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grantmcdermott / etwfe

Extended two-way fixed effects
https://grantmcdermott.com/etwfe/
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Anticipation #39

Open frederickluser opened 1 year ago

frederickluser commented 1 year ago

Dear Grant,

I hope you are doing fine. I wondered whether you think it would be worth incorporating anticipation effects for the estimator (this would be kind of similar to what Callaway and Sant'Anna have). It would be generally possible, and Wooldridge writes about that in the paper.

I don't know how this could be implemented for the ETWFE and would have to think about it, but do you think it would be worth digging?

Best, Frederic

grantmcdermott commented 1 year ago

Hey @frederickluser sorry I completely missed this while I was on vacation. Just to say: That sounds very cool and I'm certainly interested in supporting anticipation effects if possible. I won't have time to start in this myself rn, so feel free to take the lead!