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Robustne paneelevendi uuring×Paneelide andmete fikseeritud efektide mudel×
ValdkondPõhjuslik järeldamineÖkonomeetria
PerekondRegression modelRegression model
Tekkeaasta20212014
LoojaSun & Abraham (2021); Freyaldenhoven, Hansen, Shapiro & Weidner (2021)Hsiao (textbook treatment); within transformation of panel data
TüüpQuasi-experimental / causal inferencePanel data regression
AlgallikasSun, 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 ↗
Rööpnimetusedrobust 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
Seotud45
KokkuvõteA 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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ScholarGateVõrdle meetodeid: Robust Panel Event Study · Panel Fixed Effects. Loetud 2026-06-15 aadressilt https://scholargate.app/et/compare