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Freyaldenhoven, Simon [Author]; Hansen, Christian Bailey [Author]; Pérez Pérez, Jorge [Author]; Shapiro, Jesse M. [Author] ; National Bureau of Economic Research

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

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  • Media type: E-Book
  • Title: Visualization, Identification, and Estimation in the Linear Panel Event-Study Design
  • Contributor: Freyaldenhoven, Simon [VerfasserIn]; Hansen, Christian Bailey [VerfasserIn]; Pérez Pérez, Jorge [VerfasserIn]; Shapiro, Jesse M. [VerfasserIn]
  • Corporation: National Bureau of Economic Research
  • imprint: Cambridge, Mass: National Bureau of Economic Research, 2021
  • Published in: NBER working paper series ; no. w29170
  • Extent: 1 Online-Ressource; illustrations (black and white)
  • Language: English
  • DOI: 10.3386/w29170
  • Identifier:
  • Keywords: Panel ; Ereignisstudie ; Schätztheorie ; Methodologie ; Arbeitspapier ; Graue Literatur
  • Reproduction note: Hardcopy version available to institutional subscribers
  • Origination:
  • Footnote: System requirements: Adobe [Acrobat] Reader required for PDF files
    Mode of access: World Wide Web
  • Description: Linear panel models, and the "event-study plots" that often accompany them, are popular tools for learning about policy effects. We discuss the construction of event-study plots and suggest ways to make them more informative. We examine the economic content of different possible identifying assumptions. We explore the performance of the corresponding estimators in simulations, highlighting that a given estimator can perform well or poorly depending on the economic environment. An accompanying Stata package, -xtevent-, facilitates adoption of our suggestions
  • Access State: Open Access