BCdata_EventStudy {HonestDiD}

Event study estimates from baseline event study specification on profits in Benzarti & Carloni (2019). See discussion in Section 6.1 of Rambachan & Roth (2021).

Description

This list contains the event study estimates from baseline event study specification on profits in Benzarti & Carloni (2019). See discussion in Section 6.1 of Rambachan & Roth (2021).

Format

A list, containing 7 objects:

betahat

Vector of estimated event study coefficients.

sigma

Estimated variance-covariance matrix.

timeVec

Vector that contains the time periods associated with the event study coefficients.

referencePeriod

Reference period that is normalized to zero.

prePeriodIndices

Vector containing elements of timeVec that correspond to the pre-periods.

postPeriodIndices

Vector containing elements of timeVec that correspond to the post-periods.