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EVENTDD: Stata module to panel event study models and generate event study plots

Damian Clarke () and Kathya Tapia Schythe ()
Additional contact information
Damian Clarke: Universidad de Santiago de Chile
Kathya Tapia Schythe: Universidad de Santiago de Chile

Statistical Software Components from Boston College Department of Economics

Abstract: eventdd estimates a panel event study corresponding to a difference-in-difference style model where a series of lag and lead coefficients and confidence intervals are estimated and plotted. These lag and lead coefficients are all relative to the passage of an event of interest, which can occur at different moments in different units of the panel. eventdd produces panel event study graphs as well as standard regression output. As well as standard inference procedures, eventdd allows for non-standard inference techniques, such as wild-bootstrapped standard errors (interacting with the user-written boottest command).

Language: Stata
Requires: Stata version 13 and reghdfe, boottest and matsort from SSC (q.v.)
Keywords: event study; difference-in-difference; graphics (search for similar items in EconPapers)
Date: 2020-02-23
Note: This module should be installed from within Stata by typing "ssc install eventdd". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/e/eventdd.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/e/eventdd.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458737

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Handle: RePEc:boc:bocode:s458737