dbt package to automate automates pre-period selection for Difference-in-Differences (DiD) analysis in pure SQL.
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Updated
Mar 24, 2026 - Python
dbt package to automate automates pre-period selection for Difference-in-Differences (DiD) analysis in pure SQL.
DiD method is used to determine the impact of ChatGPT launch on the daily returns on stocks of tech companies from 2021 to 2024. The tech companies considered include Google (GOOG), Facebook (META), Microsoft (MSFT) and the non-tech companies are Johnson & Johnson (JNJ), McDonalds (MCD) and Shell PLC (SHEL). And tech companes as treatment group
This repository contains the reproducible code to generate tables and figures for the paper: K.M. Miller, K. Lukic, B. Skiera, The impact of the General Data Protection Regulation (GDPR) on online tracking, International Journal of Research in Marketing (2025), doi: 10.1016/j.ijresmar.2025.03.002.
Final Term Project, Statistical Models and Application (Prof. Yeojin Chung), 2nd Semester, Master’s Program
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