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xtevent: Estimation and visualization in the linear panel event-study design

Author

Listed:
  • Jorge Pérez Pérez

    (Banco de México)

  • Jesse M. Shapiro

    (Harvard University)

  • Christian B. Hansen

    (University of Chicago Booth School of Business)

  • Simon Freyaldenhoven

    (Federal Reserve Bank of Philadelphia)

  • 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 xtevent xtevent xtevent package, which enables the construction of event-study plots following the suggestions in Freyaldenhoven et al. (Forthcoming). The package implements various procedures to estimate the underlying policy effects and allows for nonbinary policy variables and estimation adjusting for preevent trends.

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Handle: RePEc:boc:usug25:03
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