I have MSA level data from 1990-2018 where I am looking at professional sports teams and what happens when a MSA gets a new team.
I am interested in doing an event-study (or Diff-in-Diff with dynamic treatment effects) which is commonly found in the empirical micro literature as well as a two-way fixed effect diff-in-diff model (with the fixed effects being year and MSA).
The "treatment" I am interested in is when a MSA gets a new sports team. The challenge is that some MSA's get a new sports team in 1995, some in 2001, some in 2012, etc. Since the timing of the treatment varies for different MSA's, I understand the conceptual models of these, but I am having some trouble figuring out how to implement this in Stata.
Any thoughts or ideas on where there are resources on this would be much appreciated.
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