Regression modelQuasi-experimental / causal inference
Panel Event Study
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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Sources
- 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: 10.1016/j.jeconom.2020.12.001 ↗
Related methods
Referenced by
Bayesian Event Study DesignBayesian Panel Event StudyDynamic Counterfactual Impact EvaluationDynamic Event Study DesignDynamic Interrupted Time SeriesDynamic Panel Event StudyHeterogeneous Treatment Effect Event Study DesignHeterogeneous treatment effect Panel event studyMachine learning-augmented causal impact analysisMachine learning-augmented event study designMulti-period Event Study DesignMulti-period Interrupted Time SeriesPanel Event Study in Education ResearchRobust Panel Event StudySpatial Event Study DesignSpatial Panel Event Study