xtevent:: estimation and visualization in the linear panel event-study desige

• Freyaldenhoven, Simon ^[2] ; B. Hansen, Christian ^[1] ; Carreto. Constantino ^[3]
  1. [1] University of Chicago

     University of Chicago

     City of Chicago, Estados Unidos

     
  2. [2] Federal Reserve Bank of Philadelphia, Philadelphia, PA,
  3. [3] Banco de México, Mexico City, Mexico

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• Localización: The Stata journal, ISSN 1536-867X, Vol. 25, Nº. 1, 2025, págs. 97-135
• Idioma: inglés
• DOI: 10.1177/1536867X251322964
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• Resumen

  • 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, identification, 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