Stefan Wager, Achim Zeileis (2022). What Makes Forest-Based Heterogeneous Treatment Effect Estimators Work?

Arindrajit Dube, Daniele Girardi, Oscar Jorda, Alan M. Taylor (2022). A Local Projections Approach to Difference-in-Differences Event Studies

Dalia Ghanem, Pedro Sant’Anna, Kaspar Wüthrich (2022). Selection and parallel trends.

Paul Goldsmith-Pinkham, Peter Hull & Michal Kolesár (2022). Contamination Bias in Linear Regressions

Nandita Mitra, Jason Roy, Dylan Small (2022). The Future of Causal Inference. American Journal of Epidemiology.

Jonathan Roth , Pedro H.C. Sant’Anna , Alyssa Bilinski , John Poe (2022). What’s Trending in Difference-in-Differences? A Synthesis of the Recent Econometrics Literature.

Pedro Picchetti, Cristine Pinto (2022). Marginal Treatment Effects in Difference-in-Differences

Anna Wysocki, Katherine Lawson, Mijke Rhemtulla (2022). Statistical Control Requires Causal Justification. Advances in Methods and Practices in Psychological Science.

2021

Dmitry Arkhangelsky , Susan Athey , David A. Hirshberg, Guido Imbens, Stefan Wager (2021). Synthetic Difference in Differences. American Economic Review.

Dmitry Arkhangelsky , Guido Imbens, Lihua Lei , Xiaoman Luo (2021). Double-Robust Two-Way-Fixed-Effects Regression For Panel Data.

Eli Ben-Michael, Avi Feller, Jesse Rothstein (2021). Synthetic Controls with Staggered Adoption.

Kirill Borusyak , Xavier Jaravel , Jann Spiess (2021). Revisiting Event Study Designs: Robust and Efficient Estimation.

Brantly Callaway, Andrew Goodman-Bacon, Pedro H.C. Sant’Anna (2021). Difference-in-Differences with a Continuous Treatment.

Clément de Chaisemartin , Xavier D’Haultfoeuille (2021). Two-Way Fixed Effects and Differences-in-Differences with Heterogeneous Treatment Effects: A Survey.

Clément de Chaisemartin , Xavier D’Haultfoeuille (2021). Two-way fixed effects regressions with several treatments.

Clément de Chaisemartin , Xavier D’Haultfoeuille (2021). Two-Way Fixed Effects and Differences-in-Differences with Heterogeneous Treatment Effects: A Survey.

Xavier D’Haultfoeuille, Stefan Hoderlein, Yuya Sasaki (2021). Nonparametric Difference-in-Differences in Repeated Cross-Sections with Continuous Treatments.

Bruno Ferman, Cristine Pinto (2021). Synthetic Controls With Imperfect Pretreatment Fit. Quantitative Economics.

John Gardner (2021). Two-stage differences in differences.

Andrew Goodman-Bacon (2021). Difference-in-differences with variation in treatment timing. Journal of Econometrics.

Pamela Jakiela (2021). Simple Diagnostics for Two-Way Fixed Effects

Kosuke Imai, In Song Kim, Erik Wang (2021). Matching Methods for Causal Inference with Time-Series Cross-Sectional Data.

Kosuke Imai, In Song Kim (2021). On the Use of Two-way Fixed Effects Regression Models for Causal Inference with Panel Data. Political Analysis.

Michelle Marcus, Pedro H. C. Sant’Anna (2021). The Role of Parallel Trends in Event Study Settings: An Application to Environmental Economics. Journal of the Association of Environmental and Resource Economists.

Jonathan Roth (2021). Pre-test with Caution: Event-study Estimates After Testing for Parallel Trends.

Jonathan Roth , Pedro H.C. Sant’Anna (2021). Efficient Estimation for Staggered Rollout Designs.

2020

Brantly Callaway, Pedro H.C. Sant’Anna (2020). Difference-in-Differences with multiple time periods, Journal of Econometrics.

Clément de Chaisemartin , Xavier D’Haultfoeuille (2020). Two-Way Fixed Effects Estimators with Heterogeneous Treatment Effects. American Economic Review.

Pedro H.C. Sant’Anna , Jun Zhao (2020). Doubly robust difference-in-differences estimators. Journal of Econometrics.

Tymon Słoczyński (2020). Interpreting OLS Estimands When Treatment Effects Are Heterogeneous: Smaller Groups Get Larger Weights. The Review of Economics and Statistics.

Liyang Sun, Sarah Abraham (2020). Estimating dynamic treatment effects in event studies with heterogeneous treatment effects. Journal of Econometrics.

2019 and earlier

Bruno Ferman, Cristine Pinto (2019). Inference in Differences-in-Differences with Few Treated Groups and Heteroskedasticity. The Review of Economics and Statistics.

Simon Freyaldenhoven, Christian Hansen, Jesse M. Shapiro (2019). Pre-event Trends in the Panel Event-Study Design. American Economic Review.

Clément de Chaisemartin , Xavier D’Haultfoeuille (2018). Fuzzy differences-in-differences. The Review of Economic Studies.

Hans Fricke (2017). Identification based on difference-in-differences approaches with multiple treatments. Oxford Bulletin of Economics and Statistics.

Xavier D’Haultfoeuille, Stefan Hoderlein, Yuya Sasaki (2013). Nonlinear difference-indifferences in repeated cross sections with continuous treatments.

Susan Athey , Guido Imbens (2006). Identification and inference in nonlinear difference-indifferences models. Econometrica.

Interactive dashboards

These (related) interactive R-Shiny dashboards show how TWFE models give the wrong estimates.

Kyle Butts : https://kyle-butts.shinyapps.io/did_twfe

Hans Henrik Sievertsen : https://hhsievertsen.shinyapps.io/kylebutts_did_eventstudy