ScholarGate
Asisten

Bandingkan metode

Tinjau metode pilihan Anda berdampingan; baris yang berbeda akan disorot.

Desain Studi Peristiwa Bayesian×Analisis Dampak Kausal×
BidangInferensi KausalInferensi Kausal
KeluargaRegression modelRegression model
Tahun asal1990s–2010s2015
PencetusDeveloped from classical event study methodology (Fama et al., 1969) with Bayesian extensions proposed through the 1990s–2010sKay H. Brodersen, Fabian Gallusser, Jim Koehler, Nicolas Remy, Steven L. Scott (Google)
TipeQuasi-experimental / causal inferenceBayesian causal inference / counterfactual forecasting
Sumber perintisSorescu, 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. DOI ↗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. DOI ↗
AliasBayesian event study, Bayesian abnormal return estimation, Bayesian pre-post event analysis, BESCausalImpact, BSTS causal inference, Bayesian causal impact, counterfactual time-series analysis
Terkait55
RingkasanBayesian 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.
ScholarGateSet data
  1. v1
  2. 2 Sumber
  3. PUBLISHED
  1. v1
  2. 2 Sumber
  3. PUBLISHED

Ke halaman pencarian Unduh salindia

ScholarGateBandingkan metode: Bayesian Event Study Design · Causal Impact Analysis. Diakses 2026-06-17 dari https://scholargate.app/id/compare