The DOI matches its Crossref record; 25 of the 25 references it cites were found in a registry or an index.
Implementing the panel event study
Open accessAbstract
Many studies estimate the impact of exposure to some quasiexperimental policy or event using a panel event study design. These models, as a generalized extension of “difference-in-differences” designs or two-way fixed-effects models, allow for dynamic leads and lags to the event of interest to be estimated, while also controlling for fixed factors (often) by area and time. In this article, we discuss the setup of the panel event study design in a range of situations and lay out several practical considerations for its estimation. We describe a command, eventdd, that allows for simple estimation, inference, and visualization of event study models in a range of circumstances. We then provide several examples to illustrate eventdd’s use and flexibility, as well as its interaction with various native Stata commands, and other relevant community-contributed commands such as reghdfe and boottest.
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How Much Should We Trust Differences-in-Differences Estimates?
Bertrand, M., Duflo, E., & Mullainathan, S. (2004) · The Quarterly Journal of Economics · doi:10.1162/003355304772839588 · Cited by 10,641
Mostly Harmless Econometrics: An Empiricist's Companion
Angrist, J. D., & Pischke, J.-S. (2009) · doi:10.1515/9781400829828 · Cited by 9,467
Mostly Harmless Econometrics: An Empiricist's Companion
Angrist, J. D., & Pischke, J.-S. (2008) · doi:10.2307/j.ctvcm4j72 · Cited by 5,051
A Practitioner’s Guide to Cluster-Robust Inference
Colin Cameron, A., & Miller, D. L. (2015) · Journal of Human Resources · doi:10.3368/jhr.50.2.317 · Cited by 5,037
Bootstrap-Based Improvements for Inference With Clustered Errors
Cameron, A. C., Gelbach, J. B., & Miller, D. L. (2008) · Review of Economics and Statistics · doi:10.1162/rest.90.3.414 · Cited by 4,417
Fast and wild: Bootstrap inference in Stata using boottest
Roodman, D., Nielsen, M. Ø., MacKinnon, J. G., & Webb, M. D. (2019) · The Stata Journal: Promoting communications on statistics and Stata · doi:10.1177/1536867x19830877 · Cited by 1,007
Bootstrap-Based Improvements for Inference with Clustered Errors
Cameron, A. C., Gelbach, J. B., & Miller, D. L. (2007) · SSRN Electronic Journal · doi:10.2139/ssrn.956890 · Cited by 922
Design-based analysis in Difference-In-Differences settings with staggered adoption
Athey, S., & Imbens, G. W. (2022) · Journal of Econometrics · doi:10.1016/j.jeconom.2020.10.012 · Cited by 917
Pretest with Caution: Event-Study Estimates after Testing for Parallel Trends
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Difference-in-Differences with Variation in Treatment Timing
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Cited by
An Introductory Guide to Event Study Models
Miller, D. L. (2023) · Journal of Economic Perspectives · doi:10.1257/jep.37.2.203 · Cited by 360
The Impact of Foreign Sanctions on Firm Performance in Russia
Huynh, L. D. T., Hoang, K., & Ongena, S. R. G. (2023) · doi:10.2139/ssrn.4645442 · Cited by 30
Metadata
- Authors
- Clarke, D., & Tapia-Schythe, K.
- Venue
- The Stata Journal: Promoting communications on statistics and Stata
- Publisher
- SAGE Publications
- Published
- 2021-12
- Volume
- 21
- Issue
- 4
- Pages
- 853-884
- ISSN
- 1536-867X (ISSN-L)
- 1536-8734
- OpenAlex
- W3043155921
- Cited by
- 367
- References
- 25
- FWCI
- 38.96
- Type
- journal article
- Language
- en
- Open access
- green
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