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I'll be talking about my recent work with soo jeong lee on rolling methods for staggered difference-in-differences. All done using existing Stata commands.

Exciting News! My working paper with Jeffrey Wooldridge is now available on SSRN. "A Simple Transformation Approach to Difference-in-Differences Estimation for Panel Data." Link: papers.ssrn.com/sol3/papers.cf… Any feedback would be greatly appreciated 😊 #FirstTweet #PanelData #DiD

This is a very good paper. 😬 Our method permits using more information than the usual event-study approaches, and so is generally more efficient. It can lose efficiency compared with pooled OLS/ETWFE in the staggered case, but the benefit is applying any TE estimator you want.

P. Pongtipan Jeffrey Wooldridge Here is a Github link containing simple do files. Full ver. will be uploaded soon ( Jeffrey Wooldridge) Hope this will be helpful! github.com/Soo-econ/Lee_W…

“I am honored to be the first holder of the Walter Adams Distinguished Faculty Fellow because, in addition to being an impressive scholar with broad-based knowledge & perspective, Walter was a mentor and friend,” -Prof. Jeffrey Wooldridge: socialscience.msu.edu/news-events/ne… #MSUEconomics

Introducing our 2024-2025 job market candidates! For more information, visit spr.ly/6013qPOyW. #MSUEconomics #MSUSocialScience #EconTwitter

Okay, I know I'm not supposed to write any more DiD papers, but my soon-to-be-former student soo jeong lee shares the blame. download.ssrn.com/2025/7/2/53256…