Y'all...am I the only one who doesn't totally "get" the implicit weights in continuous-treatment TWFE? Just in case there are others out there, @causalinf.bsky.social does a great job walking us through it in our latest episode of "The Odd Couple". causalinf.substack.com/p/episode-10...
Today will astonish and amaze because in this one, you will watch me explain the decomposition of the OLS twoway fixed effects estimator for the continuous treatment difference-in-differences!
