staggeredGMM
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StaggeredGMM
Description
Estimates cohort-by-time average treatment effects under staggered treatment adoption by the generalized method of moments. Three weighting schemes are provided, corresponding to a pooled stationary covariance, a cohort-specific stationary covariance, and an unrestricted within-cohort covariance. Optional adjustment for baseline covariates by outcome regression, and a serial-correlation robust over-identification test of parallel trends and no anticipation, are also supported. The methods are described in Arora and Bijani (2026) <doi:10.2139/ssrn.6558759>.
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