Arbeitspapier

Implementing the Panel Event Study

Many studies estimate the impact of exposure to some quasi-experimental policy or event using a panel event study design. These models, as a generalized extension of 'difference-in-differences' or two-way fixed effect models, allow for dynamic lags and leads to the event of interest to be estimated, while also controlling for fixed factors (often) by area and time. In this paper we discuss the set-up of the panel event study design in a range of situations, and lay out a number of practical considerations for its estimation. We describe a Stata command eventdd that allows for simple estimation, inference, and visualization of event study models in a range of circumstances. We then provide a number of examples to illustrate eventdd's use and flexibility, as well as its interaction with various native Stata routines, and other relevant user-written libraries such as reghdfe and boottest.

Sprache
Englisch

Erschienen in
Series: IZA Discussion Papers ; No. 13524

Klassifikation
Wirtschaft
Estimation: General
Model Construction and Estimation
Quantitative Policy Modeling
Computational Techniques; Simulation Modeling
Econometric Software
Thema
event studies
difference-in-differences
estimation
inference
visualization

Ereignis
Geistige Schöpfung
(wer)
Clarke, Damian
Schythe, Kathya Tapia
Ereignis
Veröffentlichung
(wer)
Institute of Labor Economics (IZA)
(wo)
Bonn
(wann)
2020

Handle
Letzte Aktualisierung
10.03.2025, 11:45 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.

Objekttyp

  • Arbeitspapier

Beteiligte

  • Clarke, Damian
  • Schythe, Kathya Tapia
  • Institute of Labor Economics (IZA)

Entstanden

  • 2020

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