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This repository is for replication experiments of the following paper.
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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.
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The goal is to demonstrate the effectiveness of DMLDiD while modifying the author's implementation.
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In addition, a Python package for this model is under development.