# An Introductory Guide to Event Study Models

“An Introductory Guide to Event Study Models” (2023), by Douglas L. Miller. Mathematics research paper. Original abstract below, unchanged. No free PDF was found.

- Authors: Douglas L. Miller
- Published: May 1, 2023
- Field: Mathematics
- DOI: https://doi.org/10.1257/jep.37.2.203
- Source: https://doi.org/10.1257/jep.37.2.203

## Abstract

The event study model is a powerful econometric tool used for the purpose of estimating dynamic treatment effects. One of its most appealing features is that it provides a built-in graphical summary of results, which can reveal rich patterns of behavior. Another value of the picture is the estimated pre-event pseudo-“effects,” which provide a type of placebo test. In this essay I aim to provide a framework for a shared understanding of these models. There are several (sometimes subtle) decisions and choices faced by users of these models, and I offer guidance for these decisions.

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