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xtevent: Estimation and visualization in the linear panel event-study design

delete2025-03-01
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PRE
AI
S
Simon Freyaldenhoven *
C
Christian Hansen
P
Perez, Jorge Perez
J
Jesse M. Shapiro
C
Carreto, Constantino
DOI:10.1177/1536867X251322964delete
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Abstract

Abstract

En 中文
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.
Keywords:
st0767
xtevent
xteventplot
xteventtest
get_unit_time_effects
linear panel-data models
two-way fixed-effects regression
pretrends
event study

Journal

S
Stata Journal
IF:
2.4
Papers:
1.2K
Citations:
8.4K

Organization

F
federal reserve bank - philadelphia
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106
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F
federal reserve system - usa
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Papers: 2.4K
Citations: 3
Bank of Mexico cover
Bank of Mexico
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82
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Citations: 69
U
university of chicago
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N
National Bureau of Economic Research
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2.0K
Papers: 2.4K
Citations: 1.1W
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