xtevent: Estimation and visualization in the linear panel event-study designJournal: Stata Journal

Publicado en

  • Stata Journal

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, identifica- tion, 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.

fecha de publicación

  • 2025

Líneas de investigación

  • event study
  • get_unit_time_effects
  • lin- ear panel-data models
  • pretrends
  • two-way fixed-effects regression
  • xtevent
  • xteventplot
  • xteventtest

Volumen

  • 25

Issue

  • 1