Identification, Estimation, and Visualization in the Panel Event Study Design


With Simon Freyaldenhoven, Christian Hansen and Jesse Shapiro

Abstract: We review approaches to identification in the linear panel event-study design and discuss some of their connections. We illustrate strengths and weaknesses of the corresponding estimators using simulations. We discuss the role of “event study plots” commonly presented in applied research, and make some suggestions on the construction of these plots.