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* #184 Update version statements

* #184 Update home page examples

* #184 Update test file

* #184 update acknowledgements, minor edits

* #184 Update release.txt and versions

* #184 Update dependency.do

* #184 Update home page
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27 changes: 14 additions & 13 deletions README.md
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`xtevent` is a Stata package to estimate linear panel event-study models. It includes three commands: `xtevent` for estimation; `xteventplot` to create event-study plots and; `xteventtest` for post-estimation hypotheses testing.


- Last version: 3.0.0 (23feb2024)
- Last version: 3.1.0 (07jul2024)
- Current SSC version: 2.2.0 (15mar2023)
-----------

### Updates

* **Version 3.1.0 (07jul2024)**:
- Options for choosing the largest available estimation window, and the largest available balanced estimation window [#170](https://github.com/JMSLab/xtevent/issues/170)
- Simpler syntax for Sun and Abraham (2021) estimation with automatic cohort variables generation [#179](https://github.com/JMSLab/xtevent/issues/179)
- New default graph style for Stata 18 [#214](https://github.com/JMSLab/xtevent/issues/214)
- Fixed bugs present in version 3.0.0 [#181](https://github.com/JMSLab/xtevent/issues/181), [#186](https://github.com/JMSLab/xtevent/issues/186), [#188](https://github.com/JMSLab/xtevent/issues/188), [#189](https://github.com/JMSLab/xtevent/issues/189), [#203](https://github.com/JMSLab/xtevent/issues/203), [#204](https://github.com/JMSLab/xtevent/issues/204), [#217](https://github.com/JMSLab/xtevent/issues/217), [#222](https://github.com/JMSLab/xtevent/issues/222)
- See [here](https://github.com/JMSLab/xtevent/releases/tag/v3.1.0) for the complete update list.

* **Version 3.0.0 (23feb2024)**:
- Increase default replications for sup-t confidence intervals: [#153](https://github.com/JMSLab/xtevent/issues/153)
- Change the name of the option to omit the label for the value of the dependent variable from `nominus1label` to `nonormlabel`: [#152](https://github.com/JMSLab/xtevent/issues/152)
Expand Down Expand Up @@ -98,7 +105,7 @@ help xtevent

### Examples

Using xtevent 2.2.0
Using xtevent 3.1.0

#### xtevent
```stata
Expand All @@ -119,7 +126,7 @@ order time union union2, after(year)
*Estimate a basic event study with clustered standard errors
*Impute the policy variable assuming no unobserved changes
xtevent ln_w age c.age#c.age ttl_exp c.ttl_exp#c.ttl_exp tenure , ///
pol(union) w(3) cluster(idcode) impute(nuchange)
pol(union2) w(3) cluster(idcode) impute(nuchange)
*Omit unit and time fixed effects
*Impute the policy variable verifying staggered adoption
Expand All @@ -134,7 +141,7 @@ xtevent ln_w age c.age#c.age ttl_exp c.ttl_exp#c.ttl_exp tenure , ///
*Freyaldenhoven, Hansen and Shapiro (2019) estimator with proxy variables
xtevent ln_w age c.age#c.age ttl_exp c.ttl_exp#c.ttl_exp tenure , ///
pol(union) w(3) vce(cluster idcode) proxy(wks_work) ///
pol(union2) w(3) vce(cluster idcode) proxy(wks_work) ///
impute(stag)
*reghdfe and two-way clustering
Expand All @@ -143,16 +150,9 @@ xtevent ln_w age c.age#c.age ttl_exp c.ttl_exp#c.ttl_exp tenure , ///
proxy(wks_work)
*Sun and Abraham (2021) Estimator
*Generate the variable that indicates cohort
gen timet=year if union2==1
by idcode: egen time_of_treat=min(timet)
*Generate the variable that indicates the control cohort
*We use the never-treated units as the control cohort
gen never_treat=time_of_treat==.
*estimate the event-time coefficients with the Sun-and-Abraham (2021) Estimator
xtevent ln_w age c.age#c.age ttl_exp c.ttl_exp#c.ttl_exp tenure, ///
policyvar(union2) window(3) impute(stag) vce(cluster idcode) ///
reghdfe cohort(time_of_treat) control_cohort(never_treat)
reghdfe sunabraham
```

