2023 Methods Lectures, Jesse Shapiro and Liyang (Sophie) Sun, "Linear Panel Event Studies"
Overview: Linear panel event studies are increasingly used to estimate and plot causal effects of changes in policies and other important economic variables. These lectures review the basics of identification, estimation, and plotting in these settings. Jesse Shapiro and Liyang (Sophie) Sun discuss some common pitfalls, as well as remedies developed in the recent literature.
- Identification and estimation
- Pitfalls and some solutions
- Confounding and pre-trend testing
- Heterogeneous effects
Supported by the Alfred P. Sloan Foundation