Rolling Estimation Methods for Staggered Difference-in-Differences

Oceania Stata Conference 2023 - Jeff Wooldridge
About: This talk discusses relatively efficient regression, propensity score, and doubly robust estimation methods in settings with staggered policy interventions. The estimators and standard errors can be obtained using existing Stata commands.
About Jeff: Jeffrey M. Wooldridge is University Distinguished Professor of Economics at Michigan State University, where he has taught since 1991. Dr. Wooldridge has published more than forty articles in internationally recognized journals, as well as several book chapters. He is the author of Introductory Econometrics: A Modern Approach (South-Western, 4e, 2009) and Econometric Analysis of Cross Section and Panel Data (MIT Press, 2002). Dr. Wooldridge is a fellow of the Econometric Society and of the Journal of Econometrics and currently serves on the editorial boards of the Journal of Economic Literature and the Stata Journal.
Links:
Jeff's MSU Profile: econ.msu.edu/faculty/wooldridge/
User Written Stata Command (by Fernando Rios-Avila): jwdid, available at friosavila.github.io/playingw...