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ОбластПричинно-следствено заключениеПричинно-следствено заключение
СемействоRegression modelRegression model
Година на възникване2010s–2020s1990s–2020s (modern panel formulation)
СъздателChernozhukov et al. (double/debiased ML foundation); applied to event studies in subsequent econometrics literatureFormalized by Freyaldenhoven, Hansen, Perez-Orive & Shapiro (2021); widely applied in finance (Fama et al. 1969) and policy evaluation
ТипQuasi-experimental / causal inferenceQuasi-experimental / causal panel design
Основополагащ източникChernozhukov, V., Chetverikov, D., Demirer, M., Duflo, E., Hansen, C., Newey, W., & Robins, J. (2018). Double/debiased machine learning for treatment and structural parameters. The Econometrics Journal, 21(1), C1-C68. DOI ↗Freyaldenhoven, S., Hansen, C., Perez-Orive, J., & Shapiro, J. M. (2021). Visualization, Identification, and Estimation in the Linear Panel Event-Study Design. NBER Working Paper 29170. National Bureau of Economic Research. link ↗
Други названияML-augmented event study, high-dimensional event study, DML event study, causal ML event studyevent-study regression, dynamic DiD, relative-time regression, distributed-lag panel model
Свързани34
РезюмеMachine learning-augmented event study design combines the standard event study framework — which traces outcome dynamics around a treatment date — with ML-based methods such as double/debiased machine learning (DML) or regularized regression to handle high-dimensional covariates, improve confounder control, and produce valid causal estimates when the covariate space is too large for conventional regression to manage reliably.A panel event study estimates the dynamic causal effect of a treatment or policy by regressing an outcome on a full set of relative-time indicators — one for each period before and after the event — while controlling for unit and time fixed effects. The resulting coefficient plot shows how the treated units diverged from untreated units at each point in calendar time relative to their treatment date, making both pre-treatment trend violations and post-treatment effect trajectories immediately visible.
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  3. PUBLISHED

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ScholarGateСравнение на методи: Machine learning-augmented event study design · Panel Event Study. Извлечено на 2026-06-15 от https://scholargate.app/bg/compare