esplot package for Stata

Event study in various software

Callaway & Sant’Anna (2020)

  • When estimating two effects consecutively, make sure to remove the dataframes “out” and “es”
  • There is a Stata package now called csdid. Slides are available on the Stata Corp website.

de Chaisemartin and D’Haultfoeuille (2020)

  • Staggered adoption ok
  • Stata
  • R
    • TwoWayFEWeights: check if there are many negative weights that may bias results
    • DIDmultiplegt