Hi

I am trying to do robustness of my DD estimation with multiple time periods in data (both before and after treatment) and would also like to test using the CIC estimator.

Athey and Imbens 2006, in Section 6 of the paper discuss the CIC with multiple time periods. However, the state command cic only allows me to test using two periods.

Is there another state command or package that can do this? or what another way can I test for the robustness of my DD estimates (either using CIC or other techniques)?

Really appreciate any help!

Thanks

Dhruv Jain
Toulouse School of Economics (Ph.D. Candidate)