Event Study analysis

[Lewis Bridge]

Im attempting to run an event study but have virtually no experience with Stata and was wondering if someone could give me a hand. I want to run an event study of variable intensity similar to the following:

But I have no idea how this should look in Stata code. I have panel data (i represents the variable in different countries and this is a cross-country study). Any help on how to run this would be greatly appreciated, thanks

[George Ford]

help eventdd

basically, you center time on the event date (with its value being 0, negative before, positive after). You can do it manually, but eventdd will handle it.

[Lewis Bridge]

Thanks George,

I've had a bit of a play around with this. I want to interact a dependent variable with the time dummy D, but I'm struggling to work out how to do this without running a basic regression first, storing all the dummies and then writing out all of the interactions with each lead and lag (ie x times Di,t-1, x times Di,t-2 etc etc resulting in a very long line of code) is there a simpler way to do this?

[Lewis Bridge]

Also, I was informed that there's an easy way to include country fixed effects and semester fixed effects in the code but the person who told me this could not remember what code to run

[Lewis Bridge]

This is the exact regression I wish to run: