docs(methodology): add LP-DiD (Dube et al. 2025) paper review and registry entry by igerber · Pull Request #568 · igerber/diff-diff · GitHub
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docs(methodology): add LP-DiD (Dube et al. 2025) paper review and registry entry#568

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Jun 28, 2026
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docs(methodology): add LP-DiD (Dube et al. 2025) paper review and registry entry#568
igerber merged 1 commit into
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@igerber igerber commented Jun 28, 2026

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Summary

  • Phase A (paper-review, docs only) for the LPDiD estimator initiative.
  • Add docs/methodology/papers/dube-2025-review.md — structured review of Dube, Girardi, Jordà & Taylor (2025), incorporating the official online appendix (FWL weight derivations, covariate-weight positivity conditions, non-absorbing weights).
  • Add ## LPDiD methodology section + TOC entry to docs/methodology/REGISTRY.md.
  • Add a "Local Projections DiD" section to docs/references.rst (Dube et al. 2025; Jordà 2005).

Methodology references (required if estimator / math changes)

  • Method name(s): LPDiD — Local Projections Difference-in-Differences.
  • Paper / source link(s): Dube, A., Girardi, D., Jordà, Ò., & Taylor, A. M. (2025). "A Local Projections Approach to Difference-in-Differences." Journal of Applied Econometrics, 40(5), 741-758. https://doi.org/10.1002/jae.70000 (Open Access; NBER WP 31184). Reference implementations: Stata lpdid (SSC s459273), R alexCardazzi/lpdid.
  • Any intentional deviations from the source (and why): None in this PR (documentation only). Two items recorded in the registry for the source PR (Phase B): (1) the paper specifies no SE formula, so cluster-robust-at-unit is an implementation choice validated against the reference package, not the paper; (2) direct covariate inclusion requires a homogeneous-covariate-effects assumption per online appendix B.2.2 — the regression-adjustment path is preferred.

Validation

  • Tests added/updated: None (documentation only). Verified locally: tests/test_doc_deps_integrity.py green (152 passed), references.rst RST section underline valid, REGISTRY TOC/section structure intact.
  • Backtest / simulation / notebook evidence (if applicable): N/A.
  • Scope note: doc-deps.yaml and the llms.txt catalog entry are intentionally deferred to the source PR (Phase B) — test_doc_deps_integrity requires the mapped source file to exist on disk, and the llms catalog is coupled to __all__.

Security / privacy

  • Confirm no secrets/PII in this PR: Yes (the source paper PDF is gitignored and not committed).

🤖 Generated with Claude Code

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…istry entry

Phase A (paper-review, docs only) for the LPDiD estimator initiative.

- docs/methodology/papers/dube-2025-review.md: structured review of Dube,
  Girardi, Jorda & Taylor (2025) "A Local Projections Approach to
  Difference-in-Differences" (JAE 40(5):741-758), incorporating the official
  online appendix (FWL weight derivations, covariate-weight positivity
  conditions, non-absorbing weights).
- REGISTRY.md: TOC entry + ## LPDiD methodology section (clean-control
  long-difference LP regression; variance/equal weighting; RA covariates;
  PMD; pooling; no_composition). Flags that the paper specifies no SE formula
  and that direct covariate inclusion needs a homogeneity assumption
  (online appendix B.2.2).
- references.rst: Local Projections DiD section (Dube et al. 2025; Jorda 2005).

doc-deps.yaml and the llms.txt catalog entry are intentionally deferred to the
source PR (Phase B): test_doc_deps_integrity requires the source file to exist,
and the llms catalog is coupled to __all__.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
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@igerber igerber added the ready-for-ci Triggers CI test workflows label Jun 28, 2026
@igerber igerber merged commit 9533d28 into main Jun 28, 2026
11 of 12 checks passed
@igerber igerber deleted the lpdid branch June 28, 2026 16:08
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