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Reka Bentuk Kajian Peristiwa Bayesian×Perbezaan-dalam-Perbezaan (Diff-in-Diff)×
BidangInferens KausalEkonometrik
KeluargaRegression modelRegression model
Tahun asal1990s–2010s1994
PengasasDeveloped from classical event study methodology (Fama et al., 1969) with Bayesian extensions proposed through the 1990s–2010sCard & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment)
JenisQuasi-experimental / causal inferenceCausal inference / panel regression
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 ↗Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355
AliasBayesian event study, Bayesian abnormal return estimation, Bayesian pre-post event analysis, BESdiff-in-diff, DiD, Farkların Farkı (Diff-in-Diff)
Berkaitan55
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.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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ScholarGateBandingkan kaedah: Bayesian Event Study Design · Difference-in-Differences. Dicapai 2026-06-15 daripada https://scholargate.app/ms/compare