Event Study Python Packages

diff-diff

Difference-in-Differences causal inference in Python. Callaway-Sant'Anna, Synthetic DiD, Honest DiD, event studies. sklearn-like API, validated against R.

diddesign

Double Difference-in-Differences for Python — GMM-optimal combination of multiple pre-treatment periods with bootstrap inference, diagnostic tools, and publication-ready plotting (Egami & Yamauchi, 2023).

varrd

AI-powered trading research platform. Test any idea on stocks, futures, and crypto with event studies, backtesting, and statistical validation. MCP server with 8 tools. pip install varrd.

did-imputation

Borusyak-Jaravel-Spiess (2024) difference-in-differences imputation estimator with event-study plots for Python.

contdid

Continuous treatment difference-in-differences estimation for Python — dose-response curves, event-study dynamics, and uniform confidence bands.