Resources
R Packages
I am the co-creator of two packages for DiD methods, with others in development. See each package's README for instructions.
staggeredGMM
GMM Estimation of Treatment Effects Under Staggered Adoption
Companion to Estimating Treatment Effects under Staggered Timing and Non-Spherical Errors (with Rishabh Bijani).
install.packages("staggeredGMM")
phdid
Partial Homogeneity in Staggered Difference-in-Differences
Companion to A Bayesian Approach to Partial Homogeneity in Staggered Difference-in-Difference (with Rohan Wagle).
install.packages("phdid")
Student Research
- An Introduction to Instrumental Variables Using Simulations by Aratrika Patnaik and Isha BK (2026) A tutorial for readers new to econometrics that uses simulated data to show why OLS is biased and how IV corrects it.