
Context and assumptions:
Tasks: (a) State when two-way fixed effects (TWFE) is biased under staggered adoption and what it identifies. (b) Implement a heterogeneous-effects-robust estimator (Callaway–Sant’Anna or Sun–Abraham), define group-time ATT ATT(g, t), and specify aggregation weights to obtain overall and dynamic effects. (c) Specify an event-study setup with a clear reference period and how you would visualize it. (d) Describe pre-trend testing (joint F-test on leads) and remedies if violated. (e) Explain inference with few clusters, including wild cluster bootstrap and handling serial correlation. (f) Explain how you would reconcile DiD estimates with a parallel propensity score matching (PSM) analysis.
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