R

Spatial Dynamic Panel Data Modeling in R: Cigarette Demand Across US States

A hands-on guide to spatial panel data modeling using the SDPDmod package in R --- from Bayesian model comparison through static and dynamic SAR/SDM estimation with Lee-Yu bias correction to direct, indirect, and total effect decomposition --- applied to cigarette demand across 46 US states (1963--1992).

Visualizing Regression with the FWL Theorem in R

A hands-on guide to the fwlplot package in R --- from understanding the Frisch-Waugh-Lovell theorem through simulated confounding to visualizing fixed effects in real panel data --- showing what "controlling for" looks like as a scatter plot.

Difference-in-Differences for Policy Evaluation: A Tutorial using R

A guide to Difference-in-Differences with staggered treatment --- from TWFE pitfalls through Callaway-Sant'Anna group-time ATTs, doubly robust estimation, and HonestDiD sensitivity analysis --- applied to minimum wage effects on teen employment.

Three Methods for Robust Variable Selection: BMA, LASSO, and WALS

Three principled approaches to variable selection---BMA, LASSO, and WALS---applied to synthetic cross-country CO2 emissions data with known ground truth, demonstrating methodological triangulation for robust inference.

Heterogeneous treatment effects via two-stage DID

An introduction to heterogeneous treatment effects using the two-stage DID estimator of Gardner (2021)

Convergence clubs

The book provides a succinct review of the recent club convergence literature, a comparative view of developed and developing countries, and a tutorial on how to implement the club convergence framework in Stata and R.

Staggered DiD (Ex1)

An introduction to difference in differences with multiple time periods and staggered treatment adoption.

Staggered DiD

An introduction to difference in differences with multiple time periods and staggered treatment adoption.

The Solow growth model and its convergence prediction

An introduction to the Solow growth model and its convergence prediction

Causal effects of a CO2 tax

Theresa Graefe (Ulm University) has created a very nice RTutor that allows you to replicate the main results of a recent AEJ paper on the causal effects of a CO2 tax in Sweden using the syntetic control method.