eventstudyr (Q130071)
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Estimation and Visualization of Linear Panel Event Studies
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | eventstudyr |
Estimation and Visualization of Linear Panel Event Studies |
Statements
23 January 2024
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Estimates linear panel event study models. Plots coefficients following the recommendations in Freyaldenhoven et al. (2021) <doi:10.3386/w29170>. Includes sup-t bands, testing for key hypotheses, least wiggly path through the Wald region. Allows instrumental variables estimation following Freyaldenhoven et al. (2019) <doi:10.1257/aer.20180609>.
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Simon Freyaldenhoven
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Christian Hansen
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Jorge Pérez Pérez
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Jesse Shapiro
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Veli Andirin
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Richard Calvo
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Santiago Hermo
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Nathan Schor
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