Count Panel Data Event Study Can anyone suggest a lecture/paper/textbook that covers an event study (eg. exogenous policy change) using count time-series (or penal) data? Or alternatively, just a general guideline as to what approaches I can take. 
 A: Check out the following paper which may be helpful to understand about event studies with panel data. https://www.aeaweb.org/articles?id=10.1257/aer.104.10.3038 
In general what you are trying to do in an event study design is to understand whether the "event" of interest brings about a sharp change in your outcomes of interest. A very simple way to model this is:
$$Y_{it} = \alpha_{i} + \beta_{t} + \sum\limits_{\tau=-k}^k \beta_{\tau} D_{\tau,it}  + \varepsilon_{it}$$
Here the i is unit and t is say the time (like year). $\tau$ refers to the years before or after the event takes place. $\beta_{\tau}$ gives the effect of the event $\tau$  years before/after it takes place depending on negative or positive values of $\tau$. You can add unit specific time trends to get rid of confounding trends that will impactyour outcome as well. You would essentially like to ensure that there is nothing else changing at the time that event takes place. Hope this helps! Please ask more questions if not clear.
