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Estudio de eventos en panel robusto×Diferencias en Diferencias Dinámicas×
CampoInferencia causalInferencia causal
FamiliaRegression modelRegression model
Año de origen20212021
Autor originalSun & Abraham (2021); Freyaldenhoven, Hansen, Shapiro & Weidner (2021)Callaway & Sant'Anna; Sun & Abraham
TipoQuasi-experimental / causal inferenceCausal inference / quasi-experimental
Fuente seminalSun, L., & Abraham, S. (2021). Estimating dynamic treatment effects in event studies with heterogeneous treatment effects. Journal of Econometrics, 225(2), 175-199. DOI ↗Callaway, B., & Sant'Anna, P. H. C. (2021). Difference-in-differences with multiple time periods. Journal of Econometrics, 225(2), 200-230. DOI ↗
Aliasrobust event-study estimator, heteroskedasticity-robust panel event study, staggered-robust event study, robust ES designDynamic DiD, Staggered DiD, Event-time DiD, Heterogeneous-timing DiD
Relacionados44
ResumenA 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.Dynamic Difference-in-Differences extends the classic DiD framework to settings where units adopt treatment at different times. Rather than collapsing all variation into a single 2x2 comparison, it estimates group-time average treatment effects for each adoption cohort at each calendar period, then aggregates them into interpretable summaries of the causal effect over event time.
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ScholarGateComparar métodos: Robust Panel Event Study · Dynamic Difference-in-Differences. Recuperado el 2026-06-15 de https://scholargate.app/es/compare