Using did_multiplegt_dyn in four examples based on real datasets

Author

de Chaisemartin, Ciccia, Knau, Malézieux, Sow, Arboleda, Angotti, D’Haultfœuille, Li, Fabre & Quispe (2025)

Preface

This book replicates the four applied examples from:

“Using did_multiplegt_dyn to Estimate Event-Study Effects in Complex Designs: Overview, and Four Examples Based on Real Datasets” by Clément de Chaisemartin, Diego Ciccia, Felix Knau, Mélitine Malézieux, Doulo Sow, David Arboleda, Romain Angotti, Xavier D’Haultfœuille, Bingxue Li, Henri Fabre & Anzony Quispe (2025)

Each example is replicated in Stata, R, and Python with hardcoded outputs, following the same format as the companion DiD Textbook Translations.

Datasets

All datasets are available for direct download in three formats:

Example	Paper	`.dta`	`.RData`	`.parquet`
1	Deryugina (2017)	deryugina_2017.dta	.RData	.parquet
2	East et al. (2023)	east_et_al_2023.dta	.RData	.parquet
3	Gentzkow et al. (2011)	gentzkowetal_didtextbook.dta	.RData	.parquet
4	Hollingsworth et al. (2022)	hollingsworth_et_al_2022.dta	.RData	.parquet

Alternatively, datasets are bundled with the did_multiplegt_dyn Stata package:

ssc install did_multiplegt_dyn, replace
net get did_multiplegt_dyn

Requirements

ssc install did_multiplegt_dyn, replace

install.packages("DIDmultiplegtDYN")
install.packages("polars")   # required backend
install.packages("haven")    # to read .dta files

pip install did-multiplegt-dyn
pip install pandas pyarrow    # to read .parquet files