Implementing the panel event study

Damian Clarke and Kathya Tapia-Schythe ()
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Kathya Tapia-Schythe: University of California, Davis
Authors registered in the RePEc Author Service: Kathya Tapia Schythe

Stata Journal, 2021, vol. 21, issue 4, 853-884

Abstract: Many studies estimate the impact of exposure to some quasiexperimental policy or event using a panel event study design. These models, as a generalized extension of “difference-in-differences” designs or two-way fixed-effects models, allow for dynamic leads and lags to the event of interest to be estimated, while also controlling for fixed factors (often) by area and time. In this article, we discuss the setup of the panel event study design in a range of situations and lay out several practical considerations for its estimation. We describe a command, eventdd, that allows for simple estimation, inference, and visualization of event study models in a range of circumstances. We then provide several examples to illustrate eventdd’s use and flexibility, as well as its interaction with various na- tive Stata commands, and other relevant community-contributed commands such as reghdfe and boottest.

Keywords: eventdd; event studies; difference-in-differences; estimation; inference; visualization (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (54)

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Related works:
Working Paper: Implementing the Panel Event Study (2020)
Working Paper: Implementing the Panel Event Study (2020)
Working Paper: Implementing the Panel Event Study (2020)
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DOI: 10.1177/1536867X211063144

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