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Diff-in-diff with time fixed effects
Diff-in-diff with time fixed effects

Hi everyone,

Maybe it is a trivial question but I am running a DID regression based on a dataset with: 1) the price of steel and 2) the raw material cost of steel. I have this data twelve months before and twelve months after my event date.
My question is, is there any reason why I should not include month fixed effects in the model?

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Diff-in-diff with time fixed effects

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