Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/301981 
Year of Publication: 
2024
Series/Report no.: 
Working Papers No. 2024-09
Publisher: 
Banco de México, Ciudad de México
Abstract: 
Linear panel models and the "event-study plots" that often accompany them are popular tools for learning about policy effects. In this paper, we introduce the "xtevent" package for Stata, which enables the construction of event-study plots following the suggestions in Freyaldenhoven et al. (forthcoming). The package implements various procedures to estimate the policy effects that underlie the plots, and allows for non-binary policy variables and estimation adjusting for pre-event trends.
Subjects: 
Xtevent
linear panel data models
two-way fixed effects regression
pre-trends
event study
JEL: 
C23
C87
C53
Document Type: 
Working Paper
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