DiD Toolbox for Matlab

Initial release of the DiD Toolbox

The DiD Toolbox is a set of Matlab tools designed for applied statisticians and econometricians to conduct Difference-in-Differences (DiD) analyses, particularly focusing on designs involving staggered treatment timing. The traditional Two-Way Fixed Effects (TWFE) estimator, while common, yields estimates that may be biased and difficult to interpret when treatment effects are heterogeneous across groups or vary over time. The primary goal of this toolbox is to address these methodological challenges by providing modern, robust estimators that yield valid causal estimates in complex multi-period, staggered adoption scenarios.