Pedro Sant’Anna
@pedrosantanna.bsky.social
Associate Professor at Emory University.
Causal Inference | Difference-in-Differences | Econometrics. Dad x4
Causal Inference | Difference-in-Differences | Econometrics. Dad x4
Pinned
Pedro H. C. Sant’Anna
psantanna.com
I've decided to collect my DiD materials in a single place.
psantanna.com/did-resources
There, you will find
- 14 lectures of my comprehensive DiD course
- Shorter lectures/talks I have given on DiD
- My DiD R/Stata/Python packages
- Some DiD checklists
- DiD materials from my friends
Enjoy!
psantanna.com/did-resources
There, you will find
- 14 lectures of my comprehensive DiD course
- Shorter lectures/talks I have given on DiD
- My DiD R/Stata/Python packages
- Some DiD checklists
- DiD materials from my friends
Enjoy!
Paul is here making our lives 1000 times easier!!!
Thanks for this!!!
Thanks for this!!!
Dropping a beta version of this page while everyone is up and processing baseball!
This tool lets you search the full text of papers from the American Economic Review, American Economic Journal series, and over 30,000 NBER working papers.
paulgp.com/econlit-pipe...
This tool lets you search the full text of papers from the American Economic Review, American Economic Journal series, and over 30,000 NBER working papers.
paulgp.com/econlit-pipe...
Economics Literature Search
Full-text search across 15,000+ papers from top economics journals and NBER working papers. Track how empirical methods have evolved over time.
paulgp.com
November 3, 2025 at 5:46 PM
Paul is here making our lives 1000 times easier!!!
Thanks for this!!!
Thanks for this!!!
Our workshop Econometrics at Emory: Causal Inference with Panel Data is happening May 2–3, 2025!
🎯 We are thrilled to welcome Guido Imbens as our keynote speaker. But that’s just the start.
🎙️ We have a stellar lineup of speakers from both academia and industry to talk about causal inference!
🎯 We are thrilled to welcome Guido Imbens as our keynote speaker. But that’s just the start.
🎙️ We have a stellar lineup of speakers from both academia and industry to talk about causal inference!
April 30, 2025 at 3:21 PM
Our workshop Econometrics at Emory: Causal Inference with Panel Data is happening May 2–3, 2025!
🎯 We are thrilled to welcome Guido Imbens as our keynote speaker. But that’s just the start.
🎙️ We have a stellar lineup of speakers from both academia and industry to talk about causal inference!
🎯 We are thrilled to welcome Guido Imbens as our keynote speaker. But that’s just the start.
🎙️ We have a stellar lineup of speakers from both academia and industry to talk about causal inference!
We from @emoryeconomics.bsky.social
are excited to host the "Econometrics in Emory: Causal Inference with Panel Data."
📅 May 2–3, 2025
🔗 econometricsatemory.com
We aim to strengthen the relationship between academia and industry researchers so we all learn from each other!
are excited to host the "Econometrics in Emory: Causal Inference with Panel Data."
📅 May 2–3, 2025
🔗 econometricsatemory.com
We aim to strengthen the relationship between academia and industry researchers so we all learn from each other!
April 10, 2025 at 6:12 PM
We from @emoryeconomics.bsky.social
are excited to host the "Econometrics in Emory: Causal Inference with Panel Data."
📅 May 2–3, 2025
🔗 econometricsatemory.com
We aim to strengthen the relationship between academia and industry researchers so we all learn from each other!
are excited to host the "Econometrics in Emory: Causal Inference with Panel Data."
📅 May 2–3, 2025
🔗 econometricsatemory.com
We aim to strengthen the relationship between academia and industry researchers so we all learn from each other!
Reposted by Pedro Sant’Anna
Seven econometricians, all four census regions represented. At Clemson U.
April 2, 2025 at 11:29 PM
Seven econometricians, all four census regions represented. At Clemson U.
Reposted by Pedro Sant’Anna
Rest in peace, Ed Leamer
February 25, 2025 at 7:36 PM
Rest in peace, Ed Leamer
One of the things that I love the most is to give seminars, present new papers/results, and get feedbacks.
I haven’t been able to do that as much as before (for the sake of the kids), but I’m really excited to present tomorrow at Stanford.
If you are around, come say hi!
I haven’t been able to do that as much as before (for the sake of the kids), but I’m really excited to present tomorrow at Stanford.
If you are around, come say hi!
