http://www.nikolaoskoutounidis.com/tags/econometrics/EconometricsHugo Blox Builder (https://hugoblox.com)en-usSun, 03 May 2026 00:00:00 +0000http://www.nikolaoskoutounidis.com/media/sharing.jpghttp://www.nikolaoskoutounidis.com/tags/econometrics/http://www.nikolaoskoutounidis.com/code/ddinteract/Sun, 03 May 2026 00:00:00 +0000http://www.nikolaoskoutounidis.com/code/ddinteract/<h2 id="overview">Overview</h2> <p><code>ddinteract</code> is a Python package that implements the <strong>double-demeaned interactions estimator</strong> for two-way fixed-effects panel models with interaction terms. It provides a fast, transparent way to estimate interaction effects in panel data settings while properly absorbing unit and time fixed effects.</p> <ul> <li><strong>PyPI:</strong> <a href="https://pypi.org/project/ddinteract/" target="_blank" rel="noopener">pypi.org/project/ddinteract</a></li> <li><strong>GitHub:</strong> <a href="https://github.com/nkoutoun/dd-ie#readme" target="_blank" rel="noopener">github.com/nkoutoun/dd-ie</a></li> </ul> <h2 id="installation">Installation</h2> <div class="highlight"><pre tabindex="0" class="chroma"><code class="language-bash" data-lang="bash"><span class="line"><span class="cl">pip install ddinteract </span></span></code></pre></div><h2 id="use-in-my-research">Use in My Research</h2> <p>I have used <code>ddinteract</code> in the following papers:</p> <ul> <li><a href="http://www.nikolaoskoutounidis.com/publication/pub-covid/">Assessing the heterogeneous impact of COVID-19 on consumption using bank transactions</a> — <em>Journal of Macroeconomics</em>, 2025.</li> <li><a href="http://www.nikolaoskoutounidis.com/publication/wip-oil/">Shale Production and the Transmission of Oil Supply Shocks: Evidence from U.S. States</a> — Work in progress.</li> </ul> <p>In both projects, the estimator is used to recover heterogeneous effects across units (households, U.S. states) by interacting a shock or policy variable with unit-level characteristics, while absorbing two-way fixed effects.</p> <h2 id="documentation-and-source-code">Documentation and Source Code</h2> <p>Full documentation, usage examples, and the source code are available on the <a href="https://github.com/nkoutoun/dd-ie#readme" target="_blank" rel="noopener">GitHub repository</a>. Issues and contributions are welcome.</p>