xtevent: Estimation and Visualization in the Linear Panel Event-Study Design

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.