February 25, 2025 at 3:57 PM
One of the things that I love the most is to give seminars, present new papers/results, and get feedbacks.
I haven’t been able to do that as much as before (for the sake of the kids), but I’m really excited to present tomorrow at Stanford.
If you are around, come say hi!
I haven’t been able to do that as much as before (for the sake of the kids), but I’m really excited to present tomorrow at Stanford.
If you are around, come say hi!
Reposted by Pedro Sant’Anna
The course outline for the 6th Summer School is now online! 🎓📖
✨ Explore the details here: summer-school.edu.gr/program/
@pedrosantanna.bsky.social @jmwooldridge.bsky.social
✨ Explore the details here: summer-school.edu.gr/program/
@pedrosantanna.bsky.social @jmwooldridge.bsky.social
January 30, 2025 at 1:05 PM
The course outline for the 6th Summer School is now online! 🎓📖
✨ Explore the details here: summer-school.edu.gr/program/
@pedrosantanna.bsky.social @jmwooldridge.bsky.social
✨ Explore the details here: summer-school.edu.gr/program/
@pedrosantanna.bsky.social @jmwooldridge.bsky.social
Join us in Greece for the 6th Summer School, June 22-27!
@jmwooldridge.bsky.social and I will cover a lot of Casual Inference procedures. And we promise to make it fun (or as fun as it gets) 🥳😄
The program outline is now online! 🎓📖 : summer-school.edu.gr/program/
Hope to see you there!
@jmwooldridge.bsky.social and I will cover a lot of Casual Inference procedures. And we promise to make it fun (or as fun as it gets) 🥳😄
The program outline is now online! 🎓📖 : summer-school.edu.gr/program/
Hope to see you there!
January 30, 2025 at 3:26 PM
Join us in Greece for the 6th Summer School, June 22-27!
@jmwooldridge.bsky.social and I will cover a lot of Casual Inference procedures. And we promise to make it fun (or as fun as it gets) 🥳😄
The program outline is now online! 🎓📖 : summer-school.edu.gr/program/
Hope to see you there!
@jmwooldridge.bsky.social and I will cover a lot of Casual Inference procedures. And we promise to make it fun (or as fun as it gets) 🥳😄
The program outline is now online! 🎓📖 : summer-school.edu.gr/program/
Hope to see you there!
It just hit me that it has been 5 years since the tragic deaths of Kobe and Gigi Bryant and seven other victims.
I remembered being devastated when I heard, and that was 1 year before my kids were born!
I remembered being devastated when I heard, and that was 1 year before my kids were born!
January 27, 2025 at 5:27 PM
It just hit me that it has been 5 years since the tragic deaths of Kobe and Gigi Bryant and seven other victims.
I remembered being devastated when I heard, and that was 1 year before my kids were born!
I remembered being devastated when I heard, and that was 1 year before my kids were born!
To continue the public good streak, here are some cool materials that our @emoryeconomics.bsky.social student, Marcelo Ortiz-Villavicencio, prepared for his independent studies.
marcelortiz.com/ECON697R/
I am biased, but the slides are clear and relevant to many econometrics topics.
marcelortiz.com/ECON697R/
I am biased, but the slides are clear and relevant to many econometrics topics.
Topics in High-Dimensional Econometrics and ML Theory
A modern, highly customizable, responsive Jekyll template for course websites
marcelortiz.com
January 22, 2025 at 5:20 PM
To continue the public good streak, here are some cool materials that our @emoryeconomics.bsky.social student, Marcelo Ortiz-Villavicencio, prepared for his independent studies.
marcelortiz.com/ECON697R/
I am biased, but the slides are clear and relevant to many econometrics topics.
marcelortiz.com/ECON697R/
I am biased, but the slides are clear and relevant to many econometrics topics.
Reposted by Pedro Sant’Anna
@maxkasy.bsky.social uses POs in his bandit and reinforcement learning slides here maxkasy.github.io/home/ML_Oxfo...
Foundations of Machine Learning
Research on machine learning, experimental design, economic inequality, and optimal policy
maxkasy.github.io
January 16, 2025 at 8:47 AM
@maxkasy.bsky.social uses POs in his bandit and reinforcement learning slides here maxkasy.github.io/home/ML_Oxfo...
Reposted by Pedro Sant’Anna
Plenty of time to enroll! A combination of self learning and online discussion/interaction. Plus, an optional, friendly competition estimating policy effects at the end of the course.
Master Panel Data Analysis with our expert-led online training course!
