Dear All, I wish that some Stata experts can offer a VERY USEFUL command to implement PSM+DID (propensity score matching with difference-in-differences) models for publication in Stata Journal. The method has been implemented in many finance/economics articles but with flaws. A possible (more complete) approach can be found here https://imai.fas.harvard.edu/research/tscs.html (Matching Methods for Causal Inference with Time-Series Cross-Sectional Data). An R code/package is available, but not Stata.