Tutorial

Causal Machine Learning and the Resource Curse with Python EconML

Estimate heterogeneous causal effects of mining and mineral prices on economic development using EconML's CausalForestDML with Double Machine Learning, applied to simulated resource curse data

Double Machine Learning with 401(k) Data: From Eligibility Effects to Complier Analysis

Estimating the causal effect of 401(k) eligibility and participation on net financial assets using three DoubleML models (PLR, IRM, IIVM) with the 1991 SIPP pension dataset

MGWFER: Causal Spatially Varying Coefficients via Panel Fixed Effects

A faithful Python tutorial on Li & Fotheringham (2026) — using a two-stage MGWFER algorithm to remove time-invariant spatial confounders from Multiscale GWR and recover both unbiased spatially varying slopes and intrinsic contextual effects from simulated panel data (225 units x 3 periods).

Basic Synthetic Control with R: The Basque Country Case Study

A beginner-friendly tutorial on the synthetic control method in R, using the Basque Country case study to estimate the economic cost of conflict on regional GDP per capita from 1970 to 1997.

Identifying Latent Group Structures in Panel Data: The classifylasso Command in Stata

Identify latent group structures in panel data using the Classifier-LASSO method (Su, Shi, Phillips 2016), revealing that the pooled democracy-growth effect of +1.055 masks a +2.151 effect in 57 countries and a -0.936 effect in 41 countries.

What Does TWFE Actually Do? Manual Demeaning and the FWL Theorem

Manual demeaning vs two-way fixed effects --- showing that TWFE is just OLS on demeaned data through the Frisch-Waugh-Lovell theorem, with a hands-on proof using a Barro convergence panel of 150 countries.

Standard Errors in Panel Data: A Beginner's Guide in Python

Comparing standard error estimators in panel data regressions using Python and linearmodels --- from conventional to clustered, Driscoll-Kraay, and fixed effects

Dynamic Panel BMA: Which Factors Truly Drive Economic Growth?

Dynamic panel Bayesian Model Averaging with the Bayesian Dynamic Systems Modeling (BDSM) R package, applied to cross-country economic growth determinants --- handling reverse causality through lagged dependent variables, fixed effects, and weak exogeneity.

Taming Model Uncertainty in the Environmental Kuznets Curve: BMA and Double-Selection LASSO with Panel Data

Bayesian Model Averaging and Double-Selection LASSO applied to the Environmental Kuznets Curve using synthetic panel data with a known answer key, demonstrating how both methods recover the true predictors of CO2 emissions.

Spatial Dynamic Panel Data Modeling in R: Cigarette Demand Across US States

A hands-on guide to spatial panel data modeling using the SDPDmod package in R --- from Bayesian model comparison through static and dynamic SAR/SDM estimation with Lee-Yu bias correction to direct, indirect, and total effect decomposition --- applied to cigarette demand across 46 US states (1963--1992).