EVSTUDYDD: Stata module to estimate event studies in D-i-D settings

Adrien Matray () and Pablo E. Rodriguez ()
Additional contact information
Adrien Matray: Stanford University
Pablo E. Rodriguez: MIT

Statistical Software Components from Boston College Department of Economics

Abstract: evstudydd is a command to estimate event studies in D-i-D settings using the reghdfe routine. It produces all the point estimates and standard errors, together with a time indicator, and save them in a .dta, which can them be merged or appended with other files to produce more flexible graphs.

Language: Stata
Requires: Stata version 13 and reghdfe from SSC (q.v.)
Keywords: event studies; DiD; difference in differences (search for similar items in EconPapers)
Date: 2024-07-23, Revised 2025-02-11
Note: This module should be installed from within Stata by typing "ssc install evstudydd". 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/evstudydd.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/e/evstudydd.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s459352

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