etwfe

Extended Two-Way Fixed Effects

Last update: 27 February 2024

Copyright license: MIT license, File License

Software version identifier: 0.3.1, 0.3.2, 0.3.3, 0.1.0, 0.2.0, 0.3.0, 0.3.3, 0.3.4, 0.3.5, 0.4.0

Description

Convenience functions for implementing extended two-way fixed effect regressions a la Wooldridge (2021, 2022) <doi:10.2139/ssrn.3906345>, <doi:10.2139/ssrn.4183726>.

Cites work

Two-Way Fixed Effects, the Two-Way Mundlak Regression, and Difference-in-Differences Estimators
Simple Approaches to Nonlinear Difference-in-Differences with Panel Data

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