It's been a while since I posted anything to Statalist!!!

Thanks to Kit Baum, -xtevent- is now available on SSC.

-xtevent- provides commands to estimate linear panel event-study models, create event-study plots, and conduct hypothesis tests after estimation. It implements the plotting suggestions and many of the estimators discussed in Freyaldenhoven et al. (2021).

Here's the companion paper:

https://www.nber.org/papers/w29170

Here's an ungated version:

https://www.brown.edu/Research/Shapi...EventStudy.pdf

Here's a Twitter thread summarizing the paper in 4 short tweets:

https://twitter.com/jorpppp/status/1430592541083062272

And here you can see it in action!
Array