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SDID_EVENT: Stata module providing Synthetic Difference-in-Differences (SDID) event-study estimators

Author

Listed:
  • Diego Ciccia

    (Economics Department, Sciences Po)

  • Damian Clarke

    (Universidad de Santiago de Chile)

  • Daniel Pailañir

    (Universidad de Santiago de Chile)

Programming Language

Stata

Abstract

sdid_event computes the event-study version of the Synthetic Difference-in-Differences (SDID) estimators from Arkhangelsky et al. (2021). As the name suggests, this program is an extension of sdid. As a result, all the conventions and requirement for the implementation of sdid also apply for sdid_event. sdid_event can also be used in staggered adoption designs, with differential timing of treatment adoption. Also, the command supports both the bootstrap and placebo vce() options for inference.

Suggested Citation

  • Diego Ciccia & Damian Clarke & Daniel Pailañir, 2024. "SDID_EVENT: Stata module providing Synthetic Difference-in-Differences (SDID) event-study estimators," Statistical Software Components S459354, Boston College Department of Economics, revised 24 Aug 2024.
    • Handle: RePEc:boc:bocode:s459354
    Note: This module should be installed from within Stata by typing "ssc install sdid_event". 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/s/sdid_event.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/sdid_event.sthlp
    File Function: help file
    Download Restriction: no
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