fastdid - Fast Staggered Difference-in-Difference Estimators
A fast and flexible implementation of Callaway and Sant'Anna's (2021)<doi:10.1016/j.jeconom.2020.12.001> staggered Difference-in-Differences (DiD) estimators, 'fastdid' reduces the computation time from hours to seconds, and incorporates extensions such as time-varying covariates and multiple events.
Last updated 3 months ago
difference-in-differencesevent-studystaggered-did
6.58 score 27 stars 4 scripts 650 downloads