nathanlane / did_imputation

Event studies: robust and efficient estimation, testing, and plotting

did_imputation

Event studies: robust and efficient estimation, testing, and plotting

This is a Stata package for Borusyak, Jaravel, and Spiess (2021), "Revisiting Event Study Designs: Robust and Efficient Estimation"

The package includes:

1. did_imputation command: for estimating causal effects & testing for pre-trends with the imputation method of Borusyak et al.
2. event_plot command: for plotting event study graphs after did_imputation, other robust estimators (for the estimators by de Chaisemartin-D'Haultfoeuille, Callaway-Sant'Anna, and Sun-Abraham methods), and conventional event study OLS
3. 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 [e-mail] with any questions.