staggeredGMM: GMM Estimation of Treatment Effects Under Staggered Adoption

Estimates cohort-by-time average treatment effects under staggered treatment adoption by the generalized method of moments. Three weighting schemes are provided, corresponding to a pooled stationary covariance, a cohort-specific stationary covariance, and an unrestricted within-cohort covariance. Optional adjustment for baseline covariates by outcome regression, and a serial-correlation robust over-identification test of parallel trends and no anticipation, are also supported. The methods are described in Arora and Bijani (2026) <doi:10.2139/ssrn.6558759>.

Version:	0.1.0
Depends:	R (≥ 4.1.0)
Imports:	fixest, MASS, stats, utils
Suggests:	covr, data.table, knitr, rmarkdown, testthat (≥ 3.1.5)
Published:	2026-09-15
DOI:	10.32614/CRAN.package.staggeredGMM
Author:	Rishabh Bijani [aut, cre, cph], Parush Arora [aut, cph]
Maintainer:	Rishabh Bijani <rishabhbijani at gmail.com>
BugReports:	https://github.com/RishabhBijani/staggeredGMM/issues
License:	MIT + file LICENSE
URL:	https://github.com/RishabhBijani/staggeredGMM
NeedsCompilation:	no
Citation:	staggeredGMM citation info
Materials:	README, NEWS
CRAN checks:	staggeredGMM results

Documentation:

Reference manual:	staggeredGMM.html , staggeredGMM.pdf
Vignettes:	Getting started with staggeredGMM (source, R code)

Downloads:

Package source:	staggeredGMM_0.1.0.tar.gz
Windows binaries:	r-devel: staggeredGMM_0.1.0.zip, r-release: staggeredGMM_0.1.0.zip, r-oldrel: staggeredGMM_0.1.0.zip
macOS binaries:	r-release (arm64): not available, r-oldrel (arm64): staggeredGMM_0.1.0.tgz, r-release (x86_64): staggeredGMM_0.1.0.tgz, r-oldrel (x86_64): staggeredGMM_0.1.0.tgz

Linking:

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