#### xteventplot
Expand Down Expand Up @@ -227,4 +227,5 @@ Our YouTube channel, [Linear Panel Event-Study Design](https://www.youtube.com/w
Simon Freyaldenhoven, Christian Hansen, Jorge Pérez Pérez, and Jesse M. Shapiro. "Visualization, Identification, and Estimation in the Linear Panel Event-Study Design." [NBER Working Paper No. 29170](https://www.nber.org/papers/w29170),
August 2021; forthcoming in _Advances in Economics and Econometrics: Twelfth World Congress_.

Simon Freyaldenhoven, Christian Hansen, Jorge Pérez Pérez, Jesse M. Shapiro, and Constantino Carreto. "Estimation and Visualization in the Linear Panel Event-Study Design." [Article to accompany Stata package](https://scholar.harvard.edu/sites/scholar.harvard.edu/files/shapiro/files/xtevent.pdf), October 2023.
Simon Freyaldenhoven, Christian Hansen, Jorge Pérez Pérez, Jesse M. Shapiro, and Constantino Carreto. "xtevent: Estimation and Visualization in the Linear Panel Event-Study Design." [Article to accompany Stata package](https://scholar.harvard.edu/sites/scholar.harvard.edu/files/shapiro/files/xtevent.pdf), July 2024.

2 changes: 1 addition & 1 deletion dependency.do
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Expand Up @@ -2,7 +2,7 @@ cap ssc install ftools // v2.49.1
cap ssc install reghdfe // v6.12.3
cap ssc install ivreg2 // v4.1.11
* For ivreghdfe, trying to install the github version
cap net install ivreghdfe, from(https://raw.githubusercontent.com/sergiocorreia/ivreghdfe/master/src/)
cap net install ivreghdfe, from(https://raw.githubusercontent.com/sergiocorreia/ivreghdfe/master/src/) // v1.1.3
* if installation failed, install the ssc version
if _rc cap ssc install ivreghdfe // v1.0.0
cap ssc install ranktest // v2.0.04
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2 changes: 1 addition & 1 deletion test/test.do
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Expand Up @@ -73,7 +73,7 @@ xtevent y eta, panelvar(i) timevar(t) policyvar(z) window(5) nofe note plot
xtevent eta, panelvar(i) timevar(t) policyvar(z) window(4)
xteventplot, smpath(scatter)
xteventplot, smpath(line)
xteventplot, smpath(line, technique("nr 10 bfgs 10"))
xteventplot, smpath(line, technique("dfp"))

* Test more suptreps

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2 changes: 1 addition & 1 deletion xtevent/get_unit_time_effects.ado
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*! get_unit_time_effects.ado 3.0.0 February 23, 2024
*! get_unit_time_effects.ado 3.1.0 July 11, 2024

version 13

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4 changes: 2 additions & 2 deletions xtevent/get_unit_time_effects.sthlp
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{smcl}
{* *! version 3.0.0 Feb 23 2024}{...}
{* *! version 3.1.0 July 11 2024}{...}
{cmd:help get_unit_time_effects}
{hline}

Expand Down Expand Up @@ -115,7 +115,7 @@ variables {it:panelvar}, {it:timevar}, and {it:_unittimeeffects}. The variable {

{title:References}

{pstd}Hansen, C. (2007) . "Generalized Least Squares Inference in Panel and Multilevel Models
{pstd}Hansen, C. (2007). "Generalized Least Squares Inference in Panel and Multilevel Models
with Serial Correlation and Fixed Effects" Journal of Econometrics, 140(2), 670-694.{p_end}


