Expertini Research Research
Economics And Finance PDF Available DOI: 10.32614/RJ-2022-048 Non-peer-reviewed Preprint

{did2s}: Two-Stage Difference-in-Differences

Kyle Butts, John Gardner  ·  Published 2021-09-10

Abstract

Recent work has highlighted the difficulties of estimating difference-in-differences models when treatment timing occurs at different times for different units. This article introduces the R package did2s which implements the estimator introduced in Gardner (2021). The article provides an approachable review of the underlying econometric theory and introduces the syntax for the function did2s. Further, the package introduces a function, event_study, that provides a common syntax for all the modern event-study estimators and plot_event_study to plot the results of each estimator.
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