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  • Citations for estat ptrends and estat granger

    Hi,
    I'm reading the STATA manual for didregress postestimation.
    There the algorithm for the parallel trends test and granger causality test are explained, but there are no references.
    What papers can I cite the proves those algorithms works and are useful?

  • #2
    Giuseppe, have look at this this paper and references mentioned therein:

    Wing, C., Simon, K. and Bello-Gomez, R.A., 2018. Designing difference in difference studies: best practices for public health policy research. Annual review of public health, 39.

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    • #3
      Thanks!

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