I am so happy to see this out in the open!
We are finalizing an R package to implement the test in more general cases, including staggered setups.
So stay tuned!
Ok I may have, uhh... underestimated the demand for this. I put the TeX files and pdfs on GitHub: https://t.co/HgfE19XZxW https://t.co/DtpsWc0uvX https://t.co/njPvY0XqNb
Big overhaul today to the Event-Study/Dynamic DID page by me. Added Stata & Python AND added Sun and Abraham (2020) example code for R and Stata. Run that S&A! And if anyone can spot the remaining problem in the R S&A code (noted in code) that'd be great. https://t.co/kQIyhidM9C
For anyone interested, I've added to the Dropbox folder the slides for my recent keynote talk at the New York Camp Econometrics. It summarizes the main results and also shows Stata output from running the staggered do file. Link below.
#metricstotheface
https://t.co/q1AnkhEF97
Hmmm, I like being called intrepid, though I never would have picked that word myself. 🙂 More seriously, I really hope to be able to give advice on how to get papers published.