📅 10 March - 11 April 2025
💻 Format: Online
🎓 Instructor: @jmwooldridge.bsky.social
🔔 Registration deadline: 5 March
🔥 Early Bird Offer: Save 15% when you register by 30 January
All info & registration 👉 lnkd.in/d-zvqssf
📅 10 March - 11 April 2025
💻 Format: Online
🎓 Instructor: @jmwooldridge.bsky.social
🔔 Registration deadline: 5 March
🔥 Early Bird Offer: Save 15% when you register by 30 January
All info & registration 👉 lnkd.in/d-zvqssf
January 14, 2025 at 3:41 PM
Plenty of time to enroll! A combination of self learning and online discussion/interaction. Plus, an optional, friendly competition estimating policy effects at the end of the course.
This is very good
@pedrosantanna.bsky.social onlinelibrary.wiley.com/doi/10.1111/... biostatistics literature will use PO notation to describe the relevant objects. Just treat RL as MDP with unknown transitions (it's true RL doesn't use PO notation - it gets cumbersome and many key objects relate to the Bellman eqn)
Reinforcement Learning in Modern Biostatistics: Constructing Optimal Adaptive Interventions
In recent years, reinforcement learning (RL) has acquired a prominent position in health-related sequential decision-making problems, gaining traction as a valuable tool for delivering adaptive inter....
onlinelibrary.wiley.com
January 13, 2025 at 1:06 AM
This is very good
Reposted by Pedro Sant’Anna
The book by Bibhas Chakraborty and Erica Moodie on Dynamic Treatment Regimes/RL is a helpful text, takes more of a stats perspective and mostly offline learning but has all the fundamentals using PO
January 12, 2025 at 9:01 PM
The book by Bibhas Chakraborty and Erica Moodie on Dynamic Treatment Regimes/RL is a helpful text, takes more of a stats perspective and mostly offline learning but has all the fundamentals using PO
I have been trying to get more familiar with the basics and advances Reinforcement Learning.
I wonder if anyone have seen a paperthat use potential outcome notation within the RL world. This would make the life of many economists much easier.
Anyone?
All help is appreciated!
I wonder if anyone have seen a paperthat use potential outcome notation within the RL world. This would make the life of many economists much easier.
Anyone?
All help is appreciated!
January 12, 2025 at 5:49 PM
I have been trying to get more familiar with the basics and advances Reinforcement Learning.
I wonder if anyone have seen a paperthat use potential outcome notation within the RL world. This would make the life of many economists much easier.
Anyone?
All help is appreciated!
I wonder if anyone have seen a paperthat use potential outcome notation within the RL world. This would make the life of many economists much easier.
Anyone?
All help is appreciated!
Really great stuff
I've gotten a flurry of requests to access my slides on "Models, Measurement, and Language in Economics" (presumably thanks to the great new year's reading list from @rohitlamba.bsky.social). The file is publicly available via my web page, but here is the link: www.dropbox.com/scl/fi/ntgkb...
www.dropbox.com
January 7, 2025 at 1:23 AM
Really great stuff
Reposted by Pedro Sant’Anna
Was thrilled to learn that @larsvil.bsky.social has a tutorial on reproducibility! Check it out, #EconSky.
larsvilhuber.github.io/tutorial-rep...
larsvilhuber.github.io/tutorial-rep...
Tutorial reproducibility
larsvilhuber.github.io
January 4, 2025 at 10:40 PM
Was thrilled to learn that @larsvil.bsky.social has a tutorial on reproducibility! Check it out, #EconSky.
larsvilhuber.github.io/tutorial-rep...
larsvilhuber.github.io/tutorial-rep...
I've decided to collect my DiD materials in a single place.
psantanna.com/did-resources
There, you will find
- 14 lectures of my comprehensive DiD course
- Shorter lectures/talks I have given on DiD
- My DiD R/Stata/Python packages
- Some DiD checklists
- DiD materials from my friends
Enjoy!
psantanna.com/did-resources
There, you will find
- 14 lectures of my comprehensive DiD course
- Shorter lectures/talks I have given on DiD
- My DiD R/Stata/Python packages
- Some DiD checklists
- DiD materials from my friends
Enjoy!
