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| Dynamische unterbrochene Zeitreihenanalyse× | Panel-Ereignisstudie× | |
|---|---|---|
| Fachgebiet | Kausale Inferenz | Kausale Inferenz |
| Familie | Regression model | Regression model |
| Entstehungsjahr≠ | 2002–2017 | 1990s–2020s (modern panel formulation) |
| Urheber≠ | Wagner, Soumerai, Zhang & Ross-Degnan; extended by Lopez Bernal, Cummins & Gasparrini | Formalized by Freyaldenhoven, Hansen, Perez-Orive & Shapiro (2021); widely applied in finance (Fama et al. 1969) and policy evaluation |
| Typ≠ | Quasi-experimental time-series design | Quasi-experimental / causal panel design |
| Wegweisende Quelle≠ | Lopez Bernal, J., Cummins, S., & Gasparrini, A. (2017). Interrupted time series regression for the evaluation of public health interventions: a tutorial. International Journal of Epidemiology, 46(1), 348-355. 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 ↗ |
| Aliasnamen | Dynamic ITS, ITS with lagged effects, time-varying ITS, flexible ITS | event-study regression, dynamic DiD, relative-time regression, distributed-lag panel model |
| Verwandt | 4 | 4 |
| Zusammenfassung≠ | Dynamic Interrupted Time Series (Dynamic ITS) extends the standard ITS design by allowing intervention effects to build up, decay, or shift over multiple time lags rather than assuming a single instantaneous level change. It estimates how an intervention's impact evolves across time periods, making it especially suited to public health, health services research, and policy evaluation where effects accumulate gradually or wear off after initial impact. | 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. |
| ScholarGateDatensatz ↗ |
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