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Kurt Schmidheiny
;
Sebastian Siegloch

on event studies and distributed-lags in two-way fixed effects models (replication data)

This archive contains the replication files for the paper “On event studies and distributed-lags in two-way fixed effects models: Identification, equivalence, and generalization”, published in the Journal of Applied Econometrics. We thank Jakob Miethe (LMU Munich) for collaborating on programming the R code.

Data and Resources

Suggested Citation

Schmidheiny, Kurt; Siegloch, Sebastian (2023): On event studies and distributed-lags in two-way fixed effects models (replication data). Version: 2. Journal of Applied Econometrics. Dataset. http://dx.doi.org/10.15456/jae.2023031.1844400605