event-study

There are 2 repositories under event-study topic.

• TatevKaren / econometric-algorithms

  Popular Econometrics content with code; Simple Linear Regression, Multiple Linear Regression, OLS, Event Study including Time Series Analysis, Fixed Effects and Random Effects Regressions for Panel Data, Heckman_2_Step for selection bias, Hausman Wu test for Endogeneity in Python, R, and STATA.

  econometricsstatahausman-testols-regressionevent-studystatistical-testsfixed-effect-modelrandom-effects-modelheckman-2-steptest-statisticsolstime-series-analysisendogeneitypythonr
  Language:Stata 37

• TsaiLintung / fastdid

  fast and flexible Difference-in-Differences

  difference-in-differencesevent-studystaggered-did
  Language:R 28

• irudnyts / estudy2

  An Implementation of Parametric and Nonparametric Event Study

  r-packagecrancorporate-financeevent-studyr
  Language:R 14
• esplot

  dballaelliott / esplot

  archived : use csdid instead

  stataevent-study-analysisdiff-in-diffevent-studyevent-study-plotsdynamic-effects
  Language:HTML 12
• Event_Study

  IanHo2019 / Event_Study

  This repository introduces the event study model.

  econometricsevent-study
  Language:Stata 5

• skoestlmeier / crseEventStudy

  R package: crseEventStudy

  rr-packageevent-studyempirical-researchfinancial-analysisfinance
  Language:R 2

• achmand / datascience-brexit

  Case-study set out to statistically test whether any Brexit major event has an impact on various financial markets

  brexitdatascienceevent-studyfinancehypothesis-testingrstatistics
  Language:HTML 1

• annastavniychuk / antitrust_policy_impact

  The article evaluates the effect of the enforcement activities of the Federal Antimonopoly Service of Russia on the market value of companies in the oil industry [reputational costs] (In Russian)

  antitrustcausalityenforcementevent-studyevent-study-analysisoiloil-marketstock-analysisstock-marketstock-pricesstock-returns
  Language:HTML 1

• gen-li / Event-Study-Robot

  Offline event study MATLAB application

  event-studyfinancematlabmatlab-gui
  1

• paulapereda / motherhood-penalties

  Exploring the motherhood penalties using ”The Child Penalty Atlas” by H. Kleven, C. Landais and G. Leite-Mariante, NBER (2023).

  data-visualizationeconometricsgender-gapevent-study
  Language:R 1

• vasquezbeltran / EvaluacionJuntos

  Proyecto de tesis para título profesional: "Evaluación de impacto del programa Juntos sobre nutrición infantil: una estimación con modelos de regresión de diferencias en diferencias escalonadas"

  child-nutritionconditional-cash-transfersdiddifference-in-differencesevent-studyglmstaggered-difference-in-differencestwfe
  Language:R 1

• maximkamm / event-study-me

  event-studyfinance
  Language:Jupyter Notebook 0

• Milanpeter-77 / Research-Foreign-Exchange-Market

  data-analysisdata-visualizationevent-studyrreturnstatistical-analysis
  Language:R 0

• Milanpeter-77 / Research-Mass-Layoffs-Event-Study

  capmevent-studyrstatistical-testingstock-market
  Language:R 0

• pavelsolis / FXpuzzle

  Replication codes for the paper.

  emerging-marketsevent-studyexchange-ratehigh-frequency-datamonetary-policyyield-curve
  Language:Stata 0
• State_Tax_SZ2018

  IanHo2019 / State_Tax_SZ2018

  This repository contains my coding files that replicate Serrato & Zidar (2018).

  event-studypaper-review
  Language:Stata

• murattasdemir / esplot

  a stata package for event study plots (under active development)

  causal-inferenceevent-studyeconometricsstatafork
  Language:HTML

• murattasdemir / eventStudy

  R package and guide for performing event studies with heterogeneous dynamic effects.

  causal-inferencerr-packagesevent-studyeconometrics
  Language:R