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| Panel-Ereignisstudie× | Dynamische Differenz-von-Differenzen× | |
|---|---|---|
| Fachgebiet | Kausale Inferenz | Kausale Inferenz |
| Familie | Regression model | Regression model |
| Entstehungsjahr≠ | 1990s–2020s (modern panel formulation) | 2021 |
| Urheber≠ | Formalized by Freyaldenhoven, Hansen, Perez-Orive & Shapiro (2021); widely applied in finance (Fama et al. 1969) and policy evaluation | Callaway & Sant'Anna; Sun & Abraham |
| Typ≠ | Quasi-experimental / causal panel design | Causal inference / quasi-experimental |
| Wegweisende Quelle≠ | 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 ↗ | Callaway, B., & Sant'Anna, P. H. C. (2021). Difference-in-differences with multiple time periods. Journal of Econometrics, 225(2), 200-230. DOI ↗ |
| Aliasnamen | event-study regression, dynamic DiD, relative-time regression, distributed-lag panel model | Dynamic DiD, Staggered DiD, Event-time DiD, Heterogeneous-timing DiD |
| Verwandt | 4 | 4 |
| Zusammenfassung≠ | 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. | Dynamic Difference-in-Differences extends the classic DiD framework to settings where units adopt treatment at different times. Rather than collapsing all variation into a single 2x2 comparison, it estimates group-time average treatment effects for each adoption cohort at each calendar period, then aggregates them into interpretable summaries of the causal effect over event time. |
| ScholarGateDatensatz ↗ |
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