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

2021

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With Simon Freyaldenhoven, Christian Hansen and Jesse Shapiro

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