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Estudio de eventos en panel robusto×Modelo de Efectos Fijos para Datos de Panel×
CampoInferencia causalEconometría
FamiliaRegression modelRegression model
Año de origen20212014
Autor originalSun & Abraham (2021); Freyaldenhoven, Hansen, Shapiro & Weidner (2021)Hsiao (textbook treatment); within transformation of panel data
TipoQuasi-experimental / causal inferencePanel data regression
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 ↗Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗
Aliasrobust event-study estimator, heteroskedasticity-robust panel event study, staggered-robust event study, robust ES designfixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
Relacionados45
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.The Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014).
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ScholarGateComparar métodos: Robust Panel Event Study · Panel Fixed Effects. Recuperado el 2026-06-16 de https://scholargate.app/es/compare