Extended TWFE (Wooldridge)#

The ETWFE module implements the Extended Two-Way Fixed Effects methodology for staggered difference-in-differences with heterogeneous treatment effects, based on Wooldridge (2023) and Wooldridge (2025).

Main Functions#

etwfe

Estimate the Extended Two-Way Fixed Effects model.

emfx

Aggregate ETWFE cell-level treatment effects.

Result Objects#

EtwfeResult

Container for ETWFE regression output.

EmfxResult

Container for aggregated ETWFE marginal effects.