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Bayesian Panel Event Study×Μπεϋζιανή Διαφορές-σε-Διαφορές×
ΠεδίοΑιτιακή ΣυμπερασματολογίαΑιτιακή Συμπερασματολογία
ΟικογένειαRegression modelRegression model
Έτος προέλευσης2010s–2020s2015-2023
ΔημιουργόςDeveloped from panel event-study literature (Sun & Abraham 2021; Freyaldenhoven et al. 2021) combined with Bayesian estimation frameworksLi & Marchand (formal Bayesian DiD framework); Brodersen et al. (Bayesian causal inference in time series)
ΤύποςBayesian causal panel estimatorBayesian causal inference / panel regression
Θεμελιώδης πηγήFreyaldenhoven, S., Hansen, C., Shapiro, J. M., & Teso, E. (2021). Visualization, Identification, and Estimation in the Linear Panel Event-Study Design. NBER Working Paper No. 29170. National Bureau of Economic Research. link ↗Li, F., & Marchand, J. (2023). Bayesian inference for difference-in-differences. Econometrics Journal, 26(3), 509-529. link ↗
Εναλλακτικές ονομασίεςBayesian event-study estimator, Bayesian dynamic DiD, Bayesian panel ES, Bayes event studyBayesian DiD, Bayes DiD, Bayesian diff-in-diff, Bayesian panel causal estimator
Συναφείς45
ΣύνοψηBayesian Panel Event Study is a causal inference design that estimates dynamic treatment effects around a datable event using panel data, replacing classical frequentist estimation with Bayesian posterior inference. It produces period-by-period effect estimates with full probability distributions, enabling principled uncertainty quantification, regularization of noisy pre-trend coefficients, and probabilistic tests of parallel trends.Bayesian Difference-in-Differences applies Bayesian statistical inference to the classic DiD design, replacing frequentist point estimates with full posterior distributions over the treatment effect. This yields not only an estimate of the causal effect but also a coherent probability statement about its magnitude and uncertainty, making it especially useful when sample sizes are modest or informative prior knowledge is available.
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ScholarGateΣύγκριση μεθόδων: Bayesian Panel Event Study · Bayesian Difference-in-Differences. Ανακτήθηκε στις 2026-06-15 από https://scholargate.app/el/compare