Thanks to Kit Baum, -xtevent- 2.1.0 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).
-xtevent- 2.1.0 adds new features:
It also includes bug fixes from version 2.0.0
We are now developing -xtevent- on Github. Check the Github page to see new releases, to follow development, to report bugs, and to request features:
https://github.com/JMSLab/xtevent
See general information about -xtevent- in the initial post:
https://www.statalist.org/forums/for...ailable-on-ssc
Here's the companion paper:
https://www.nber.org/papers/w29170
Here's an ungated version:
https://jorgeperezperez.com/files/EventStudy.pdf
-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).
-xtevent- 2.1.0 adds new features:
- diffavg option for xtevent to obtain the difference between the average post-event and pre-event coefficient estimates.
- textboxoption option for xteventplot to specify characteristics for displaying the p-values of the pre-trend and leveling-off tests.
It also includes bug fixes from version 2.0.0
We are now developing -xtevent- on Github. Check the Github page to see new releases, to follow development, to report bugs, and to request features:
https://github.com/JMSLab/xtevent
See general information about -xtevent- in the initial post:
https://www.statalist.org/forums/for...ailable-on-ssc
Here's the companion paper:
https://www.nber.org/papers/w29170
Here's an ungated version:
https://jorgeperezperez.com/files/EventStudy.pdf
