DiD Reading Group


Recently, it seems like barely a week goes by before there’s a new paper on difference-in-differences, two-way fixed-effects estimators, and event study research methods. If you’re anything like me then you’ve got a folder with a bunch of these papers in it but haven’t gotten around to digging into them yet. Maybe you’ve been pointed to them (or have done the pointing) in referee reports.

I figured that there was probably a bunch of people in the same boat (try over 550 in the Slack alone) and so in spring 2021, I organized reading group to dig into this new literature. Many authors of these papers graciously agreed to present, with an eye towards the more applied audience of the reading group. The meetings were recorded and are available on Youtube. After the sessions I would try to work through some simple examples of implementation in R or Stata, the example code is available on Github.

Github repo with examples and code
Youtube Playlist


Andrew Goodman-Bacon
“Difference-in-Differences with Variation in Treatment Timing”
April 14 @ 3PM EST
Youtube | Slides

Jonathan Roth
“An Honest Approach to Parallel Trends” (with Ashesh Rambachan)
May 7 @ 3PM EST
Youtube | Slides

Pedro H.C. Sant’Anna
“Difference-in-Differences with Multiple Time Periods” (with Brantly Callaway)
May 14 @ 12PM EST
Youtube | Slides

Akash Issar
“Two-way fixed effects estimators with heterogeneous treatment effects” by Clément de Chaisemartin and Xavier D’Haultfoeuille
June 4 @ 3PM EST
Youtube | Slides

Kirill Borusyak
“Revisiting Event Study Designs: Robust and Efficient Estimation” (with Xavier Jaravel and Jann Spiess)
June 11 @ 12PM EST
Youtube | Slides

Kyle Butts
“Differences-in-Differences with Spatial Spillover”
June 25 @ 3PM EST
Youtube | Slides

John Gardner
“Two-stage differences in differences”
July 9 @ 3PM EST
Youtube | Slides

Brantly Callaway
“Difference-in-Differences with a Continuous Treatment” (with Andrew Goodman-Bacon and Pedro H.C. Sant’Anna)
August 6 @ 3PM EST
Youtube | Slides

Clément de Chaisemartin
“Two-way Fixed Effects Regressions with Several Treatments” (with Xavier D’Haultfoeuille)
September 3 @ 12PM EST
Youtube | Slides

Other Resources

Christine Cai has an awesome resource that we’ll likely be using heavily to decide which papers to cover: https://christinecai.github.io/PublicGoods/applied_micro_methods.pdf

Chloe East has a similar series of virtual brownbags that you should also check out: https://www.chloeneast.com/metrics-discussions.html

Here’s a twitter thread that has slides form some of the authors of these papers, another great resource for presenters in the reading group!