-xtevent- Stata module to estimate and visualize linear panel event-study models updated on SSC

[Jorge Eduardo Perez Perez]

Thanks to Kit Baum, -xtevent- 3.1.0 is now available on SSC.

-xtevent- provides commands to estimate linear panel event-study models, create event-study plots, and conduct hypothesis tests after estimation. It implements the plotting suggestions and many of the estimators discussed in Freyaldenhoven et al. (2021).

-xtevent- 3.1.0 adds new features:

• Options for choosing the largest available estimation window, and the largest available balanced estimation window
• Simpler syntax for Sun and Abraham (2021) estimation with automatic cohort variables generation
• New default graph style for Stata 18
• Fixed bugs present in previous versions.

We are developing -xtevent- on Github. Check the Github page to see new releases, to follow development, to report bugs, and to request features:

https://github.com/JMSLab/xtevent

See general information about -xtevent- in the initial post:

https://www.statalist.org/forums/for...ailable-on-ssc

Here are the companion papers

Freyaldenhoven, S., Hansen, C., Pérez, J. P., & Shapiro, J. M. (Forthcoming). Visualization, identification, and estimation in the linear panel event-study design. Advances in Econometrics, Twelfth World Congress.

NBER version https://www.nber.org/papers/w29170
Ungated version https://jorgeperezperez.com/files/EventStudy.pdf

Freyaldenhoven, S., Hansen, C. B., Pérez, J. P., Shapiro, J. M., & Carreto, C. (2024) xtevent: Estimation and Visualization in the Linear Panel Event-Study Design. Revise and resubmit, Stata Journal.
xtevent_merged.pdf (jorgeperezperez.com)