SI 2023 Methods Lectures: Linear Panel Event Studies

James M. Poterba, Organizer

July 28, 2023

Charles AB

Royal Sonesta Hotel, 40 Edwin H. Land Blvd., Cambridge, MA and on

Conference Code of Conduct

Friday, July 28
12:45 pm

Presenters: Jesse M. Shapiro, Harvard University and NBER
Liyang Sun, CEMFI
1:31 pm
Overview: Linear panel event studies are increasingly used to estimate and plot causal effects of changes in policies and other important economic variables. In these lectures, we will review the basics of identification, estimation, and plotting in these settings. We will discuss some common pitfalls, as well as remedies developed in the recent literature.

Motivation - Identification - Plotting - Confounds - Heterogeneity - Conclusions

1:32 pm
  • Identification and estimation
  • Plotting
  • Pitfalls and some solutions
    • Confounding and pre-trend testing
    • Heterogeneous effects
(Reading List)
3:45 pm