eventstudyr: Estimation and Visualization of Linear Panel Event Studies

Estimates linear panel event study models. Plots coefficients following the recommendations in Freyaldenhoven et al. (2021) <doi:10.3386/w29170>. Includes sup-t bands, testing for key hypotheses, least wiggly path through the Wald region. Allows instrumental variables estimation following Freyaldenhoven et al. (2019) <doi:10.1257/aer.20180609>.

Package details

AuthorSimon Freyaldenhoven [aut], Christian Hansen [aut], Jorge Pérez Pérez [aut], Jesse Shapiro [aut], Veli Andirin [aut], Richard Calvo [aut], Santiago Hermo [aut, cre], Nathan Schor [aut], Emily Wang [aut], JMSLab [cph], Ryan Kessler [cph]
MaintainerSantiago Hermo <santiago.hermo@monash.edu>
LicenseMIT + file LICENSE
Version1.1.3
URL https://github.com/JMSLab/eventstudyr
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("eventstudyr")

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eventstudyr documentation built on May 29, 2024, 10:38 a.m.