Stata 18 – EconMacro

Regression Adjustment for Heterogeneous DiD in Stata: Comparing xthdidregress, lwdid, jwdid, and csdid

I am currently attending the Timberlake Econometrics Summer School at Churchill College, Cambridge, where I am following Professor Jeffrey Wooldridge’s class. This course provided an excellent opportunity to…

Post date July 21, 2026
Post categories In Illustrated, Pedagogical Note
Tags Causal Inference, Causal inference methods, csdid, Heterogeneous Difference-in-Differences, jwdid, lwdid, Stata 18, STATA Code, Timberlake

Local Projections Difference-in-Differences (LP-DiD) estimator

In this blog, I illustrate the LP-DiD estimator by Dube, Girardi, and Jorda (2023). I will leverage my previous blogs on Heterogeneous Difference-in-Differences with Stata: This new estimator…

Post date February 19, 2025
Post categories In Codes and Datasets
Tags Causal Inference, Causal inference methods, Difference-in-Differences, Heterogeneous Difference-in-Differences, Local Projection, LP-DiD, Stata 18, STATA Code

Heterogeneous Difference-in-Differences with Stata (Again)

Yesterday, Stata released two videos on how to use Difference-in-Differences commands built-in within Stata. The videos are very pedagogical, so allow me to share them with you: Treatment…

Post date August 22, 2024
Post categories In Illustrated, Pedagogical Note
Tags Causal Inference, Causal inference methods, Heterogeneous Difference-in-Differences, Stata 18, STATA Code
1 Comment on Heterogeneous Difference-in-Differences with Stata (Again)

Heterogeneous Difference-in-Differences with Stata

A few days ago, I assisted to wonderful presentation by Di Liu of StataCorp LLC. His explanations were crystal clear about the difference-in-difference commands introduced in Stata 18.…

Post date September 14, 2023
Post categories In Illustrated, Pedagogical Note
Tags Causal Inference, Causal inference methods, Heterogeneous Difference-in-Differences, Stata 18, STATA Code

Regression Adjustment for Heterogeneous DiD in Stata: Comparing xthdidregress, lwdid, jwdid, and csdid

Local Projections Difference-in-Differences (LP-DiD) estimator

Heterogeneous Difference-in-Differences with Stata (Again)

Heterogeneous Difference-in-Differences with Stata

AR Filtering or Lag Controls? What the Frisch-Waugh-Lovell Theorem Really Says

From Eurostat to a Monthly Inflation Panel in Stata

Inspect, Combine, and Link Data in Stata

xtswitchdid with Stata

How to Place Country Labels Precisely in Stata Bubble Plots