Open Source

If you have questions regarding my open-source software, please try to ask me via opening an issue on GitHub. By answering your question there, I generate public information.

• did2s (R)

  R package for estimating two-stage difference-in-differences imputation estimator.

• did2s (Stata)

  Stata package for estimating two-stage difference-in-differences imputation estimator.

• didimputation (R)

  R package that implements the difference-in-differences imputation estimator proposed by Borusyak, Jaravel, and Spiess (2021).

• fwlplot

  Scatter plots of y on x after residualizing by covariates using the fixest package

• jive

  R package for lightning-fast jackknife instrumental variable estimators and alternatives.

• QLD.jl

  julia package (callable from R) that implements the quasi-long differencing event-study estimator proposed in Brown and Butts (2024).

• rademacher

  R package with the sole purpose of generating rademacher random weights (-1, 1 with probability 1/2) as fast as possible using bit tricks.

• ssaggregate (R)

  R package that converts 'location-level' variables in a shift-share IV dataset to a dataset of exposure-weighted 'industry-level' aggregates, as described in Borusyak, Hull, and Jaravel (2022).

• stata2R

  Stata -> R guide that shows common tasks in economics and how to 'translate' your Stata code to R code.

• teffects (R)

  R package porting `teffects` from Stata.

• latex templates

  Set of latex templates for simple and (imo) beautiful slides and articles.

• vcovSUR

  R package enabling estimation of the variance-covariance matrix and perform hypotheses tests of multiple related regression models.