R Packages

ecic: Extended Changes-in-Changes [ Website | Github ]

An R package extending the Athey and Imbens (2006) paper to multiple cohorts and groups. This allows to compute quantile treatment effects for panel data settings with staggered treatment.

etwfe: Extended Two-Way Fixed Effects [ Website | Github ]

In addition, I had the pleasure to contribute to Grant McDermott’s etwfe R package, implementing the Wooldridge (2021) extended two-way fixed effects estimator.