What a pleasure it is this week to introduce my guest on the Mixtape with Scott, Dr. Pedro Sant’Anna. Had you asked me a few years ago the likelihood I’d make such a good new friend this late in life, I would not have guessed it, but from countless conversations on social media, and even more in DM on our Slack channel with two other close friends, Pedro Sant’Anna has become one of my favorite people in life. A constantly upbeat, friendly, energetic man, patient to a fault to explain every single detail of econometrics, and enjoying himself as does so, he is one of the best in the profession. He is as many of you know one of the half dozen important young econometricians that have made major contributions to the difference-in-differences research design. His productivity is intense so I can’t name them all, but the two I know best, almost by heart, are:
Callaway and Sant’Anna (2021), “Difference-in-differences with multiple time periods” Journal of Econometrics
Sant’Anna and Zhou (2020), “Doubly-robust difference-in-differences estimators”, Journal of Econometrics
The first one has over 2000 cites and it was only published a little over a year ago. He also has an Econometrica with Jon Roth on issues related to functional form and parallel trends in diff-in-diff and a review article (also with Jon Roth, but also with John Poe and Alyssa Bilinski) for anyone who wants to in one stop learn everything you need to know about diff-in-diff.
In this mixtape episode, though, we learn more than just his papers. Pedro shares his story with me. I hope you like it and I hope as always you come to value both his story, but also the contemporary ongoing series I’m doing on the many stories of economists. Because to quote, Sue Johnson:
“We use stories to make sense of our lives. And we use stories as models to guide us in the future. We shape stories, and then stories shape us.”
Consider subscribing, sharing and possibly even supporting the substack as I continue to try and accumulate enough stories of living economists that we have those stories to help us make sense of our lives, but also an oral history of the profession. Thank you again for your support! Youtube below!
S2E6: Interview with Pedro Sant’Anna, Professor, Economist and Econometrician