Scott's Mixtape Substack

Scott's Mixtape Substack

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Scott's Mixtape Substack
Scott's Mixtape Substack
A Tale of Time Varying Covariates
Difference-in-Differences

A Tale of Time Varying Covariates

Sant'Anna and Zhao (2020) Explainer

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scott cunningham
Apr 12, 2021
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Scott's Mixtape Substack
Scott's Mixtape Substack
A Tale of Time Varying Covariates
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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. …

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