Pedro H. C. Sant’Anna
psantanna.com
January 3, 2025 at 4:44 PM
I've decided to collect my DiD materials in a single place.
psantanna.com/did-resources
There, you will find
- 14 lectures of my comprehensive DiD course
- Shorter lectures/talks I have given on DiD
- My DiD R/Stata/Python packages
- Some DiD checklists
- DiD materials from my friends
Enjoy!
psantanna.com/did-resources
There, you will find
- 14 lectures of my comprehensive DiD course
- Shorter lectures/talks I have given on DiD
- My DiD R/Stata/Python packages
- Some DiD checklists
- DiD materials from my friends
Enjoy!
Reposted by Pedro Sant’Anna
For those attending #ASSA2025, come to our session on ML/AI + unstructured data (e.g., text and images).
We'll have a couple of papers on the econometrics of it, and I'll talk about incorporating this type of data in demand estimation.
It's Sunday Jan 5 at 10:15 AM.
www.aeaweb.org/conference/2...
We'll have a couple of papers on the econometrics of it, and I'll talk about incorporating this type of data in demand estimation.
It's Sunday Jan 5 at 10:15 AM.
www.aeaweb.org/conference/2...
December 28, 2024 at 2:45 PM
For those attending #ASSA2025, come to our session on ML/AI + unstructured data (e.g., text and images).
We'll have a couple of papers on the econometrics of it, and I'll talk about incorporating this type of data in demand estimation.
It's Sunday Jan 5 at 10:15 AM.
www.aeaweb.org/conference/2...
We'll have a couple of papers on the econometrics of it, and I'll talk about incorporating this type of data in demand estimation.
It's Sunday Jan 5 at 10:15 AM.
www.aeaweb.org/conference/2...
I have now posted 14 decks of slides covering a lot of DiD materials.
I also want to add a few more decks:
- Triple Differences
- DiD with Continuous Treatment
- Instrumented DiD
- Synthetic DiD and related extensions
- Heterogeneity analysis in DiD
I also want to add more applications to these!
I also want to add a few more decks:
- Triple Differences
- DiD with Continuous Treatment
- Instrumented DiD
- Synthetic DiD and related extensions
- Heterogeneity analysis in DiD
I also want to add more applications to these!
Here are the first five sets of slides:
01 Introduction: psantanna.com/DiD/01_Intro...
02 Classical 2x2 setup: psantanna.com/DiD/02_two_b...
03 Clustering issues: psantanna.com/DiD/03_Clust...
04 Functional form: psantanna.com/DiD/04_Funct...
05 Covariates: psantanna.com/DiD/05_Covar...
01 Introduction: psantanna.com/DiD/01_Intro...
02 Classical 2x2 setup: psantanna.com/DiD/02_two_b...
03 Clustering issues: psantanna.com/DiD/03_Clust...
04 Functional form: psantanna.com/DiD/04_Funct...
05 Covariates: psantanna.com/DiD/05_Covar...
December 31, 2024 at 6:52 PM
I have now posted 14 decks of slides covering a lot of DiD materials.
I also want to add a few more decks:
- Triple Differences
- DiD with Continuous Treatment
- Instrumented DiD
- Synthetic DiD and related extensions
- Heterogeneity analysis in DiD
I also want to add more applications to these!
I also want to add a few more decks:
- Triple Differences
- DiD with Continuous Treatment
- Instrumented DiD
- Synthetic DiD and related extensions
- Heterogeneity analysis in DiD
I also want to add more applications to these!
Reposted by Pedro Sant’Anna
The last four decks (at least for now) are here:
11 Problems of TWFE: psantanna.com/DiD/11_Stagg...
12 Staggered DiD (mostly CS): psantanna.com/DiD/12_CS.pdf
13 Challenges when Treatment turns on and off: psantanna.com/DiD/13_On_of...
14 Random Treatment Timing: psantanna.com/DiD/14_Rando...
11 Problems of TWFE: psantanna.com/DiD/11_Stagg...
12 Staggered DiD (mostly CS): psantanna.com/DiD/12_CS.pdf
13 Challenges when Treatment turns on and off: psantanna.com/DiD/13_On_of...
14 Random Treatment Timing: psantanna.com/DiD/14_Rando...
psantanna.com
December 31, 2024 at 6:49 PM
The last four decks (at least for now) are here:
