Pedro Sant’Anna
Associate Professor at Emory University.
Causal Inference | Difference-in-Differences | Econometrics. Dad x4
- January is almost over, which means conference season planning is in full swing! If causal inference is your thing—and it should be—join us at the ACIC The American Causal Inference Conference is coming to Salt Lake City, May 11-14, and it’d be great to see some of you there!
- Reposted by Pedro Sant’Anna📝 Submit your paper to COunterfactual Methods for Policy Impact Evaluation (COMPIE 2026) conference Paris, June 24-26 Deadline: Feb 28 🎤 Keynotes: • @pedrosantanna.bsky.social (Emory) • Michela Giorcelli (UCLA) Info: knowledge4policy.ec.europa.eu/event/compie... #econsky
- Paul is here making our lives 1000 times easier!!! Thanks for this!!!
- Dropping a beta version of this page while everyone is up and processing baseball! This tool lets you search the full text of papers from the American Economic Review, American Economic Journal series, and over 30,000 NBER working papers. paulgp.com/econlit-pipe...
- Our workshop Econometrics at Emory: Causal Inference with Panel Data is happening May 2–3, 2025! 🎯 We are thrilled to welcome Guido Imbens as our keynote speaker. But that’s just the start. 🎙️ We have a stellar lineup of speakers from both academia and industry to talk about causal inference!
- 🤩 Think of a workshop that will discuss - Difference-in-Differences - Synthetic Controls - Event-Studies, - Factor Models - Nonparametric Panel Data - Covariate Balancing, - Experiments, - Demand Estimation - Overlap Concerns, - Partial Identification, - Continuous Treatments - and more! 🤩
- 📍 The event will take place in person at Emory University, but we’ll also livestream it Make sure to sign up for the live stream link: 🔗 emory.zoom.us/webinar/regi... Our program is here: 🔗 econometricsatemory.com
- We are very thankful to our sponsors at Stata, Google, as well as the support of Emory Goizueta Business School and @emoryeconomics.bsky.social We are really looking forward to seeing you there!!
- We from @emoryeconomics.bsky.social are excited to host the "Econometrics in Emory: Causal Inference with Panel Data." 📅 May 2–3, 2025 🔗 econometricsatemory.com We aim to strengthen the relationship between academia and industry researchers so we all learn from each other!
- We’re thrilled to have Guido Imbens as our Keynote Speaker at Econometrics at Emory. We also work hard to get an incredible lineup of speakers from academia & industry covering the latest in causal panel data Plus: A special Q&A on Econometrics in the Private Sector 💼
- You can find the program here: econometricsatemory.com/program/ All of this would not be possible without our amazing sponsors: -Stata -Google - @emoryeconomics.bsky.social - @emorygoizueta.bsky.social
- Space is limited, so please register to attend. We will review all applications and confirm: econometricsatemory.com/registration/ We look forward to seeing you at Emory!
- Reposted by Pedro Sant’AnnaSeven econometricians, all four census regions represented. At Clemson U.
- Reposted by Pedro Sant’AnnaRest in peace, Ed Leamer
- One of the things that I love the most is to give seminars, present new papers/results, and get feedbacks. I haven’t been able to do that as much as before (for the sake of the kids), but I’m really excited to present tomorrow at Stanford. If you are around, come say hi!
- Reposted by Pedro Sant’AnnaThe course outline for the 6th Summer School is now online! 🎓📖 ✨ Explore the details here: summer-school.edu.gr/program/ @pedrosantanna.bsky.social @jmwooldridge.bsky.social
- Join us in Greece for the 6th Summer School, June 22-27! @jmwooldridge.bsky.social and I will cover a lot of Casual Inference procedures. And we promise to make it fun (or as fun as it gets) 🥳😄 The program outline is now online! 🎓📖 : summer-school.edu.gr/program/ Hope to see you there!
- It just hit me that it has been 5 years since the tragic deaths of Kobe and Gigi Bryant and seven other victims. I remembered being devastated when I heard, and that was 1 year before my kids were born!
- To continue the public good streak, here are some cool materials that our @emoryeconomics.bsky.social student, Marcelo Ortiz-Villavicencio, prepared for his independent studies. marcelortiz.com/ECON697R/ I am biased, but the slides are clear and relevant to many econometrics topics.
- The slides cover: - Concentration Inequalities - Uniform Law of Large Numbers - Sparse Linear models in high-dimensions - Reproducing Kernel Hilbert Spaces - Semiparametric Efficiency Theory - Double/Debiased Machine Learning Check them out!
