This page provides the relevant STATA (and R) packages to replicate "Taking an Extra Moment to Consider Treatment Effects on Distributions" by Gawain Heckley and Dennis Petrie.
The paper is found here: Working Paper
STATA code found here: GitHub
Three applications are considered:
1) Monte Carlo Simulation (selection on observables)
2) Unions and log wages in the US (selection on observables)
3) Education reform and earnings in Sweden (staggered DiD)
Staggered DiD is implemented using a home baked STATA command: did_multiplegt_PERM.ado. It is a PERM implementation of De Chaisemartin, C. and d’Haultfoeuille, X., 2020. Two-way fixed effects estimators with heterogeneous treatment effects. American economic review, 110(9), pp.2964-2996. It does not provide bootstrapped standard errors, rather the whole procedure needs wrapping in a bootstrap.