Robust inference in difference-in-differences and event study designs
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Updated
Jul 11, 2024 - R
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event-studies
Here are 6 public repositories matching this topic...
Robust inference in difference-in-differences and event study designs (Stata version of the R package of the same name)
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Updated
Oct 16, 2024 - Stata
A suite of Julia packages for difference-in-differences
julia
economics
econometrics
causal-inference
empirical-research
difference-in-differences
event-studies
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Updated
Apr 10, 2024 - Julia
Fama-French models, idiosyncratic volatility, event study
capm
fama-macbeth
investment-analysis
efficient-frontier
multifactor-model
empirical-finance
event-studies
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Updated
Jul 16, 2022 - Jupyter Notebook
Regression-based multi-period difference-in-differences with heterogenous treatment effects
julia
regression
economics
econometrics
causal-inference
fixed-effects
empirical-research
difference-in-differences
event-studies
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Updated
Mar 11, 2022 - Julia
NLP repo for our paper "StockTwits Classified Sentiment and Stock Returns". StockTwits data is available in the README.
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Updated
Nov 24, 2023 - Python
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