Learning Continuous Diff-in-Diff with Claude Code: Deriving the TWFE Weights (Part 1)

Claude Code 40

We are going to be, in this series, going slow. The purpose will be two things. One, learn the continuous diff-in-diff paper by Callaway, Goodman-Bacon and Sant’Anna (CBS), conditionally accepted at AER. Two, I am going to take a stab at building something that I can use again — a package. Brantly Callaway already has an R package, so we will see wha…