DiffinDiffs.jl is a suite of Julia packages for difference-in-differences (DID). The goal of its development is to promote applications of the latest advances in econometric methodology related to DID in academic research while leveraging the performance and composability of the Julia language.
- Fast: Handle datasets of multiple gigabytes with ease
- Transparent: Completely open source and natively written in Julia
- Extensible: Unified interface with modular package organization
DiffinDiffs.jl reexports types, functions and macros defined in component packages that are separately registered. The package itself does not host any concrete functionality except documentation. This facilitates decentralized code development under a unified framework.
| Package | Description | Version | Status |
|---|---|---|---|
| DiffinDiffsBase | Base package for DiffinDiffs.jl |  |
 |
| InteractionWeightedDIDs | Regression-based multi-period DID |  |
 |
More components will be included in the future as development moves forward.
DiffinDiffs.jl
can be installed with the Julia package manager
Pkg.
From the Julia REPL, type ] to enter the Pkg REPL and run:
pkg> add DiffinDiffs
This will install all the component packages of DiffinDiffs.jl as dependencies. There is no need to explicitly add the individual components unless one needs to access internal objects.
For details on the usage, please see the documentation.