Comparer des méthodes

	Étude d'événements bayésienne sur données de panel	Étude d'événement sur données de panel
Domaine	Inférence causale	Inférence causale
Famille	Regression model	Regression model
Année d'origine	2010s–2020s	1990s–2020s (modern panel formulation)
Auteur d'origine	Developed from panel event-study literature (Sun & Abraham 2021; Freyaldenhoven et al. 2021) combined with Bayesian estimation frameworks	Formalized by Freyaldenhoven, Hansen, Perez-Orive & Shapiro (2021); widely applied in finance (Fama et al. 1969) and policy evaluation
Type	Bayesian causal panel estimator	Quasi-experimental / causal panel design
Source fondatrice	Freyaldenhoven, S., Hansen, C., Shapiro, J. M., & Teso, E. (2021). Visualization, Identification, and Estimation in the Linear Panel Event-Study Design. NBER Working Paper No. 29170. National Bureau of Economic Research.	Freyaldenhoven, S., Hansen, C., Perez-Orive, J., & Shapiro, J. M. (2021). Visualization, Identification, and Estimation in the Linear Panel Event-Study Design. NBER Working Paper 29170. National Bureau of Economic Research.
Alias	Bayesian event-study estimator, Bayesian dynamic DiD, Bayesian panel ES, Bayes event study	event-study regression, dynamic DiD, relative-time regression, distributed-lag panel model
Apparentées	4	4
Résumé	Bayesian Panel Event Study is a causal inference design that estimates dynamic treatment effects around a datable event using panel data, replacing classical frequentist estimation with Bayesian posterior inference. It produces period-by-period effect estimates with full probability distributions, enabling principled uncertainty quantification, regularization of noisy pre-trend coefficients, and probabilistic tests of parallel trends.	A panel event study estimates the dynamic causal effect of a treatment or policy by regressing an outcome on a full set of relative-time indicators — one for each period before and after the event — while controlling for unit and time fixed effects. The resulting coefficient plot shows how the treated units diverged from untreated units at each point in calendar time relative to their treatment date, making both pre-treatment trend violations and post-treatment effect trajectories immediately visible.