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Στιβαρή Μελέτη Περιστατικού σε Πάνελ×Μελέτη Περιστατικού σε Πάνελ×
ΠεδίοΑιτιακή ΣυμπερασματολογίαΑιτιακή Συμπερασματολογία
ΟικογένειαRegression modelRegression model
Έτος προέλευσης20211990s–2020s (modern panel formulation)
ΔημιουργόςSun & Abraham (2021); Freyaldenhoven, Hansen, Shapiro & Weidner (2021)Formalized by Freyaldenhoven, Hansen, Perez-Orive & Shapiro (2021); widely applied in finance (Fama et al. 1969) and policy evaluation
ΤύποςQuasi-experimental / causal inferenceQuasi-experimental / causal panel design
Θεμελιώδης πηγήSun, L., & Abraham, S. (2021). Estimating dynamic treatment effects in event studies with heterogeneous treatment effects. Journal of Econometrics, 225(2), 175-199. 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 ↗
Εναλλακτικές ονομασίεςrobust event-study estimator, heteroskedasticity-robust panel event study, staggered-robust event study, robust ES designevent-study regression, dynamic DiD, relative-time regression, distributed-lag panel model
Συναφείς44
ΣύνοψηA robust panel event study extends the standard panel event study design by applying heteroskedasticity- and autocorrelation-robust (HAC) standard errors and, where staggered treatment adoption exists, interaction-weighted estimators that remain valid even when treatment effects are heterogeneous across cohorts and time periods. It is widely used in economics, finance, and policy research to trace the dynamic causal path of an intervention.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.
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ScholarGateΣύγκριση μεθόδων: Robust Panel Event Study · Panel Event Study. Ανακτήθηκε στις 2026-06-15 από https://scholargate.app/el/compare