event-study

Installation
SKILL.md

Event Study Skill

This skill covers everything needed to conduct event studies in R - from the traditional two-way fixed effects (TWFE) approach through modern robust estimators that handle staggered treatment timing and heterogeneous treatment effects.

When to Use This Skill

Use this skill when the user wants to:

  • Create event study plots (coefficient plots around a treatment event)
  • Test for parallel pre-trends in a difference-in-differences design
  • Estimate dynamic treatment effects
  • Work with staggered treatment adoption (units treated at different times)
  • Implement any of the modern DiD estimators (Callaway & Sant'Anna, Sun & Abraham, etc.)
  • Diagnose problems with TWFE under treatment effect heterogeneity

Quick Decision Tree

Before writing any code, determine the user's situation:

Installs
15
GitHub Stars
1.9K
First Seen
May 29, 2026
event-study — brycewang-stanford/auto-empirical-research-skills