/ReproducingDMLDiD

original paper: Chang, Neng-Chieh. "Double/debiased machine learning for difference-in-differences models." The Econometrics Journal 23.2 (2020): 177-191

Primary LanguageJupyter NotebookMIT LicenseMIT

ReproducingDMLDiD

  • This repository is for replication experiments of the following paper.

  • original paper:
    Chang, Neng-Chieh. "Double/debiased machine learning for difference-in-differences models." The Econometrics Journal 23.2 (2020): 177-191

  • Very good paper, but seems to be somewhat deficient in the simulation and empirical part.

  • The goal is to demonstrate the effectiveness of DMLDiD while modifying the author's implementation.

  • In addition, a Python package for this model is under development.