- Marcelo just joined Blue Sky, so follow him: @marcelortizv.bsky.social
- Reposted by Pedro Sant’Anna@maxkasy.bsky.social uses POs in his bandit and reinforcement learning slides here maxkasy.github.io/home/ML_Oxfo...
- Reposted by Pedro Sant’AnnaPlenty of time to enroll! A combination of self learning and online discussion/interaction. Plus, an optional, friendly competition estimating policy effects at the end of the course.
- I have been trying to get more familiar with the basics and advances Reinforcement Learning. I wonder if anyone have seen a paperthat use potential outcome notation within the RL world. This would make the life of many economists much easier. Anyone? All help is appreciated!
- causalai.net/r65.pdf This seems like a potential bridge, but full of SCM and dags (which is expected given the authors)
- This is very good
- @pedrosantanna.bsky.social onlinelibrary.wiley.com/doi/10.1111/... biostatistics literature will use PO notation to describe the relevant objects. Just treat RL as MDP with unknown transitions (it's true RL doesn't use PO notation - it gets cumbersome and many key objects relate to the Bellman eqn)
- Reposted by Pedro Sant’AnnaThe book by Bibhas Chakraborty and Erica Moodie on Dynamic Treatment Regimes/RL is a helpful text, takes more of a stats perspective and mostly offline learning but has all the fundamentals using PO
- Really great stuff
I've gotten a flurry of requests to access my slides on "Models, Measurement, and Language in Economics" (presumably thanks to the great new year's reading list from @rohitlamba.bsky.social). The file is publicly available via my web page, but here is the link: www.dropbox.com/scl/fi/ntgkb...
- Reposted by Pedro Sant’AnnaWas thrilled to learn that @larsvil.bsky.social has a tutorial on reproducibility! Check it out, #EconSky. larsvilhuber.github.io/tutorial-rep...
- I've decided to collect my DiD materials in a single place. psantanna.com/did-resources There, you will find - 14 lectures of my comprehensive DiD course - Shorter lectures/talks I have given on DiD - My DiD R/Stata/Python packages - Some DiD checklists - DiD materials from my friends Enjoy!
- Reposted by Pedro Sant’AnnaFor those attending #ASSA2025, come to our session on ML/AI + unstructured data (e.g., text and images). We'll have a couple of papers on the econometrics of it, and I'll talk about incorporating this type of data in demand estimation. It's Sunday Jan 5 at 10:15 AM. www.aeaweb.org/conference/2...
- I have now posted 14 decks of slides covering a lot of DiD materials. I also want to add a few more decks: - Triple Differences - DiD with Continuous Treatment - Instrumented DiD - Synthetic DiD and related extensions - Heterogeneity analysis in DiD I also want to add more applications to these!
- Here are the first five sets of slides: 01 Introduction: psantanna.com/DiD/01_Intro... 02 Classical 2x2 setup: psantanna.com/DiD/02_two_b... 03 Clustering issues: psantanna.com/DiD/03_Clust... 04 Functional form: psantanna.com/DiD/04_Funct... 05 Covariates: psantanna.com/DiD/05_Covar...
- Here are the first five sets of slides: 01 Introduction: psantanna.com/DiD/01_Intro... 02 Classical 2x2 setup: psantanna.com/DiD/02_two_b... 03 Clustering issues: psantanna.com/DiD/03_Clust... 04 Functional form: psantanna.com/DiD/04_Funct... 05 Covariates: psantanna.com/DiD/05_Covar...
- Five more decks: 06 Double Machine Learning: psantanna.com/DiD/06_DML.pdf 07 Repeated Cross Sections: psantanna.com/DiD/07_RCS.pdf 08 Event Study and Dynamics: psantanna.com/DiD/08_ES.pdf 09 TWFE with multiple periods: psantanna.com/DiD/09_Twfe.... 10 Pre-tests psantanna.com/DiD/10_Prete...
- The last four decks (at least for now) are here: 11 Problems of TWFE: psantanna.com/DiD/11_Stagg... 12 Staggered DiD (mostly CS): psantanna.com/DiD/12_CS.pdf 13 Challenges when Treatment turns on and off: psantanna.com/DiD/13_On_of... 14 Random Treatment Timing: psantanna.com/DiD/14_Rando...
- Lecture 02 is here: psantanna.com/DiD/02_two_b... This covers the 2x2 DiD setup without covariates + some clustering issues.
