手法を比較

	ベイズ事象スタディデザイン	差分の差 (Difference-in-Differences, DiD)
分野	因果推論	計量経済学
系統	Regression model	Regression model
提唱年	1990s–2010s	1994
提唱者	Developed from classical event study methodology (Fama et al., 1969) with Bayesian extensions proposed through the 1990s–2010s	Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment)
種類	Quasi-experimental / causal inference	Causal inference / panel regression
原典	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.	Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355
別名	Bayesian event study, Bayesian abnormal return estimation, Bayesian pre-post event analysis, BES	diff-in-diff, DiD, Farkların Farkı (Diff-in-Diff)
関連	5	5
概要	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.	Difference-in-Differences is a causal-inference method that estimates the effect of an intervention by comparing how a treatment group and a control group change over time. Made famous by Card and Krueger's 1994 minimum-wage study and developed in Angrist and Pischke's Mostly Harmless Econometrics, it isolates the treatment effect as the difference between the two groups' before-after changes.