LISER and DSEFM (University of Luxembourg) had the great pleasure of hosting a course on Difference-in-Differences, led by Prof. Clément de Chaisemartin, in March/April 2025. It was a 12-hour course over 4 days, in English.

Learn more about the in-depth 12-hour course below:

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Location

Jane Jacobs (Conference Room), 1st Floor, Maison des Sciences Humaines (MSH) Building, 11 Prte des Sciences, 4366 Belval Esch-sur-Alzette

Course Description

This training provides an in-depth course in Difference-in-Differences (DiD), a foundational tool in policy evaluation. The course begins with a review of fundamental concepts and progresses to advanced techniques, emphasizing the latest innovations fueling the ongoing "DiD revolution". Participants gained both theoretical knowledge and practical expertise in cutting-edge methods that tackle challenges such as heterogeneous treatment effects, staggered and non-staggered treatment adoption, fuzzy settings, and non-binary, continuous, and multiple treatments.

Content

1. Introduction
2. Data, notation, and assumptions
3. Classical DID design
4. Relaxing parallel trends
5. Binary and staggered designs
6. Heterogeneous adoption designs
7. General designs
8. Designs with several treatments
9. Parallel trends with respect to an IV

Speaker

Prof. Clément de Chaisemartin
Prof. Clément de Chaisemartin is a globally acclaimed econometrician and Professor of Economics at Sciences Po. His pioneering research has profoundly shaped the field of Difference-in-Differences methodology and established him as a leader in the domain.

His groundbreaking contributions are published in leading journals such as Econometrica, American Economic Review, The Review of Economic Studies, Journal of Econometrics, and Journal of Labor Economics. Notably, he is the co-author of the upcoming book Credible Answers to Hard Questions: Differences-in-Differences for Natural Experiments and the widely cited literature review Two-way Fixed Effects and Differences-in-Differences with Heterogeneous Treatment Effects: A Survey.

Prof. de Chaisemartin’s expertise is sought after at prestigious international conferences, and he regularly conducts training sessions for organizations such as the OECD, Bocconi University, and the World Bank. His ERC-funded research project, Really Credible? Completing Economics' Credibility Revolution, reflects his dedication to advancing econometrics and enhancing the robustness of policy evaluation techniques.

This course offers an exceptional opportunity to learn from one of the foremost experts in econometrics and Difference-in-Differences. Prof. de Chaisemartin’s work continues to define the future of causal inference in economics and beyond.

When & how

·         Day 1: 25/03/2025, 14:30 – 16:30 (online - Webex) - full

·         Day 2: 28/03/2025, 14:30 – 16:30 (online - Webex) - full

·         Day 3: 01/04/2025, 09:00 – 12:00 / 13:00 – 15:00 (hybrid at LISER - Webex)

·         Day 4*: 02/04/2025, 09:00 – 12:00 (hybrid at LISER - Webex)

* After the training, there was a hybrid seminar by Clément de Chaisemartin from 02:00 to 03:30 PM.

Topic: LISER Research Seminar Series - Difference-in-Differences Estimators of Intertemporal Treatment Effects

Local organisers

Andrea Albanese (LISER)

Pierre Imhoff (LISER)

This event is co-organised with the Doctoral Education in Economics, Finance, and Management (DSEFM) at the University of Luxembourg.