Get a dropown list of all the category names.

all-cat-drop.php

<select name="event-dropdown" onchange='document.location.href=this.options[this.selectedIndex].value;'> 
    <option value=""><?php echo esc_attr(__('Select Category')); ?></option> 

    <?php 
        $option = '<option value="' . get_option('home') . '/category/">All Categories</option>'; 
        // change category to your custom page slug 
        $categories = get_terms( 'category', array(
					'orderby' => 'count',
					'hide_empty' => 0,
					) );
        foreach ($categories as $category) {
            $option .= '<option value="'.get_option('home').'/category/'.$category->slug.'">';
            $option .= $category->name;
            $option .= ' ('.$category->count.')';
            $option .= '</option>';
        }
        echo $option;
    ?>
</select>