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asheshrambachan
HonestDiD:Robust Inference in Difference-in-Differences and Event Study Designs
Provides functions to conduct robust inference in difference-in-differences and event study designs by implementing the methods developed in Rambachan & Roth (2023) <doi:10.1093/restud/rdad018>, "A More Credible Approach to Parallel Trends" [Previously titled "An Honest Approach..."]. Inference is conducted under a weaker version of the parallel trends assumption. Uniformly valid confidence sets are constructed based upon conditional confidence sets, fixed-length confidence sets and hybridized confidence sets.
Maintained by Ashesh Rambachan. Last updated 1 months ago.
difference-in-differencesevent-studiesrobust-inference
197 stars 7.05 score 63 scripts