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Hi thereπŸ‘‹

Welcome to my GitHub profile!

I am Pedro H. C. Sant'Anna, an Associate Professor at the Department of Economics at Emory University.

I'm an Applied Econometrician, and I am very curious about how econometric things work (in theory and in practice).

My main areas of research interest are in the intersection of

  • Causal Inference;
  • Data-adaptive methods (aka Machine Learning);
  • Semiparametric methods;
  • Applied Microeconomics.

In the last few years, I have devoted much of my time to developing, better understanding, and improving Difference-in-Differences (DiD) methods.

I have also spent some time in Tech (Microsoft and Amazon), which I've greatly enjoyed.

In my GitHub, you will find:

  • πŸ“¦ Packages that I have developed with co-authors (usually in R);
  • πŸ’Ύ Replication packages for some of my published papers;
  • πŸ“ Some lecture notes from courses that I teach.

If you have any questions, please feel free to contact me:

Pedro H. C. Sant'Anna's Projects

causal_fused_lasso icon causal_fused_lasso

Demos for the paper "O.-H. Madrid-Padilla, P. Ding, Y. Chen, G. Ruiz. A causal fused lasso for interpretable heterogeneous treatment effects estimation"

causalhal icon causalhal

Adaptive debiased machine learning with the highly adaptive lasso

causalml-teaching icon causalml-teaching

This repository consolidates my teaching material for "Causal Machine Learning".

did icon did

A Stata package that acts as a wrapper for Callaway and Sant'anna's R did package

did2 icon did2

Difference in Differences with Multiple Periods and Variation in Treatment Timing

drdid icon drdid

Doubly Robust Difference-in-Differences Estimators

experimentdatar icon experimentdatar

Datasets used in the AEA 2018 Continuing Education "Machine Learming and Econometrics" (Athey and Imbens, 2018)

ips icon ips

IPS: Covariate Distribution Balance via Integrated Propensity Scores

ips_replication icon ips_replication

Replication files for Sant'Anna, Song and Xu (2021), "Covariate Distribution Balance via Propensity Scores"

islp icon islp

ISLP package: data and code for labs

kmdr-replication icon kmdr-replication

Kaplan-Meier Distribution Regression: Replication files for Delgado, Garcia-Suaza and Sant'Anna (2021)

kmte icon kmte

Treatment Effects with Censored Outcomes

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