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  • Event Study plot (potential)issue

    Hello everyone,

    Assuming a one-time discrete treatment case, can anyone provide me an insight of what's going on here, please?
    In the first plot, is there a problem with the very first coefficient being significant?
    In the second plot, why are most coefficients before the treatment significant, but not significant after the treatment? Does this have an interpretation, or is it just an issue with my data/model?

    Thank you very much in advance for your comments.


    FIG 1.
    Click image for larger version

Name:	es_example.png
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Size:	49.5 KB
ID:	1751134




    FIG 2.
    Click image for larger version

Name:	es_example2.png
Views:	1
Size:	49.5 KB
ID:	1751135

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