eventbaseline - Correct Event Study After xthdidregress

Koren, Miklós

January 2024


eventbaseline is a Stata package that transforms the coefficients estimated by xthdidregress into a correct event study relative to a baseline. The reported coefficients are the average treatment effects on the treated (ATT) for each per tive to the baseline. The baseline can be either a period before the treatment or the average of the pre-treatment periods.

Install with 'ssc install eventbaseline'