xtevent: Estimation and visualization in the linear panel event-study designJournal: Stata Journal

Simon Freyaldenhoven, Christian Hansen, Jorge Pérez Pérez, Jesse Shapiro and Constantino Carreto ()
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Constantino Carreto: Banco de México

Stata Journal, 2025, vol. 25, issue 1, 97-135

Abstract: Linear panel models and the “event-study plots” that often accompany them are popular tools for learning about policy effects. We introduce the xtevent package, which enables the construction of event-study plots following the suggestions in Freyaldenhoven et al. (Forthcoming, Visualization, identifica- tion, and estimation in the linear panel event-study design [Cambridge University Press]). The package implements various procedures to estimate the underlying policy effects and allows for nonbinary policy variables and estimation adjusting for preevent trends.

Keywords: xtevent; xteventplot; xteventtest; get_unit_time_effects; lin- ear panel-data models; two-way fixed-effects regression; pretrends; event study (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1177/1536867X251322964

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