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EVSTUDYDD: Stata module to estimate event studies in D-i-D settings

Author

Listed:
  • Adrien Matray

    (Stanford University)

  • Pablo E. Rodriguez

    (MIT)

Programming Language

Stata

Abstract

evstudydd is a command to estimate event studies in D-i-D settings using the reghdfe routine. It produces all the point estimates and standard errors, together with a time indicator, and save them in a .dta, which can them be merged or appended with other files to produce more flexible graphs.

Suggested Citation

  • Adrien Matray & Pablo E. Rodriguez, 2024. "EVSTUDYDD: Stata module to estimate event studies in D-i-D settings," Statistical Software Components S459352, Boston College Department of Economics, revised 11 Feb 2025.
    • Handle: RePEc:boc:bocode:s459352
    Note: This module should be installed from within Stata by typing "ssc install evstudydd". 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/evstudydd.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/e/evstudydd.sthlp
    File Function: help file
    Download Restriction: no
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