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EVENTDD: Stata module to panel event study models and generate event study plots

Author

Listed:
  • Damian Clarke

    (Universidad de Santiago de Chile)

  • Kathya Tapia Schythe

    (Universidad de Santiago de Chile)

Programming Language

Stata

Abstract

eventdd estimates a panel event study corresponding to a difference-in-difference style model where a series of lag and lead coefficients and confidence intervals are estimated and plotted. These lag and lead coefficients are all relative to the passage of an event of interest, which can occur at different moments in different units of the panel. eventdd produces panel event study graphs as well as standard regression output. As well as standard inference procedures, eventdd allows for non-standard inference techniques, such as wild-bootstrapped standard errors (interacting with the user-written boottest command).

Suggested Citation

  • Damian Clarke & Kathya Tapia Schythe, 2020. "EVENTDD: Stata module to panel event study models and generate event study plots," Statistical Software Components S458737, Boston College Department of Economics, revised 09 Dec 2023.
    • Handle: RePEc:boc:bocode:s458737
    Note: This module should be installed from within Stata by typing "ssc install eventdd". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/e/eventdd.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/e/eventdd_estat.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/e/eventdd.sthlp
    File Function: help file
    Download Restriction: no
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    Citations

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    Cited by:

    1. Damian Clarke & Kathya Tapia-Schythe, 2021. "Implementing the panel event study," Stata Journal, StataCorp LP, vol. 21(4), pages 853-884, December.

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