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).
Estimate spatial dynamic panel models with unobserved common factors using the spxtivdfreg package in Stata --- an IV approach that handles spatial lags, temporal persistence, endogenous regressors, and latent factors simultaneously
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.
Evaluate the causal effect of a cash transfer program on household consumption using regression adjustment, inverse probability weighting, doubly robust, and difference-in-differences methods in Stata
Estimating regression models with high-dimensional fixed effects using PyFixest, from simple OLS through two-way FE, instrumental variables, panel data, and event studies
Estimating causal treatment effects using Difference-in-Differences with the diff-diff package, from the classic 2x2 design through staggered adoption with Callaway-Sant'Anna and HonestDiD sensitivity analysis
Model spatial spillovers in panel data using the Spatial Durbin Model (SDM), Wald specification tests, and dynamic extensions with the xsmle package in Stata