"The resources below are a collection of helpful links that I own no right to."
Datasets for your data science projects.
Rdatasets is a collection of 1892 datasets which were originally distributed alongside the statistical software environment R and some of its add-on packages. The goal is to make these data more broadly accessible for teaching and statistical software development. All datasets are available to download as CSV files, including extensive documentation about each one of them.
Follow the link below for more information.
Two-stage differences-in-difference
These links introduces the R and stata package did2s which implements the two-stage DiD estimator introduced in Gardner (2021). The article provides an approachable review of the underlying econometric theory and introduces the syntax for the function did2s. Further, the package introduces a function, event_study, that provides a common syntax for all the modern event-study estimators and plot_event_study to plot the results of each estimator.
Working with large datasets in STATA? Do you need to speed up the process? Follow the link below:
Stata commands and Mata functions to speed up working with large datasets.
More resources:
Powerful Stata programming resources provided by Prof. Malcolm Wardlaw [LINK].
Useful Data and Code provided by Prof. Wuyang Zhao [LINK]
Prof. Damodaran's Research Page
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