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The Stata Journal
Volume 25 Number 1: pp. 97-135

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xtevent: Estimation and visualization in the linear panel event-study design

Simon Freyaldenhoven
Federal Reserve Bank of Philadelphia
Philadelphia, PA
[email protected]
 Christian B. Hansen
University of Chicago
Chicago, IL
[email protected]
Jorge Pérez Pérez
Banco de México
Mexico City, Mexico
[email protected]
 Jesse M. Shapiro
Harvard University and NBER
Cambridge, MA
[email protected]
Constantino Carreto
Banco de México
Mexico City, Mexico
[email protected]
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View all articles by these authors: Simon Freyaldenhoven, Christian B. Hansen, Jorge Pérez Pérez, Jesse M. Shapiro, Constantino Carreto

View all articles with these keywords: xtevent, xteventplot, xteventtest, get_unit_time_effects, linear panel-data models, two-way fixed-effects regression, pretrends, event study

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