Event studies: robust and efficient estimation, testing, and plotting
This is a Stata package for Borusyak, Jaravel, and Spiess (2023), "Revisiting Event Study Designs: Robust and Efficient Estimation"
The package includes:
- did_imputation command: for estimating causal effects & testing for pre-trends with the imputation method of Borusyak et al.
- event_plot command: for plotting event study graphs after did_imputation, other robust estimators (by de Chaisemartin and D'Haultfoeuille, Callaway and Sant'Anna, and Sun and Abraham), and conventional event study OLS
- an example of using all five estimators in a simulated dataset and plotting the coefficients & confidence intervals for all of them at once.
Please contact Kirill Borusyak at [email protected] with any questions.