Decomposing TWFE in a Continuous Diff-in-Diff: Part 1

Scott AI looking pretty rough like he may have just barely survived a knife to the neck the night before. His commitment to getting this paper dissected so he can post something to his substack continues to inspire me.

Introduction

This is an ongoing deep dive on a new paper by Callaway, Goodman-Bacon and Sant’Anna. It came out in 2021, but was revised …