These are some resources outside of Cunningham’s book that I found useful while trying to figure out diff-in-diff.
Causal Inference for the Brave & True
Causal Inference for The Brave and True — Causal Inference for the Brave and True
Section 13 has a good explanation for the concepts of the classic diff-in-diff scenario
Section 24 has a very good explanation of the issues with using diff-in-diff in more complicated situations.
The Effect’s chapter on Diff-in-Diff focuses more on the concepts of diff-in-diff with a little less mathematical derivation.
Bayesian Blog post on Diff-in-Diff by Benjamin T. Vincent with a PyMC Model:
Difference in differences — PyMC example gallery
Cunningham mentioned a few articles towards the end of chapter and there are YouTube videos of the authors going through their papers.
Goodman-Bacon goes through the Goodman-Bacon (2019) paper and discusses Bacon decomposition.
Andrew Goodman-Bacon “Difference-in-Differences with Variation in Treatment Timing” - YouTube
Sant’Anna goes through the Callaway and Sant’Anna (2019) paper and discusses their solution to issues with bias in complex diff-in-diff scenarios.
Pedro H.C. Sant'Anna "Difference-in-Differences with Multiple Time Periods" - YouTube
There is a diff-in-diff reading group with a list of additional YouTube presentation of other very relevant Diff-in-Diff papers.
DiD Reading Group · Taylor Wright