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Statistical Packages
  • sdid_event, a Stata module to implement event study analysis with sdid.
  • Packages from the did_multiplegt family I currently update
    • did_multiplegt_dyn, estimation of event-study Difference-in-Difference (DID) estimators in designs with multiple groups and periods, and with a potentially non-binary treatment that may increase or decrease multiple times.
    • stute_test, a non-parametric test, originally proposed by Stute (1997), that the expectation of a dependent variable Y given an independent variable D is linear in D.
    • yatchew_test, a non-parametric test of linearity originally proposed by Yatchew (1997) and improved by de Chaisemartin & D'Haultfoeuille (2024) to be robust under heteroskedasticity.
Stata Utilities
  • ecollapse, extended Stata collapse function with support for string concatenation and union.
  • StataPostProduce, a Stata package that translates gr_edit commands into user-friendly codes, a.k.a. the One Piece of Stata Programming.
  • runview, a simple plugin to preview Stata help files from VSCode.
  • lcollapse, Stata collapse function, but it keeps the labels.
R Utilities
  • rnames, recursive display of items in R nested lists.
Lots of other programming shenanigans on my Github page.