Intertemporal DiD

The intertemporal treatment effects module provides methods for difference-in-differences estimation with non-binary, non-absorbing (time-varying) treatments where lagged treatments may affect the outcome. The implementation follows de Chaisemartin and D’Haultfoeuille (2024).

Main Functions

did_multiplegt

Estimate intertemporal treatment effects with non-binary, non-absorbing treatments.

Inference

compute_clustered_variance	Compute clustered standard error from influence function.
compute_joint_test	Compute joint Wald test that all estimates are zero.

Result Objects

DIDInterResult	Container for DIDInter estimation results.
EffectsResult	Container for treatment effects at each horizon.
PlacebosResult	Container for placebo effects at each pre-treatment horizon.
ATEResult	Container for average total effect.
HeterogeneityResult	Container for heterogeneous effects analysis.