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Robust Panel Event Study/Evidence
Method evidence record

Robust Panel Event Study

A 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.

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Citations copied verbatim from the method’s source record. No claim-level verification is inferred from them.

Robust Panel Event Study Design
Taxonomic method record · regression-model / causal-inference
  • 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
  • Freyaldenhoven, S., Hansen, C., Shapiro, J. M., & Weidner, M. (2021). Visualization, Identification, and Estimation in the Linear Panel Event-Study Design. NBER Working Paper No. 29170. · URL
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Related methods

Generated from the method graph and shown as machine-suggested relations — no evidence claim is inferred.

Same method familyDifference-in-Differencesmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketDynamic Difference-in-Differencesmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel Event Studymachine-suggested · Relational suggestion, not evidence.Same method familyPanel Fixed Effectsmachine-suggested · Relational suggestion, not evidence.

Evidence status

Sources recorded, not reviewed

Bibliographic sources are present. Claim-level evidence review has not been performed.

Sources

2 recorded citations, copied from the method source record.

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