Resources
Table of contents
BooLibros
Clément de Chaisemartin 
and Xavier D’Haultfoeuille (2024). Credible Answers to Hard Questions: Differences-in-Differences for Natural Experiments. Working textbook under contract with Princeton University Press.
Miguel Hernan and Jamie Robins (2022). Causal Inference: What If.
Nick Huntington-Klein (2021). The Effect.
Scott Cunningham (2020). Causal Inference: The Mix Tape.
Blog y notas
Matteo Courthoud. Medium blog on Causal inference
Kyle Butts. Personal blog with DiD entries.
Sylvain Chabé-Ferret : Statistical Tools for Causal Inference Chapter 4: Difference-in-Differences.
Matheus Facure. Causal Inference for The Brave and True
Davis Schönholzer has a series of lectures on DiD here.
The World Bank’s Development Impact blog has several entries on DiD:
- 24 Jan 2022: Explaining why we should believe your DiD assumptions
- 10 Jan 2022: A new synthesis and key lessons from the recent difference-in-differences literature
- 04 Nov 2021: DiD you see Beta? Beta who? Part 2
- 02 Nov 2021: DiD you see Beta? Beta who? Part 1
- 30 Sep 2019: What Are We Estimating When We Estimate Difference-in-Differences?
Scott Cunningham : Scott’s Substack has entries on DiD papers.
An Introduction to DiD with Multiple Time Periods by Brantly Callaway and Pedro H.C. Sant’Anna .
Jeffrey Wooldridge has several notes on DiD which are shared on his Dropbox including Stata dofiles.
Fernando Rios-Avila has a great explainer for the Callaway and Sant’Anna (2020) CS-DID logic on his blog.
Christine Cai has a working document which lists recent papers using different methods including DiDs.
Andrew C. Baker has notes on Difference-in-Differences Methodology with supporting material on GitHub.
Videos y clases en linea
[Jonas Peters[(http://web.math.ku.dk/~peters/) has a four part lecture series on YouTube:
Yiqing Xu has a series of lecture on his YouTube channel.
Pedro H.C. Sant’Anna. Triple Differences Research Designs at Causal Solutions.
Brady Neal. A brief introduction to causal inference.
Nick Huntington-Klein has series of short videos on DiD literature on YouTube as part of The Effect book series.
Ben Elsner has a YouTube lecture series on causal inference including the new DiD literature.
Jorge Perez Perez has a YouTube lecture series with his co-authors (see xtevent in the Stata section for paper and package) on event studies with the following sequence of videos:
- Jesse Shapiro, Christian Hansen: Introduction to Linear Panel Event-Study Designs
- Jorge Perez Perez: Event-Study Plots: Basics
- Simon Freyaldenhoven: Event-Study Plots: Suggestions
- Simon Freyaldenhoven: Approaches without Proxies or Instruments
- Jorge Perez Perez: Approaches with Proxies or Instrumental Variables
- Jorge Perez Perez: Performance of Different Estimators
- Simon Freyaldenhoven: Heterogeneous Policy Effects
Josh Angrist (MIT) has an animated video on DiD here.
Paul Goldsmith-Pinkham has a brilliant set of slides on empirical methods including DiD on GitHub. These are also supplemented by his YouTube lecture series.
Scott Cunningham : CodeChella, one of the first DiD workshops, in July 2021. The recordings from the workshop are available at YouTube.
Taylor J. Wright organized an online DiD reading group in the summer of 2021. The lectures can be viewed on YouTube. Here is a playlist in the order they appear:
- Andrew Goodman-Bacon: Difference-in-Differences with Variation in Treatment Timing. 27 April 2021.
- Jonathan Roth: Testing and Sensitivity Analysis for Parallel Trends. 10 May 2021.
- Pedro H.C. Sant’Anna: Difference-in-Differences with Multiple Time Periods. 15 May 2021.
- Akash Issar: Two-way fixed effects estimators with heterogeneous treatment effects. 11 June 2021.
- Kirill Borusyak: Revisiting Event Study Designs: Robust and Efficient Estimation. 13 June 2021.
- Kyle Butts: Difference-in-Differences with Spatial Spillovers. 29 June 2021.
- John Gardner: Two-stage differences in differences. 11 July 2021.
- Brantly Callaway: Difference-in-Differences with a Continuous Treatment. 6 August 2021.
- Clément de Chaisemartin: Two-way Fixed Effects Regressions with Several Treatments. 4 September 2021.
Chloe East in 2021 organized an online DiD reading group.