ankur-jaiswal-96 / xtevent

Stata package -xtevent-

xtevent

Stata package xtevent estimates linear panel event-study models.

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Description

xtevent is a Stata package to estimate linear panel event-study models. It includes three commands: xtevent for estimation; xteventplot to create event-study plots and; xteventtest for post-estimation hypotheses testing.

• Last version: 2.0.0 (24jun2022)
• Current SSC version: 2.0.0 (24jun2022)

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Updates

• Version 2.0.0 (24jun2022):
  • Add impute option for imputing missing values in the policy variable according to several available rules. See the help file to know more about the available imputation rules.
  • The option nonstaggered has been depreciated. The default option is now not to impute missing values or endpoints. You should now choose any of the imputation rules in the impute option. To get results using imputation consistent with staggered adoption, as in version 1.0.0 you should use impute(stag).
  • Now the option trend allows for trend adjustment by either OLS or GMM.
  • Fixed several bugs present in version 1.0.0
  • See here for the complete update list.

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Installation

To install version 2.0.0 from SSC:

ssc install xtevent

To update from an older version:

adoupdate xtevent, update

To install the last version in this repository, use the github command:

First, install the github command:

net install github, from("https://haghish.github.io/github/")

Then execute:

cap github uninstall xtevent

github install JMSLab/xtevent

The github command will also install all the necessary dependencies.

If you have an older version and want to update:

github update xtevent

To install using net:

cap ado uninstall xtevent

net install xtevent, from("https://raw.githubusercontent.com/JMSLab/xtevent/master")

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To get started

help xtevent

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Citation

Simon Freyaldenhoven, Christian Hansen, Jorge Pérez Pérez, and Jesse M. Shapiro. "Visualization, Identification, and Estimation in the Panel Event-Study Design." NBER Working Paper No. 29170, August 2021.