@article{white1980,
  author  = {Halbert White},
  title   = {A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity},
  journal = {Econometrica},
  volume  = {48},
  number  = {4},
  pages   = {817--838},
  year    = {1980},
  doi     = {10.2307/1912934}
}

@article{mackinnonwhite1985,
  author  = {James G. MacKinnon and Halbert White},
  title   = {Some Heteroskedasticity-Consistent Covariance Matrix Estimators with Improved Finite Sample Properties},
  journal = {Journal of Econometrics},
  volume  = {29},
  number  = {3},
  pages   = {305--325},
  year    = {1985},
  doi     = {10.1016/0304-4076(85)90158-7}
}

@article{neweywest1987,
  author  = {Whitney K. Newey and Kenneth D. West},
  title   = {A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix},
  journal = {Econometrica},
  volume  = {55},
  number  = {3},
  pages   = {703--708},
  year    = {1987},
  doi     = {10.2307/1913610}
}

@article{camerongelbachmiller2011,
  author  = {A. Colin Cameron and Jonah B. Gelbach and Douglas L. Miller},
  title   = {Robust Inference with Multiway Clustering},
  journal = {Journal of Business \& Economic Statistics},
  volume  = {29},
  number  = {2},
  pages   = {238--249},
  year    = {2011},
  doi     = {10.1198/jbes.2010.07136}
}

@article{belsleykuhwelsch1980,
  author  = {David A. Belsley and Edwin Kuh and Roy E. Welsch},
  title   = {Regression Diagnostics: Identifying Influential Data and Sources of Collinearity},
  journal = {Wiley Series in Probability and Statistics},
  year    = {1980},
  doi     = {10.1002/0471725153}
}

@article{liangzeger1986,
  author  = {Kung-Yee Liang and Scott L. Zeger},
  title   = {Longitudinal Data Analysis Using Generalized Linear Models},
  journal = {Biometrika},
  volume  = {73},
  number  = {1},
  pages   = {13--22},
  year    = {1986},
  doi     = {10.1093/biomet/73.1.13}
}

@article{correia2017,
  author  = {Sergio Correia},
  title   = {Linear Models with High-Dimensional Fixed Effects: An Efficient and Feasible Estimator},
  journal = {Working Paper},
  year    = {2017},
  url     = {http://scorreia.com/research/hdfe.pdf}
}

@article{arellanobond1991,
  author  = {Manuel Arellano and Stephen Bond},
  title   = {Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations},
  journal = {The Review of Economic Studies},
  volume  = {58},
  number  = {2},
  pages   = {277--297},
  year    = {1991},
  doi     = {10.2307/2297968}
}

@article{windmeijer2005,
  author  = {Frank Windmeijer},
  title   = {A Finite Sample Correction for the Variance of Linear Efficient Two-Step GMM Estimators},
  journal = {Journal of Econometrics},
  volume  = {126},
  number  = {1},
  pages   = {25--51},
  year    = {2005},
  doi     = {10.1016/j.jeconom.2004.02.017}
}

@article{roodman2009,
  author  = {David Roodman},
  title   = {How to Do xtabond2: An Introduction to Difference and System GMM in Stata},
  journal = {The Stata Journal},
  volume  = {9},
  number  = {1},
  pages   = {86--136},
  year    = {2009},
  doi     = {10.1177/1536867X0900900106}
}

@article{callawaysantanna2021,
  author  = {Brantly Callaway and Pedro H. C. Sant'Anna},
  title   = {Difference-in-Differences with Multiple Time Periods},
  journal = {Journal of Econometrics},
  volume  = {225},
  number  = {2},
  pages   = {200--230},
  year    = {2021},
  doi     = {10.1016/j.jeconom.2020.12.001}
}

@article{santannazhao2020,
  author  = {Pedro H. C. Sant'Anna and Jun Zhao},
  title   = {Doubly Robust Difference-in-Differences Estimators},
  journal = {Journal of Econometrics},
  volume  = {219},
  number  = {1},
  pages   = {101--122},
  year    = {2020},
  doi     = {10.1016/j.jeconom.2020.06.003}
}

@article{sunabraham2021,
  author  = {Liyang Sun and Sarah Abraham},
  title   = {Estimating Dynamic Treatment Effects in Event Studies
             With Heterogeneous Treatment Effects},
  journal = {Journal of Econometrics},
  volume  = {225},
  number  = {2},
  pages   = {175--199},
  year    = {2021},
  doi     = {10.1016/j.jeconom.2020.12.005}
}

@techreport{gardner2022,
  author  = {John Gardner},
  title   = {Two-Stage Differences in Differences},
  institution = {arXiv},
  number  = {2207.05943},
  year    = {2022},
  url     = {https://arxiv.org/abs/2207.05943}
}

@article{blackwelletal2009,
  author  = {Matthew Blackwell and Stefano M. Iacus and Gary King and Giuseppe Porro},
  title   = {Cem: Coarsened Exact Matching in Stata},
  journal = {The Stata Journal},
  volume  = {9},
  number  = {4},
  pages   = {524--546},
  year    = {2009},
  doi     = {10.1177/1536867X0900900402}
}

@article{abadieimbens2006,
  author  = {Alberto Abadie and Guido W. Imbens},
  title   = {Large Sample Properties of Matching Estimators for Average Treatment Effects},
  journal = {Econometrica},
  volume  = {74},
  number  = {1},
  pages   = {235--267},
  year    = {2006},
  doi     = {10.1111/j.1468-0262.2006.00655.x}
}

