Commit cbedde9
Add EDID validation tests against Chen, Sant'Anna & Xie (2025)
Validate the EfficientDiD estimator against published results from the
paper's Table 6 (HRS empirical application) and Tables 4/5 patterns
(Compustat MC simulations).
HRS replication: point estimates match within 0.1-1.3% for all targets
except ATT(9,10) which is a near-zero noisy estimate (90 ± 641). The
CS cross-validation matches to <$1 on all ATT(g,t), confirming data
loading correctness. Fixture is a 656-individual subset of the Dobkin
et al. (2018) publicly available replication kit.
MC simulations validate unbiasedness, RMSE dominance over CS, efficiency
gains increasing with serial correlation, ~95% coverage, and SE
calibration across rho values.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>1 parent 215fff5 commit cbedde9
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