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| 베이지안 사건 연구 설계× | 이중차분법 (Diff-in-Diff)× | |
|---|---|---|
| 분야≠ | 인과추론 | 계량경제학 |
| 계열 | Regression model | Regression model |
| 기원 연도≠ | 1990s–2010s | 1994 |
| 창시자≠ | 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) |
| 유형≠ | Quasi-experimental / causal inference | Causal inference / panel regression |
| 원전≠ | 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. DOI ↗ | Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 |
| 별칭≠ | Bayesian event study, Bayesian abnormal return estimation, Bayesian pre-post event analysis, BES | diff-in-diff, DiD, Farkların Farkı (Diff-in-Diff) |
| 관련 | 5 | 5 |
| 요약≠ | 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. |
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