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xtevent: Estimation and visualization in the linear panel event-study designJournal: Stata Journal

Author

Listed:
  • Simon Freyaldenhoven

    (Federal Reserve Bank of Philadelphia)

  • Christian B. Hansen

    (University of Chicago)

  • Jorge Pérez Pérez

    (Banco de México)

  • Jesse M. Shapiro

    (Harvard University)

  • Constantino Carreto

    (Banco de México)

Abstract

Linear panel models and the “event-study plots” that often accompany them are popular tools for learning about policy effects. We introduce the xtevent package, which enables the construction of event-study plots following the suggestions in Freyaldenhoven et al. (Forthcoming, Visualization, identifica- tion, and estimation in the linear panel event-study design [Cambridge University Press]). The package implements various procedures to estimate the underlying policy effects and allows for nonbinary policy variables and estimation adjusting for preevent trends.

Suggested Citation

  • Simon Freyaldenhoven & Christian B. Hansen & Jorge Pérez Pérez & Jesse M. Shapiro & Constantino Carreto, 2025. "xtevent: Estimation and visualization in the linear panel event-study designJournal: Stata Journal," Stata Journal, StataCorp LLC, vol. 25(1), pages 97-135, March.
    • Handle: RePEc:tsj:stataj:v:25:y:2025:i:1:p:97-135
    DOI: 10.1177/1536867X251322964
    Note: to access software from within Stata, net describe http://www.stata-journal.com/software/sj25-1/st0767/
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