Econometric Packages

Difference in difference with multiple time periods

This package implements the estimator of Difference-in-Differences with multiple time periods proposed by Callaway and Sant'Anna (2021) in Python.

Authors: Alexander Quispe & Carlos Guevara in collaboration with Pedro Sant'Anna and Brantly Callaway

Source: Callaway, B., & Sant’Anna, P. H. (2021). Difference-in-differences with multiple time periods. Journal of Econometrics, 225(2), 200-230. [Check here]

High dimensional uncertainty [In progress]

This package is a collection of methods for estimation and quantification of uncertainty in high-dimensional approximately sparse models in Python.

Authors: Alexander Quispe & Carlos Guevara.

Source: Chernozhukov, V., Chetverikov, D., Demirer, M., Duflo, E., Hansen, C., & Newey, W. (2017). Double/debiased/neyman machine learning of treatment effects. American Economic Review, 107(5), 261-265. [Check here]