1. twowayfeweights: Estimates the weights attached to the two-way fixed effects regressions studied in de Chaisemartin & D’Haultfoeuille (2020a), as well as summary measures of these regressions’ robustness to heterogeneous treatment effects.
2. did_multiplegt_dyn: Estimation of heterogeneity-robust event-study Difference-in-Difference (DID) estimators in designs with multiple groups and periods, and with a potentially non-binary treatment that may increase or decrease multiple times, based on de Chaisemartin & D'Haultfoeuille (2024a).
3. did_multiplegt_stat: Estimation of heterogeneity-robust difference-in-differences (DID) estimators, with a binary, discrete, or continuous treatment or instrument, in designs with stayers, assuming that past treatments do not affect the current outcome, based on de Chaisemartin et al. (2022).
4. did_multiplegt: Estimation in Difference-in-Difference (DID) designs with multiple groups and periods based on de Chaisemartin & D'Haultfoeuille (2020a, 2020b, 2020c).
5. did_had: Heterogeneity-robust DID estimator in heterogeneous adoption designs without stayers but with some quasi-stayers, based on de Chaisemartin and D'Haultfoeuille (2024b).
6. yatchew_test: Non-parametric test of the linearity of a conditional expectation, based on Yatchew (1997) and de Chaisemartin and D'Haultfoeuille (2024b).
7. stute_test: Non-parametric test of the linearity of a conditional expectation, based on Stute (1997).

This folder hosts also:

• ApplicationData: datasets used in applications of de Chaisemartin and D'Haultfoeuille estimators.
• ReplicationPackages: scripts used in applications of de Chaisemartin and D'Haultfoeuille estimators.

Funded by the European Union (ERC, REALLYCREDIBLE,GA N°101043899). Views and opinions expressed are however those of the author(s) only and do not necessarily reflect those of the European Union or the European Research Council Executive Agency. Neither the European Union nor the granting authority can be held responsible for them.