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- did2s (R)
R package for estimating two-stage difference-in-differences imputation estimator.
- did2s (Stata)
Stata package for estimating two-stage difference-in-differences imputation estimator.
- didimputation (R)
R package that implements the difference-in-differences imputation estimator proposed by Borusyak, Jaravel, and Spiess (2021).
- fwlplot
Scatter plots of y on x after residualizing by covariates using the fixest package
- jive
R package for lightning-fast jackknife instrumental variable estimators and alternatives.
- rademacher
R package with the sole purpose of generating rademacher random weights (-1, 1 with probability 1/2) as fast as possible using bit tricks.
- ssaggregate
R package that converts 'location-level' variables in a shift-share IV dataset to a dataset of exposure-weighted 'industry-level' aggregates, as described in Borusyak, Hull, and Jaravel (2022).
- QLD.jl
julia package (callable from R) that implements the quasi-long differencing event-study estimator proposed in Brown and Butts (2024).
- stata2R
Stata -> R guide that shows common tasks in economics and how to 'translate' your Stata code to R code.
- latex templates
Set of latex templates for simple and (imo) beautiful slides and articles.
vcovSURR package enabling estimation of the variance-covariance matrix and perform hypotheses tests of multiple related regression models.