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Regression modelQuasi-experimental / causal inference

Heterogeneous Treatment Effect Panel Event Study

A heterogeneous treatment effect panel event study estimates how treatment impacts vary across units and over time in a panel setting, allowing each cohort of treated units to have its own dynamic response. Seminal contributions by Sun and Abraham (2021) and Callaway and Sant'Anna (2021) showed that standard two-way fixed-effects event studies mask sign-reversing treatment heterogeneity across cohorts, motivating cohort-specific estimation followed by flexible aggregation.

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Sources

  1. Sun, L., & Abraham, S. (2021). Estimating dynamic treatment effects in event studies with heterogeneous treatment effects. Journal of Econometrics, 225(2), 175-199. DOI: 10.1016/j.jeconom.2020.09.006 ↗
  2. Callaway, B., & Sant'Anna, P. H. C. (2021). Difference-in-differences with multiple time periods. Journal of Econometrics, 225(2), 200-230. DOI: 10.1016/j.jeconom.2020.12.001 ↗

Related methods

Difference-in-DifferencesDynamic Difference-in-DifferencesHeterogeneous Treatment Effect Difference-in-DifferencesPanel Event Study

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ScholarGate — Heterogeneous treatment effect Panel event study (Heterogeneous Treatment Effect Panel Event Study). Retrieved 2026-06-04 from https://scholargate.app/en/causal-inference/heterogeneous-treatment-effect-panel-event-study