SDID_EVENT: Stata module providing Synthetic Difference-in-Differences (SDID) event-study estimators

Diego Ciccia (), Damian Clarke and Daniel Pailañir ()
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Daniel Pailañir: Universidad de Santiago de Chile

Statistical Software Components from Boston College Department of Economics

Abstract: sdid_event computes the event-study version of the Synthetic Difference-in-Differences (SDID) estimators from Arkhangelsky et al. (2021). As the name suggests, this program is an extension of sdid. As a result, all the conventions and requirement for the implementation of sdid also apply for sdid_event. sdid_event can also be used in staggered adoption designs, with differential timing of treatment adoption. Also, the command supports both the bootstrap and placebo vce() options for inference.

Language: Stata
Requires: Stata version 12 and sdid, unique from SSC (q.v.)
Keywords: synthetic DiD; difference in differences; event study (search for similar items in EconPapers)
Date: 2024-07-26, Revised 2024-08-24
Note: This module should be installed from within Stata by typing "ssc install sdid_event". 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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http://fmwww.bc.edu/repec/bocode/s/sdid_event.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/sdid_event.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s459354

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