11 changes: 6 additions & 5 deletions xtevent/release.txt
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xtevent 3.0.0 - February 23 2024
xtevent 3.1.0 - July 11 2024


Authors:
Expand All @@ -18,8 +18,9 @@ Simon Freyaldenhoven, Christian Hansen, Jorge Pérez Pérez, and Jesse M. Shapir


Changelog:
- Increase default replications for sup-t confidence intervals.
- Change the name of the option to omit the label for the value of the dependent variable from -nominus1label- to -nonormlabel-.
- Fixed bugs present in version 2.2.0.
- Options for choosing the largest available estimation window, and the largest available balanced estimation window
- Simpler syntax for Sun and Abraham (2021) estimation with automatic cohort variables generation
- New default graph style for Stata 18
- Fixed bugs present in version 3.0.0

For more information, see https://github.com/JMSLab/xtevent/releases/tag/v3.0.0.
For more information, see https://github.com/JMSLab/xtevent/releases/tag/v3.1.0.
2 changes: 1 addition & 1 deletion xtevent/xtevent.ado
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*! xtevent.ado 3.0.0 February 23, 2024
*! xtevent.ado 3.1.0 July 11, 2024

version 13

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10 changes: 5 additions & 5 deletions xtevent/xtevent.sthlp
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{smcl}
{* *! version 3.0.0 Feb 23 2024}{...}
{* *! version 3.1.0 July 11 2024}{...}
{cmd:help xtevent}
{hline}

Expand Down Expand Up @@ -505,7 +505,7 @@ and Estimation in the Linear Panel Event-study Design". Working paper.

{title:Acknowledgements}
{pstd}We are grateful to Veli Andirin, Mauricio Cáceres, Richard Calvo, Constantino Carreto, Kathryn Dawson-Townsend, Theresa Doppstadt,
Ángel Espinoza, Miguel Fajardo-Steinhauser, Samuele Giambra, Santiago Hermo, Ray Huang, Chandra Kant Dhakal, Daniel Klein, Ryan Kobler,
Panagiotis Konstantinou, Per Lidbom, Isabel Z. Martínez, Diego Mayorga, Eric Melse, Stefano Molina, Asjad Naqvi, René Nieto,
Anna Pasnau, Nathan Schor, Emily Wang, Matthias Weigand, and Wenli Xu for contributions to development and for
testing earlier versions of this command.
Ángel Espinoza, Miguel Fajardo-Steinhauser, Samuele Giambra, Santiago Hermo, Ray Huang, Stephen Jenkins, Chandra Kant Dhakal,
Daniel Klein, Ryan Kobler, Panagiotis Konstantinou, Per Lidbom, Isabel Z. Martínez, Diego Mayorga, Eric Melse, Stefano Molina,
Asjad Naqvi, René Nieto, Anna Pasnau, Nathan Schor, Emily Wang, Matthias Weigand, Wenli Xu and an anonymous reviewer for
contributions to development and for testing earlier versions of this command.
2 changes: 1 addition & 1 deletion xtevent/xteventplot.ado
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*! xteventplot.ado 3.0.0 February 23, 2024
*! xteventplot.ado 3.1.0 July 11, 2024

version 13

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2 changes: 1 addition & 1 deletion xtevent/xteventplot.sthlp
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{smcl}
{* *! version 3.0.0 Feb 23 2024}{...}
{* *! version 3.1.0 July 11 2024}{...}
{cmd:help xteventplot}
{hline}

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2 changes: 1 addition & 1 deletion xtevent/xteventtest.ado
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*! xteventtest.ado 3.0.0 February 23, 2024
*! xteventtest.ado 3.1.0 July 11, 2024

version 13

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2 changes: 1 addition & 1 deletion xtevent/xteventtest.sthlp
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{smcl}
{* *! version 3.0.0 Feb 23 2024}{...}
{* *! version 3.1.0 July 11 2024}{...}
{cmd:help xteventtest}
{hline}

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