Merge pull request #482 from pymc-labs/did-banks

Update difference in difference docs to show TWFE formulation

Author: ostojanovic

docs/source/notebooks/did_pymc_banks.ipynb

@@ -126,3 +126,46 @@ @book{huntington2021effect
   year={2021},
   publisher={Chapman and Hall/CRC}
 }
+
+@article{imai2021twfepanel,
+  title={On the use of two-way fixed effects regression models for causal inference with panel data},
+  author={Imai, Kosuke and Kim, In Song},
+  journal={Political Analysis},
+  volume={29},
+  number={3},
+  pages={405--415},
+  year={2021},
+  publisher={Cambridge University Press}
+}
+
+@article{kropko2018two,
+  title={Why the two-way fixed effects model is difficult to interpret, and what to do about it},
+  author={Kropko, Jonathan and Kubinec, Robert},
+  journal={Kropko J, Kubinec R (2020) Interpretation and identification of within-unit and cross-sectional variation in panel data models. PLoS ONE},
+  volume={15},
+  number={4},
+  pages={e0231349},
+  year={2018}
+}
+
+@article{collischon2020let,
+  title={Let's talk about fixed effects: Let's talk about all the good things and the bad things},
+  author={Collischon, Matthias and Eberl, Andreas},
+  journal={KZfSS K{\"o}lner Zeitschrift f{\"u}r Soziologie und Sozialpsychologie},
+  volume={72},
+  number={2},
+  pages={289--299},
+  year={2020},
+  publisher={Springer Fachmedien Wiesbaden}
+}
+
+@article{hill2020limitations,
+  title={Limitations of fixed-effects models for panel data},
+  author={Hill, Terrence D and Davis, Andrew P and Roos, J Micah and French, Michael T},
+  journal={Sociological Perspectives},
+  volume={63},
+  number={3},
+  pages={357--369},
+  year={2020},
+  publisher={Sage Publications Sage CA: Los Angeles, CA}
+}