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Pedro Sant'Anna

Econometrics - Causal Inference - Difference-in-Differences

Pedro Sant'Anna is a Principal Researcher in the Office of Chief Economist at Microsoft Research, currently on leave from the Economics Department at Vanderbilt University.

He is an econometrian with a research focus on the development of causal inference tools using semi- and non-parametric methods, particularly in understanding Difference-in-Differences methods.

Within Microsoft, his primary role involves translating business issues into causal inference problems and devising impactful data-driven solutions.

Pedro Sant'Anna values interactions with data scientists and product managers to broaden his knowledge and insights.

Highlights

Jan 21 · linkedin

A very nice post by Nazlı (Naz) Alagöz on event studies and DiD.

She touches on and clearly illustrate several of the potential issues associated with using “standard” two-way fixed effect regressions.

As she points out, if is very easy to bypass these issues by using heterogeneity-robust alternative estimators such as Callaway and Sant’Anna (2021), that is implemented in our #R package, did.

Great read!

Pedro Sant'Anna
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Location

Nashville Metropolitan Area