Add Synthetic Difference-in-Differences

[drbenvincent]

Suggestion by @juanitorduz

Resources

• https://github.com/MasaAsami/pysynthdid
• https://matheusfacure.github.io/python-causality-handbook/25-Synthetic-Diff-in-Diff.html

[aeturrell]

Came here to say synthetic diff-in-diff would be useful and glad to see it is on the road map. Susan Athey has published R and Stata packages that might be useful for reference:

https://synth-inference.github.io/synthdid/

https://arxiv.org/pdf/2301.11859.pdf

Thanks for the amazing work!