Arbeitspapier
Visualization, identification, and estimation in the linear panel event study design
Linear panel models, and the "event-study plots" that often accompany them, are popular tools for learning about policy effects. We discuss the construction of event-study plots and suggest ways to make them more informative. We examine the economic content of different possible identifying assumptions. We explore the performance of the corresponding estimators in simulations, highlighting that a given estimator can perform well or poorly depending on the economic environment. An accompanying Stata package, xtevent, facilitates adoption of our suggestions.
- Sprache
-
Englisch
- Erschienen in
-
Series: Working Papers ; No. 2022-07
- Klassifikation
-
Wirtschaft
Single Equation Models; Single Variables: Panel Data Models; Spatio-temporal Models
Model Evaluation, Validation, and Selection
- Thema
-
Linear Panel Data Models
Difference-in-Differences
Staggered Adoption
Pre-Trends
Event Study
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Freyaldenhoven, Simon
Hansen, Christian Bailey
Pérez Pérez, Jorge
Shapiro, Jesse M.
- Ereignis
-
Veröffentlichung
- (wer)
-
Banco de México
- (wo)
-
Ciudad de México
- (wann)
-
2022
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Freyaldenhoven, Simon
- Hansen, Christian Bailey
- Pérez Pérez, Jorge
- Shapiro, Jesse M.
- Banco de México
Entstanden
- 2022
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