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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.

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difference-in-differencesevent-studystaggered-did

6.11 score 32 stars 6 scripts 161 downloads