Economics at your fingertips  

Implementing the panel event study

Damian Clarke () and Kathya Tapia-Schythe ()
Additional contact information
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
Note: to access software from within Stata, net describe
References: Add references at CitEc
Citations: View citations in EconPapers (6) Track citations by RSS feed

Downloads: (external link) link to article purchase

Related works:
Working Paper: Implementing the Panel Event Study (2020) Downloads
Working Paper: Implementing the Panel Event Study (2020) Downloads
Working Paper: Implementing the Panel Event Study (2020) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link:

Ordering information: This journal article can be ordered from

DOI: 10.1177/1536867X211063144

Access Statistics for this article

Stata Journal is currently edited by Nicholas J. Cox and Stephen P. Jenkins

More articles in Stata Journal from StataCorp LP
Bibliographic data for series maintained by Christopher F. Baum () and Lisa Gilmore ().

Page updated 2023-03-26
Handle: RePEc:tsj:stataj:v:21:y:2021:i:4:p:853-884