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Étude d'événement de panel à effet de traitement hétérogène×Différence-en-différences dynamique×
DomaineInférence causaleInférence causale
FamilleRegression modelRegression model
Année d'origine20212021
Auteur d'origineSun & Abraham; Callaway & Sant'AnnaCallaway & Sant'Anna; Sun & Abraham
TypeCausal inference / quasi-experimentalCausal inference / quasi-experimental
Source fondatriceSun, 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 ↗
AliasHTE panel event study, heterogeneous effects event study, staggered panel event study, CATT event studyDynamic DiD, Staggered DiD, Event-time DiD, Heterogeneous-timing DiD
Apparentées44
RésuméA heterogeneous treatment effect panel event study estimates how treatment impacts vary across units and over time in a panel setting, allowing each cohort of treated units to have its own dynamic response. Seminal contributions by Sun and Abraham (2021) and Callaway and Sant'Anna (2021) showed that standard two-way fixed-effects event studies mask sign-reversing treatment heterogeneity across cohorts, motivating cohort-specific estimation followed by flexible aggregation.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.
ScholarGateJeu de données
  1. v1
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  3. PUBLISHED
  1. v1
  2. 2 Sources
  3. PUBLISHED

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ScholarGateComparer des méthodes: Heterogeneous treatment effect Panel event study · Dynamic Difference-in-Differences. Consulté le 2026-06-17 sur https://scholargate.app/fr/compare