Event-Study Plots: Basics.
In this video we explain how to make an event-study plot in the linear panel event-study design. We introduce an estimating equation to build the event-study plot, and describe how to interpret the plot's components in staggered-adoption and in general settings. We also show how to estimate event-studies and make event-study plots using the Stata package -xtevent-.
Download the slides used in this video: https://jorgeperezperez.com/files/eventstudyslides/plots_basic.pdf
See the working paper: https://www.nber.org/papers/w29170
Download the Stata package: ssc install xtevent.