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Event Study Design (Kausal Event Study)×Panel Data Fixed Effects Model×
FagområdeKausal inferensØkonometri
FamilieRegression modelRegression model
Oprindelsesår20212014
OphavspersonSun & Abraham (2021); Callaway & Sant'Anna (2021)Hsiao (textbook treatment); within transformation of panel data
TypeDynamic causal panel regressionPanel data regression
Oprindelig kildeSun, L. & Abraham, S. (2021). Estimating Dynamic Treatment Effects in Event Studies with Heterogeneous Treatment Effects. Journal of Econometrics, 225(2), 175–199. DOI ↗Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗
Aliasserdynamic difference-in-differences, event-study DiD, dynamic treatment effects, leads-and-lags modelfixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
Relaterede55
ResuméThe event study design is a generalised difference-in-differences model that estimates a separate treatment-effect coefficient for each period before and after an intervention, tracing the dynamics of the effect over event time. Its modern, heterogeneity-robust form was developed by Sun & Abraham (2021) and Callaway & Sant'Anna (2021).The Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014).
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ScholarGateSammenlign metoder: Event Study Design · Panel Fixed Effects. Hentet 2026-06-15 fra https://scholargate.app/da/compare