Mini-Course on Panel Data Causal Inference with a Continuous Treatment

Short Course at the University of Louisiana at Lafayette

Author

Affiliation

Brantly Callaway

University of Georgia

Sessions

0. Introduction to Difference-in-Differences [Slides]

• “Difference-in-Differences Designs: A Practitioner’s Guide” (Published, Journal of Economic Literature, 2026) (Working Paper)

• “Difference-in-Differences for Policy Evaluation” (Published, in Handbook of Labor, Human Resources and Population Economics, 2023) (Working Paper)

• R did package Website

1. Difference-in-Differences with a Continuous Treatment [Slides]

• “Difference-in-Differences with a Continuous Treatment” (Published, forthcoming at the American Economic Review) (Working Paper)

• The contdid R package (difference-in-differences with a continuous treatment): GitHub

2. Assessing Strong Parallel Trends via Close Comparison Groups [Slides]

• “Beyond Parallel Trends: An Identification-Strategy-Robust Approach to Causal Inference with Panel Data” (Working Paper)

3. Shift-Share Designs [Slides]

• Goldsmith-Pinkham, Sorkin, and Swift. “Bartik Instruments: What, When, Why, and How.” (Published, American Economic Review, 2020) (Working Paper)

• de Chaisemartin and Lei. “More Robust Estimators for Instrumental-Variable Panel Designs, with an Application to the Effect of Imports from China on US Employment.” (Working Paper)

• Borusyak, Hull, and Jaravel. “A Practical Guide to Shift-Share Instruments.” (Published, Journal of Economic Perspectives, 2025) (Working Paper)

• R ssBartik package GitHub