eventstudyr

CRANeventstudyrMaRDI QIDQ130071FDOQ130071

Estimation and Visualization of Linear Panel Event Studies

Christian Hansen, Richard Calvo, Jesse Shapiro, Jorge Pérez Pérez, Simon Freyaldenhoven, Veli Andirin, Santiago Hermo, Nathan Schor, Emily Wang

Last update: 23 January 2024

Copyright license: MIT license, File License

Software version identifier: 1.0.2, 1.1.1, 1.1.2

Description

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>.

Cites work

• Visualization, Identification, and Estimation in the Linear Panel Event-Study Design
• Pre-Event Trends in the Panel Event-Study Design

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