staggered_did

The folder contains a Stata project that uses a simulated dataset and produces event studies plots using TWFE OLS and the recently developed estimators csdid, did2s, eventstudyinteract, did_multiplegt, did_imputation, and stackedev. For further details on these estimators and related packages see this page by Asjad Naqvi.

This code is a slightly modified version of a script originally written by Kirill Borusyak and later adapted by David Burgherr .

Guidance

Download the entire zipped folder and open the Stata project staggered.stpr. Two scripts will appear in the project manager:

• scripts/0.run_file.do: sets up the environment and calls scripts/1.staggered_did_analysis.do to compute the estimates. There is no need to adjust paths, nor downloading the user-written packages as they are already contained in stata_packages. It suffices to run scripts/0.run_file.do to obtain the estimates.

• scripts/1.staggered_did_analysis.do: contains the DID estimations and produces two event-study plots for different time-horizons which will be saved in the folder output.

As several of these user-written packages have been developed recently, it is worth checking for updates by changing global downloads 0 into global downloads 1 in scripts/0.run_file.do. This will automatically update all packages.