-xtevent- Stata module to estimate and visualize linear panel event-study models updated on SSC

[Jorge Eduardo Perez Perez]

Thanks to Kit Baum, -xtevent- 2.2.0 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- 2.2.0 adds new features:

• Add cohort and control_cohort to obtain estimates using Sun and Abraham's (2021) method.
• Add repeatedcsoption and get_unit_time_effectscommand to estimate event-studies in repeated cross-section settings.
• Add noestimate option to savek() to generate event-time dummies without estimating the regression model.
• Enable clustered and robust standard erros for IV estimation without reghdfe.
• Fixed bugs present in version 2.1.1.

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