bank-of-portugal

Difference-in-Differences Course at the Bank of Portugal

These are the materials for my Difference-in-Differences workshop at the Bank of Portugal, Oct. 28-31, 2024.

Introduction to Difference-in-Differences

[Slides]

[Code]

Part 2: Including Covariates in the Parallel Trends Assumption

[Slides]

[Code]

Coding Exercise 1

Applying DID techniques from parts 1 and 2 to job displacement data.

[Problems]

[R Data]     [Stata dta]

[R Solutions]     [Stata Solutions] (Stata solutions were written by Kyle Butts for Mixtape Sessions)

Part 3: Common Extensions for Empirical Work

[Slides]

[Code]     [Honest DID Code]

Part 4: More Complicated Treatment Regimes

[Slides]

[Code]

Coding Exercise 2

DID with a continuous treatment using simulated hospital data.

[Problems]

[R Data]     [Stata dta]

[R Solutions]

Part 5: Alternative Identification Strategies

[Slides]

[Code]

Coding Exercise 3

Applying alternative identification strategies to job displacement data.

Problems

Data - same as Coding Exercise 1

R Solutions

Minimum Wage Data

This is the main data used during the workshop.

• Full Data: mw_data_ch2.RData   mw_data_ch2.dta

• Main subset of data used in workshop data2.RData   data2.dta

• Alternative subset of data mentioned in workshop data3.RData   data3.dta

• Data with more years used for IFE mw_data_ch_more_years2.RData

Additional Materials

A main resource for the material from today’s workshop is my DID chapter in the Handbook of Labor, Human Resources, and Population Economics. The published (gated) version is available here. The (ungated) draft version is available here.