event-study

Difference-in-Differences causal inference in Python. Callaway-Sant'Anna, Synthetic DiD, Honest DiD, event studies. sklearn-like API, validated against R.

Agent skills that help you publish in the AER faster — identification-first empirics, AEA-compliant replication, Keith-Head intros, R&R rebuttals for AER / AER:Insights / AEJ. | 助你更快发表 AER 论文的 agent skill 栈：识别优先实证、AEA 合规复现、Keith Head 式引言、R&R 审稿回复，覆盖选题到投稿全流程。

Popular Econometrics content with code; Simple Linear Regression, Multiple Linear Regression, OLS, Event Study including Time Series Analysis, Fixed Effects and Random Effects Regressions for Panel Data, Heckman_2_Step for selection bias, Hausman Wu test for Endogeneity in Python, R, and STATA.

fast and flexible Difference-in-Differences

AI-powered trading research platform. Test any idea on stocks, futures, and crypto with event studies, backtesting, and statistical validation. MCP server with 8 tools. pip install varrd.

Estimation of Difference-in-Differences Treatment Effects with Staggered Treatment Onset Using Heterogeneity-Robust Two-Way Fixed Effects Regressions

An Implementation of Parametric and Nonparametric Event Study

archived : use csdid instead

Research code and data for an event-study analysis of stock-market responses to U.S. Supreme Court decisions.

This repository introduces the event study model.

Open Agent Skill for exploratory financial astrology event studies across investment assets

可解释的A股短线事件研究工具：涨跌停事件表、时间序列验证、样本外纪律与条件组合检查

R package: crseEventStudy

End-to-end incrementality sandbox on M5-style retail data (DiD + Synthetic Control + placebo tests) with Streamlit dashboard.

Polars event-study research for ES/NQ intraday futures: MSS, CISD, SMT, RSI/volume divergences, session/momentum/volume filters.

Offline event study MATLAB application

Event study measuring stock price impact of corporate data breach disclosures using R and difference-in-differences methods.

Replication and extension of Besley & Burgess (2004) using modern DiD, event-study diagnostics, heterogeneity, and robustness checks in R.

The article evaluates the effect of the enforcement activities of the Federal Antimonopoly Service of Russia on the market value of companies in the oil industry [reputational costs] (In Russian)

Use Kalman Filters for Event Study Designs