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Байесов дизайн на събитийно проучване×Метод на разликите в разликите (Difference-in-Differences, DiD)×
ОбластПричинно-следствено заключениеИконометрия
СемействоRegression modelRegression model
Година на възникване1990s–2010s1994
СъздателDeveloped from classical event study methodology (Fama et al., 1969) with Bayesian extensions proposed through the 1990s–2010sCard & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment)
ТипQuasi-experimental / causal inferenceCausal inference / panel regression
Основополагащ източникSorescu, A., Warren, N. L., & Ertekin, L. (2017). Event study methodology in the marketing literature: An overview. Journal of the Academy of Marketing Science, 45(2), 186-207. DOI ↗Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355
Други названияBayesian event study, Bayesian abnormal return estimation, Bayesian pre-post event analysis, BESdiff-in-diff, DiD, Farkların Farkı (Diff-in-Diff)
Свързани55
РезюмеBayesian Event Study Design extends the classical event study framework by replacing frequentist significance testing with a full Bayesian inferential framework. It estimates how an event (policy change, announcement, shock) alters an outcome trajectory by learning a prior model from the estimation window and updating it with observed data, yielding posterior distributions over abnormal effects and cumulative causal impacts with full uncertainty quantification.Difference-in-Differences is a causal-inference method that estimates the effect of an intervention by comparing how a treatment group and a control group change over time. Made famous by Card and Krueger's 1994 minimum-wage study and developed in Angrist and Pischke's Mostly Harmless Econometrics, it isolates the treatment effect as the difference between the two groups' before-after changes.
ScholarGateНабор от данни
  1. v1
  2. 2 Източници
  3. PUBLISHED
  1. v1
  2. 2 Източници
  3. PUBLISHED

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ScholarGateСравнение на методи: Bayesian Event Study Design · Difference-in-Differences. Извлечено на 2026-06-15 от https://scholargate.app/bg/compare