Robust Panel Event Study
Et robust panel event study udvider det standard panel event study-design ved at anvende heteroskedasticitets- og autokorrelationsrobuste (HAC) standardfejl og, hvor der eksisterer forskudt behandlingsadoption, interaktionsvægtede estimatorer, der forbliver gyldige, selv når behandlingseffekter er heterogene på tværs af kohorter og tidsperioder. Det anvendes bredt inden for økonomi, finans og politisk forskning til at spore den dynamiske kausale sti for en intervention.
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Method map
The neighbourhood of related methods — select a node to explore.
Kilder
- Sun, L., & Abraham, S. (2021). Estimating dynamic treatment effects in event studies with heterogeneous treatment effects. Journal of Econometrics, 225(2), 175-199. DOI: 10.1016/j.jeconom.2020.09.006 ↗
- Freyaldenhoven, S., Hansen, C., Shapiro, J. M., & Weidner, M. (2021). Visualization, Identification, and Estimation in the Linear Panel Event-Study Design. NBER Working Paper No. 29170. link ↗
Sådan citerer du denne side
ScholarGate. (2026, June 3). Robust Panel Event Study Design. ScholarGate. https://scholargate.app/da/causal-inference/robust-panel-event-study
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- Difference-in-Differences (Diff-in-Diff)Økonometri↔ compare
- Dynamisk Difference-in-DifferencesKausal inferens↔ compare
- Panel Event StudyKausal inferens↔ compare
- Panel Data Fixed Effects ModelØkonometri↔ compare
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