Comparer des méthodes

	Conception bayésienne d'étude d'événement	Analyse d'impact causal
Domaine	Inférence causale	Inférence causale
Famille	Regression model	Regression model
Année d'origine	1990s–2010s	2015
Auteur d'origine	Developed from classical event study methodology (Fama et al., 1969) with Bayesian extensions proposed through the 1990s–2010s	Kay H. Brodersen, Fabian Gallusser, Jim Koehler, Nicolas Remy, Steven L. Scott (Google)
Type	Quasi-experimental / causal inference	Bayesian causal inference / counterfactual forecasting
Source fondatrice	Sorescu, A., Warren, N. L., & Ertekin, L. (2017). Event study methodology in the marketing literature: An overview. Journal of the Academy of Marketing Science, 45(2), 186-207.	Brodersen, K. H., Gallusser, F., Koehler, J., Remy, N., & Scott, S. L. (2015). Inferring causal impact using Bayesian structural time-series models. Annals of Applied Statistics, 9(1), 247-274.
Alias	Bayesian event study, Bayesian abnormal return estimation, Bayesian pre-post event analysis, BES	CausalImpact, BSTS causal inference, Bayesian causal impact, counterfactual time-series analysis
Apparentées	5	5
Résumé	Bayesian Event Study Design extends the classical event study framework by replacing frequentist significance testing with a full Bayesian inferential framework. It estimates how an event (policy change, announcement, shock) alters an outcome trajectory by learning a prior model from the estimation window and updating it with observed data, yielding posterior distributions over abnormal effects and cumulative causal impacts with full uncertainty quantification.	Causal Impact Analysis, introduced by Brodersen et al. (2015) at Google, uses Bayesian structural time-series models to estimate what would have happened to an outcome had an intervention never occurred. By constructing a probabilistic counterfactual from pre-treatment data and control covariates, it quantifies point-in-time and cumulative treatment effects with full posterior uncertainty intervals.