Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/223966
Authors: 
Clarke, Damian
Schythe, Kathya Tapia
Year of Publication: 
2020
Series/Report no.: 
IZA Discussion Papers No. 13524
Abstract: 
Many studies estimate the impact of exposure to some quasi-experimental policy or event using a panel event study design. These models, as a generalized extension of 'difference-in-differences' or two-way fixed effect models, allow for dynamic lags and leads to the event of interest to be estimated, while also controlling for fixed factors (often) by area and time. In this paper we discuss the set-up of the panel event study design in a range of situations, and lay out a number of practical considerations for its estimation. We describe a Stata command eventdd that allows for simple estimation, inference, and visualization of event study models in a range of circumstances. We then provide a number of examples to illustrate eventdd's use and flexibility, as well as its interaction with various native Stata routines, and other relevant user-written libraries such as reghdfe and boottest.
Subjects: 
event studies
difference-in-differences
estimation
inference
visualization
JEL: 
C1
C13
C51
C54
C63
C87
Document Type: 
Working Paper

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