Changes in version 0.1.0 (2026-09-15)                  

First release.

Interface

  - Single exported estimator gmm_staggered(), replacing the earlier
    gmm_staggered_I(), gmm_staggered_II() and gmm_staggered_III(). The
    covariance model is chosen with weighting, one of "pooled_toeplitz",
    "cohort_toeplitz" or "unrestricted" (GMM-T, GMM-HT and GMM-U in the
    paper).
  - Argument names follow the did package convention: yname, tname,
    idname, gname.
  - never_treated = NULL detects a never-treated group automatically,
    replacing has_nt = FALSE.
  - Results are an S3 object of class staggered_gmm with print, summary,
    coef, vcov and confint methods.
  - New gmm_j_test(): the serial-correlation robust over-identification
    test of parallel trends and no anticipation, in full-set and
    local-pre-window forms.

Estimation

  - Both aggregate targets are reported: CW (treated-observation
    weighting, as used throughout the paper) and EW (cohort-equal
    weighting).
  - Cohort-by-time effects with no clean comparison are reported as NA
    with identified = FALSE, never as an estimated zero, and are
    excluded from the parameter vector so that partial identification no
    longer disables the efficient weighting for every other cell.
  - Unbalanced panels are supported: autocovariances use
    pairwise-complete denominators, and the variance of a group-period
    mean accounts for the overlap between the unit sets contributing at
    each pair of periods. Both reduce exactly to the complete-data
    formulas when the panel is balanced.
  - Convergence and solve success are reported separately, with a
    termination reason and the final parameter change. max_iter now
    defaults to 100: the iteration can converge linearly at a slow rate,
    and sim_panel under weighting = "cohort_toeplitz" needs 86 steps.
  - Failure to complete any weighted step always warns, including under
    weighting = "unrestricted", because the returned estimates are then
    the identity-weighted seed rather than a GMM estimate under the
    requested weighting. The warning reports how many independent moment
    directions the estimated weight supported, against the number of
    effects to identify. Merely failing to converge after a weighted
    step did run continues not to warn under "unrestricted", where it is
    routine.
  - Units whose cohort falls after the last observed period are used as
    clean controls rather than discarded.

Validation

  - A shared validator checks every documented requirement before
    estimation and reports the offending rows, units, periods or
    cohorts. Column types are rejected rather than coerced.
  - Units treated at or before the first observed period now raise an
    error. They have no pre-treatment period, so none of their effects
    is identified.

Data

  - beck_banks documentation now records its CC BY 4.0 licence and the
    thirteen always-treated states it contains.