A Tale of Time Varying Covariates

Sant'Anna and Zhao (2020) Explainer

Introduction

These days I am interested in the new papers on difference-in-differences by econometricians and applied microeconomists. I am reading all that I can about this new literature both because I find the work interesting, but also because difference-in-differences is so popular, though maybe there’s some endogeneities in one or the other too. …