xtevent: Estimation and Visualization in the Linear Panel Event-Study Design (Revise and Resubmit, Stata Journal)

With Simon Freyaldenhoven, Christian Hansen, Jesse Shapiro, and Constantino Carreto

You can install the Stata package by typing “ssc install xtevent” in Stata’s command window.

Abstract: 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). The package implements various procedures to estimate the underlying policy effects, and allows for non-binary policy variables and estimation adjusting for pre-event trends.