Difference-in-Differences causal inference in Python. Callaway-Sant'Anna, Synthetic DiD, Honest DiD, event studies. sklearn-like API, validated against R.

Popular Econometrics content with code; Simple Linear Regression, Multiple Linear Regression, OLS, Event Study including Time Series Analysis, Fixed Effects and Random Effects Regressions for Panel Data, Heckman_2_Step for selection bias, Hausman Wu test for Endogeneity in Python, R, and STATA.

fast and flexible Difference-in-Differences

An Implementation of Parametric and Nonparametric Event Study

archived : use csdid instead

AI-powered trading research platform. Test any idea on stocks, futures, and crypto with event studies, backtesting, and statistical validation. MCP server with 8 tools. pip install varrd.

This repository introduces the event study model.

End-to-end incrementality sandbox on M5-style retail data (DiD + Synthetic Control + placebo tests) with Streamlit dashboard.

R package: crseEventStudy

Offline event study MATLAB application

Quantitative analysis of Federal Reserve rate hikes (2022-2023) and their impact on Growth vs. Value stocks. Features Event Studies, GARCH(1,1) volatility modeling, and LSTM price forecasting using Python.

Replication and extension of Besley & Burgess (2004) using modern DiD, event-study diagnostics, heterogeneity, and robustness checks in R.

Causal evaluation of a staged product or feature rollout using Difference-in-Differences and event-study methods, with explicit pre-trend validation and Go/No-Go decision framing.

Proyecto de tesis para título profesional: "Evaluación de impacto del programa Juntos sobre nutrición infantil: una estimación con modelos de regresión de diferencias en diferencias escalonadas"

Difference-in-Differences analysis of refugee inflows and crime rates in German regions (2010–2020)

The article evaluates the effect of the enforcement activities of the Federal Antimonopoly Service of Russia on the market value of companies in the oil industry [reputational costs] (In Russian)

Use Kalman Filters for Event Study Designs

Exploring the motherhood penalties using ”The Child Penalty Atlas” by H. Kleven, C. Landais and G. Leite-Mariante, NBER (2023).

Tài nguyên của trang sachktl.com

This project analyses the effect of the acquisition announcement on the acquiring companies’ stock returns by computing abnormal and cumulative abnormal returns.