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Working Paper
xtevent: Estimation and Visualization in the Linear Panel Event-Study Design
Linear panel models and the “event-study plots” that often accompany them are popular tools for learning about policy effects. We introduce the Stata package xtevent, which enables the construction of event-study plots following the suggestions in Freyaldenhoven et al. (Forthcoming). The package implements various procedures to estimate the underlying policy effects and allows for nonbinary policy variables and estimation adjusting for pre-event trends.