Add Phase 2 multi-horizon event study for dCDH estimator#294

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igerber merged 11 commits intomainfrom

Apr 12, 2026

Commits on Apr 12, 2026

Add Phase 2 multi-horizon event study DID_l for ChaisemartinDHaultfoeuille

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Fix CI review P0s: delta dose, placebo sign, sup-t calibration, l=1 consistency

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Fix Round 2: placebo sign, delta Lemma 4 weights, placebo A11 warnings, labels

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Fix Round 3: delta SE via delta-method, placebo SE deferral Note, summary gate

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Fix Round 4: delta SE on analytical path, shared bootstrap, equal-cell Note

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Fix Round 5: exclude empty-control groups from N_l instead of zero-retaining

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Fix Round 6: align IF/SE eligibility with DID path, document l=1 and delta contracts

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Fix Round 7: NaN-consistent delta SE, full-group IF for variance

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Clean up P3 nits: warning text, README wording, ROADMAP accuracy

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Fix Round 9: placebo control forward-observation guard, NaN delta fallback

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Fix summary delta-method note, update stale Phase 2 doc references

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