EconPapers    
Economics at your fingertips  
 

Implementing the Panel Event Study

Damian Clarke () and Kathya Tapia Schythe

Working Papers from University of Chile, Department of Economics

Abstract: Many studies estimate the impact of exposure to some quasi-experimental policy or event using a panel event study design. These models, as a generalized extension of ‘difference-in-differences’ or two-way fixed effect models, allow for dynamic lags and leads to the event of interest to be estimated, while also controlling for fixed factors (often) by area and time. In this paper we discuss the set-up of the panel event study design in a range of situations, and lay out a number of practical considerations for its estimation. We describe a Stata command 'eventdd' that allows for simple estimation, inference, and visualization of event study models in a range of circumstances. We then provide a number of examples to illustrate eventdd’s use and flexibility, as well as its interaction with various native Stata routines, and other relevant user-written libraries such as 'reghdfe' and 'boottest'.

Pages: 30 pages
Date: 2020-07
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed

Downloads: (external link)
http://www.econ.uchile.cl/uploads/publicacion/4dbd ... 67c782cc16e33738.pdf (application/pdf)
Our link check indicates that this URL is bad, the error code is: 500 Can't connect to www.econ.uchile.cl:443 (Bad file descriptor) (http://www.econ.uchile.cl/uploads/publicacion/4dbd3656973d0f3321891c5b67c782cc16e33738.pdf [301 Moved Permanently]--> https://www.econ.uchile.cl/uploads/publicacion/4dbd3656973d0f3321891c5b67c782cc16e33738.pdf)

Related works:
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: https://EconPapers.repec.org/RePEc:udc:wpaper:wp497

Access Statistics for this paper

More papers in Working Papers from University of Chile, Department of Economics Contact information at EDIRC.
Bibliographic data for series maintained by Mohit Karnani ().

 
Page updated 2021-01-27
Handle: RePEc:udc:wpaper:wp497