I don’t often post about econometric topics, as I am not an econometrician, but as an applied microeconomist, I have been reading a lot about the difference-in-difference revolution and the new approaches taken to deal with staggered adoption. As the best way to learn something is to teach it, I thought I’d write a blog post explaining my understanding of the problem and the various solutions available. As I am not an econometrician, I will be mainly explaining this through intuition and will add links to the various sources for those interested in a deeper dive on the technical details.

The Problem

For a long time, empiricists would use the two-way fixed effects estimator to estimate linear regressions of interest on a panel dataset of interest. [...]