@article{abadieimbens2012,
  author  = {Alberto Abadie and Guido W. Imbens},
  title   = {A Martingale Representation for Matching Estimators},
  journal = {Journal of the American Statistical Association},
  volume  = {107},
  number  = {498},
  pages   = {833--843},
  year    = {2012},
  doi     = {10.1080/01621459.2012.682537}
}

@article{rosenbaum2002,
  author  = {Paul R. Rosenbaum},
  title   = {Observational Studies},
  edition = {2nd},
  publisher = {Springer},
  year    = {2002},
  doi     = {10.1007/978-1-4757-3692-2}
}

@article{calonicoeta2014,
  author  = {Sebastian Calonico and Matias D. Cattaneo and Rocio Titiunik},
  title   = {Robust Nonparametric Confidence Intervals for Regression-Discontinuity Designs},
  journal = {Econometrica},
  volume  = {82},
  number  = {6},
  pages   = {2295--2326},
  year    = {2014},
  doi     = {10.3982/ECTA11757}
}

@article{imbenskalyanaraman2012,
  author  = {Guido W. Imbens and Karthik Kalyanaraman},
  title   = {Optimal Bandwidth Choice for the Regression Discontinuity Estimator},
  journal = {The Review of Economic Studies},
  volume  = {79},
  number  = {3},
  pages   = {933--959},
  year    = {2012},
  doi     = {10.1093/restud/rdr043}
}

@article{oaxaca1973,
  author  = {Ronald Oaxaca},
  title   = {Male-Female Wage Differentials in Urban Labor Markets},
  journal = {International Economic Review},
  volume  = {14},
  number  = {3},
  pages   = {693--709},
  year    = {1973},
  doi     = {10.2307/2525981}
}

@article{blinder1973,
  author  = {Alan S. Blinder},
  title   = {Wage Discrimination: Reduced Form and Structural Estimates},
  journal = {Journal of Human Resources},
  volume  = {8},
  number  = {4},
  pages   = {436--455},
  year    = {1973},
  doi     = {10.2307/144855}
}

@article{rosenbaumrubin1985,
  author  = {Paul R. Rosenbaum and Donald B. Rubin},
  title   = {Constructing a Control Group Using Multivariate Matched Sampling Methods That Incorporate the Propensity Score},
  journal = {The American Statistician},
  volume  = {39},
  number  = {1},
  pages   = {33--38},
  year    = {1985},
  doi     = {10.2307/2683903}
}

@article{mundlak1978,
  author  = {Yair Mundlak},
  title   = {On the Pooling of Time Series and Cross Section Data},
  journal = {Econometrica},
  volume  = {46},
  number  = {1},
  pages   = {69--85},
  year    = {1978},
  doi     = {10.2307/1913646}
}

@article{hausman1978,
  author  = {Jerry A. Hausman},
  title   = {Specification Tests in Econometrics},
  journal = {Econometrica},
  volume  = {46},
  number  = {6},
  pages   = {1251--1271},
  year    = {1978},
  doi     = {10.2307/1913827}
}

@article{hansen1982,
  author  = {Lars Peter Hansen},
  title   = {Large Sample Properties of Generalized Method of Moments Estimators},
  journal = {Econometrica},
  volume  = {50},
  number  = {4},
  pages   = {1029--1054},
  year    = {1982},
  doi     = {10.2307/1912775}
}

@article{stockyogo2005,
  author  = {James H. Stock and Motohiro Yogo},
  title   = {Testing for Weak Instruments in Linear IV Regression},
  journal = {Identification and Inference for Econometric Models: Essays in Honor of Thomas J. Rothenberg},
  editor  = {Donald W. K. Andrews and James H. Stock},
  pages   = {80--108},
  year    = {2005},
  publisher = {Cambridge University Press},
  doi     = {10.1017/CBO9780511614491.006}
}

@article{arellano_bond1991,
  author  = {Manuel Arellano and Stephen Bond},
  title   = {Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations},
  journal = {Review of Economic Studies},
  volume  = {58},
  number  = {2},
  pages   = {277--297},
  year    = {1991},
  doi     = {10.2307/2297968}
}

@article{arellano_bover1995,
  author  = {Manuel Arellano and Olympia Bover},
  title   = {Another Look at the Instrumental Variable Estimation of Error-Components Models},
  journal = {Journal of Econometrics},
  volume  = {68},
  number  = {1},
  pages   = {29--51},
  year    = {1995},
  doi     = {10.1016/0304-4076(94)01642-D}
}

@article{blundell_bond1998,
  author  = {Richard Blundell and Stephen Bond},
  title   = {Initial Conditions and Moment Restrictions in Dynamic Panel Data Models},
  journal = {Journal of Econometrics},
  volume  = {87},
  number  = {1},
  pages   = {115--143},
  year    = {1998},
  doi     = {10.1016/S0304-4076(98)00009-8}
}

@article{windmeijer2005,
  author  = {Frank Windmeijer},
  title   = {A Finite Sample Correction for the Variance of Linear Efficient Two-Step GMM Estimators},
  journal = {Journal of Econometrics},
  volume  = {126},
  number  = {1},
  pages   = {25--51},
  year    = {2005},
  doi     = {10.1016/j.jeconom.2004.02.017}
}

@article{roodman2009,
  author  = {David Roodman},
  title   = {How to Do {\tt xtabond2}: An Introduction to Difference and System GMM in Stata},
  journal = {Stata Journal},
  volume  = {9},
  number  = {1},
  pages   = {86--136},
  year    = {2009},
  doi     = {10.1177/1536867X0900900106}
}
