4/4
📖 Draft available for free until publication:
👉 papers.ssrn.com/sol3/papers....
We welcome feedback, praise, bug reports, and citations 😇
#DID #causalinference #econometrics #socialscience #bookdrop
3/4
Real examples, real confusion, real fixes.
We’ve been asked many many many hard DID questions over the years.
This book tries to answer them — with proofs & packages.
Bonus: A practitioners' checklist.
2/4
What’s inside?
✅ A survival guide for DID in the wild
📉 When TWFE goes rogue
⚠️ When trends aren’t so parallel
🔍 When your control group is... questionable
Methods illustrated by revisiting 4 empirical articles so yes, there's code (Stata. R coming soon. Python fans, courage.).
🧵1/4
🚨 We have finalized our DID textbook!
You’ve run out of excuses for sketchy pre-trends and mysterious TWFE coefficients.
📘 Credible Answers to Hard Questions: Differences-in-Differences for Natural Experiments
By Chaisemartin & D’Haultfœuille.
papers.ssrn.com/sol3/papers....
but governments—who fund the research behind these tools—apply them too rarely to their own policies. In this piece, Xavier D'Haultfoeuille and I argue for greater use of evaluation tools in public decision-making and for ensuring that these tools remain accessible public goods.
Pleased to share op-ed in Le Monde: "Impact Evaluation: For GAFAM or for Citizens?"
🔗 French version (Le Monde):
www.lemonde.fr/idees/articl...
🔗 English translation (Sciences Po):
www.sciencespo.fr/department-e...
Tech companies routinely use impact evaluation tools to optimize their services...
Looking forward to presenting “Electoral Discrimination Reconsidered”, with Selen Onculoglu at #CPSA_ACSP25
The last few years have seen a) major changes in racial politics b) new null results c) methodological developments.
So: do ethnic minority candidates really get less votes?
Very excited to teach, with Moussa Richard Kouamé, in the 2025 Africa Summer School of the Econometrics Society, in ENSEA Abidjan! The class will be about DIDs (what else?), following our textbook. Looking forward to it! www.econometricsociety.org/regional-act...
papers.ssrn.com/sol3/papers....
new preprint
"On the Foundations of the Design-Based Approach"
from Aronow, Jang, and Offer-Westort
TWFE Event_study plot showing sign reversal
I created a shiny web tool to play around with OL/TWFE so you can teach how this stuff can get so screwy. You can mess with temporal and cohort heterogeneity, treatment timing, whether you have any controls, etc. Share your worst plots! #econsky cannoncloud.shinyapps.io/TWFE_OLS_Pla...
Happy to share videos of 12-hour course on DIDs I taught at @liser.lu in Luxemburg. Covers in depth the first 7 chapters of our textbook, and last chapter more quickly. Use it to teach yourself (for free!) recent developments on DID! Thanks @andreaecon.bsky.social for class and videos!
Just posted updated version of our DID textbook! We now have drafts of all chapters, including the one on general designs! Now you can tell your friends still on X that they are DID-outdated :-) Happy easter for those of you that celebrate it. papers.ssrn.com/sol3/papers....
🚩New version of a working paper now available!🚩
"Rounding the (Non)Bayesian Curve: Unraveling the Effects of Rounding Errors in Belief Updating" with Yaroslav Rosokha
papers.ssrn.com/sol3/papers....
A thread 👇👇
#Bayes #TeachBE #EconSky
Prof. Clément de Chaisemartin
Andrea Albanese
Day 2 of the course on Difference-in-Differences (DiD) at the Jane Jacobs Conference Room, LISER, with Prof. Clément de Chaisemartin @cdechaisemartin.bsky.social.
ℹ️ Learn more: www.liser.lu/course-diffe...
Organised by @andreaecon.bsky.social & Pierre Imhoff 🤝
#EconSky #Econometrics #Education
🏁 Day 2 of Prof. Clément de Chaisemartin's visit concludes with a seminar: "Difference-in-Differences Estimators of Intertemporal Treatment Effects"
🙏 Big thanks to @cdechaisemartin.bsky.social and organisers @andreaecon.bsky.social et al.
ℹ️ www.liser.lu/course-diffe...
#EconSky #Econometrics
Please RT: I am hiring RAs, for 12-month contracts, starting in June/July or early September 2025. Apply if you’re interested in working on some fun and useful econometrics projects!
#EconSky
euraxess.ec.europa.eu/jobs/331499
Last chance to register for our Difference-in-Differences course with Prof. Clément de Chaisemartin (@cdechaisemartin.bsky.social), taking place tomorrow and Wednesday – April 1st & 2nd!
Join us at @liser.lu or online for this free course.
Register now: www.liser.lu/fr/course-di...
#EconSky
👋 A big LISER welcome to Prof. Clément de Chaisemartin (@cdechaisemartin.bsky.social) who has arrived in #Luxembourg to give a 2-day course on Difference-in-Differences (DiD).
ℹ️ Learn more: www.liser.lu/course-diffe...
💪Organised by @andreaecon.bsky.social et al.
#EconSky #Econometrics #Education
📘 Ready for Day 2 of our hybrid Difference-in-Differences course at @liser.lu with Prof. Clément De Chaisemartin (@cdechaisemartin.bsky.social)
Still possible to join for Days 3 & 4 (April 1–2, 2025)! Free online registration is open:
👉 www.liser.lu/course-diffe...
#EconSky #CausalInference
📢 Excited to kick off our 12-hour hybrid course on Difference-in-Differences today, led by Prof. Clément De Chaisemartin (@cdechaisemartin.bsky.social) at LISER.
Still time to join!
Free online registration open for Days 3 & 4 (April 1–2, 2025): www.liser.lu/fr/course-di.... #EconSky
⭐LISER is honoured to host a 12-hour course on Difference-in-Differences, led by Prof. Clément de Chaisemartin, starting today.
ℹ️ Free registration for Days 3 and 4 is still possible!
ℹ️ Learn More & Register here:
www.liser.lu/course-diffe...
.
@andreaecon.bsky.social
@cdechaisemartin.bsky.social
Dofile and datasets to replicate our empirical applications in Chapters 3 and 4 are available from SSC:
ssc desc cc_xd_didtextbook
net get cc_xd_didtextbook
Chapter 5 on designs with variation in treatment timing is in good shape. Chapter 6 on designs with variation in treatment dose is also in good shape. So what's left is essentially Chapter 7, on general designs.
Slowly but surely coming along: we have a new version of our working textbook on diffs in diffs!
papers.ssrn.com/sol3/papers....
Chapters 2 to 4, which cover the set up, classical DIDs, and relaxations of the parallel trends assumptions have been thoroughly revised and are now almost finished.
We have a 4th Stata package, multisit_regLATE, to estimate sign of reg coefficients of sites' LATEs on characteristics. For instance, can be used to test if LATEs positively correlated to sites' first stages (consistent w Roy model). ssc install multisite, then run it once to install 4 packages.
Today some of the leading economists released a report on how to improve the publication and peer review process in our profession. It is great!
www.econometricsociety.org/uploads/docu...
Wild stuff. How come no one thought of this
Do you work on topics related to employment and labor relations? Submit an individual paper or panel to LERA@ASSA 2026! LERA will be sponsoring a number of sessions, and they usually are well-attended. Submission deadline 3/15. #EconSky #EconConf
Raymond Hicks (@arpie71.bsky.social) has just posted a vast amount of "raw" interwar trade data; it is available at
github.com/arpie71/inte...
#econhist
Ok. You guys just did the theory I desperately needed.