How does one use repeated cross sectional data for event study ...

Though the districts that were in phase-1 were far worse off than districts in phase-2 or 3 (last one). I wanted to study the impact of longer ...

Analysing change over time: repeated cross sectional and ...

Cross-sectional survey data are data for a single point in time. Repeated ... Panel data allow a dynamic analysis to consider how past events or states.

Issues to consider around using repeated cross-sections in a ...

As noted above, the main reasons for considering repeated cross-sections instead of a panel are to help address potential concerns around ...

Event Study (Dynamic DiD) with Repeated Cross Sectional Data

I am working on a project where we gathered a repeated cross-sectional dataset covering the years 2011 to 2022 across all US states.

How to test for pre-trends in a DiD setting with repeated cross ...

... an event study framework in which I run the following specification: ... My data is of repeated cross-section nature, so it does not allow ...

12.3 Repeated Cross Sections | A Guide on Data Analysis - Bookdown

12.3 Repeated Cross Sections For each time point (day, month, year, etc.), a set of data is sampled. This set of data can be different among different time ...

Event Study Help - Statalist

... I have used is. ... Hi! I would like to complete an event study with repeated cross-sectional data and a binary outcome variable of interest.

Event Study - Panel and Repeated Cross Section : r/stata - Reddit

I am working on a project with repeated cross section data and running a diff-in-diff using the didregress command. I would like to make an event study plot ...

An Effective Approach to the Repeated Cross-Sectional Design

First, most published work using RCS has relied on techniques that study static or dynamic processes, not both. Second, ventures into. MLM with RCS data have ...

Is it ok to run a statistical model on repeated cross-sectional data?

Clearly the more time varying the dependent outcome the more like independent samples you have. In practice I would probably pool them and put ...

Cross-sectional Regression - Event Study

In the context of event studies, cross-sectional regression can be employed to examine the relationship between abnormal returns and other factors, such as firm ...

DID: Panel Data & Repeated Crossection – Playing With Stata

To change that I will use long2 option. This will make the following comparable to the outcomes from standard Event-studies estimations. The next lines ...

Repeated Cross-Sectional Design - Sage Research Methods

Reliable estimates of changes can be obtained provided the sample sizes at each period are large enough and an efficient sample design is used ...

Event Study with Stata: A Step-by-Step Guide - Research Guides

We can now calculate the abnormal and cumulative abnormal returns for our data. The daily abnormal return is computed by subtracting the ...

Chapter 17 - Event Studies | The Effect

Researchers doing an event study on stock X will look at how stock X's price relates to the rest of the market, using data from the before-event period. Maybe ...

xtevent: Estimation and Visualization in the Linear Panel Event ...

An alternative method to estimate the event study in a repeated cross-sectional dataset involves using get - unit time effects first, and then xtevent. See ...

Significance Tests for Event Studies | EST

If there is only one instance under study, the random variable is the abnormal return on the event day itself (AR) or, more generally, the cumulative abnormal ...

“Econometrics of Event Studies”

data are independent in time-series or cross-section. The validity of these assumptions is often an empirical question. This is particularly true for small ...

Repeated Cross-Sections in Survey Data

In sum, as time spans expand, we can no longer pretend that an RCS is a single synthetic cohort; “Age-Period-Cohort” problems must be confronted directly. A ...

Estimation and Visualization in the Linear Panel Event-Study Design

It also includes get unit time effects, an auxiliary command to use in combination with xtevent in repeated cross-section settings. This section describes the ...