11 Problems of TWFE: psantanna.com/DiD/11_Stagg...
12 Staggered DiD (mostly CS): psantanna.com/DiD/12_CS.pdf
13 Challenges when Treatment turns on and off: psantanna.com/DiD/13_On_of...
14 Random Treatment Timing: psantanna.com/DiD/14_Rando...
11 Problems of TWFE: psantanna.com/DiD/11_Stagg...
12 Staggered DiD (mostly CS): psantanna.com/DiD/12_CS.pdf
13 Challenges when Treatment turns on and off: psantanna.com/DiD/13_On_of...
14 Random Treatment Timing: psantanna.com/DiD/14_Rando...
Reposted by Pedro Sant’Anna
Five more decks:
06 Double Machine Learning: psantanna.com/DiD/06_DML.pdf
07 Repeated Cross Sections: psantanna.com/DiD/07_RCS.pdf
08 Event Study and Dynamics: psantanna.com/DiD/08_ES.pdf
09 TWFE with multiple periods: psantanna.com/DiD/09_Twfe....
10 Pre-tests psantanna.com/DiD/10_Prete...
06 Double Machine Learning: psantanna.com/DiD/06_DML.pdf
07 Repeated Cross Sections: psantanna.com/DiD/07_RCS.pdf
08 Event Study and Dynamics: psantanna.com/DiD/08_ES.pdf
09 TWFE with multiple periods: psantanna.com/DiD/09_Twfe....
10 Pre-tests psantanna.com/DiD/10_Prete...
psantanna.com
December 30, 2024 at 7:20 PM
Five more decks:
06 Double Machine Learning: psantanna.com/DiD/06_DML.pdf
07 Repeated Cross Sections: psantanna.com/DiD/07_RCS.pdf
08 Event Study and Dynamics: psantanna.com/DiD/08_ES.pdf
09 TWFE with multiple periods: psantanna.com/DiD/09_Twfe....
10 Pre-tests psantanna.com/DiD/10_Prete...
06 Double Machine Learning: psantanna.com/DiD/06_DML.pdf
07 Repeated Cross Sections: psantanna.com/DiD/07_RCS.pdf
08 Event Study and Dynamics: psantanna.com/DiD/08_ES.pdf
09 TWFE with multiple periods: psantanna.com/DiD/09_Twfe....
10 Pre-tests psantanna.com/DiD/10_Prete...
Here are the first five sets of slides:
01 Introduction: psantanna.com/DiD/01_Intro...
02 Classical 2x2 setup: psantanna.com/DiD/02_two_b...
03 Clustering issues: psantanna.com/DiD/03_Clust...
04 Functional form: psantanna.com/DiD/04_Funct...
05 Covariates: psantanna.com/DiD/05_Covar...
01 Introduction: psantanna.com/DiD/01_Intro...
02 Classical 2x2 setup: psantanna.com/DiD/02_two_b...
03 Clustering issues: psantanna.com/DiD/03_Clust...
04 Functional form: psantanna.com/DiD/04_Funct...
05 Covariates: psantanna.com/DiD/05_Covar...
December 30, 2024 at 5:19 AM
Here are the first five sets of slides:
01 Introduction: psantanna.com/DiD/01_Intro...
02 Classical 2x2 setup: psantanna.com/DiD/02_two_b...
03 Clustering issues: psantanna.com/DiD/03_Clust...
04 Functional form: psantanna.com/DiD/04_Funct...
05 Covariates: psantanna.com/DiD/05_Covar...
01 Introduction: psantanna.com/DiD/01_Intro...
02 Classical 2x2 setup: psantanna.com/DiD/02_two_b...
03 Clustering issues: psantanna.com/DiD/03_Clust...
04 Functional form: psantanna.com/DiD/04_Funct...
05 Covariates: psantanna.com/DiD/05_Covar...
Reposted by Pedro Sant’Anna
Lecture 02 is here: psantanna.com/DiD/02_two_b...
This covers the 2x2 DiD setup without covariates + some clustering issues.
This covers the 2x2 DiD setup without covariates + some clustering issues.
psantanna.com
December 29, 2024 at 9:32 PM
Lecture 02 is here: psantanna.com/DiD/02_two_b...
This covers the 2x2 DiD setup without covariates + some clustering issues.
This covers the 2x2 DiD setup without covariates + some clustering issues.
Lecture 02 is here: psantanna.com/DiD/02_two_b...
This covers the 2x2 DiD setup without covariates + some clustering issues.
This covers the 2x2 DiD setup without covariates + some clustering issues.
December 29, 2024 at 9:32 PM
Lecture 02 is here: psantanna.com/DiD/02_two_b...
This covers the 2x2 DiD setup without covariates + some clustering issues.
This covers the 2x2 DiD setup without covariates + some clustering issues.