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Bayesiansk hendelsesstudiedesign×Kausal effektanalyse×
FagfeltKausal inferensKausal inferens
FamilieRegression modelRegression model
Opprinnelsesår1990s–2010s2015
OpphavspersonDeveloped 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)
TypeQuasi-experimental / causal inferenceBayesian causal inference / counterfactual forecasting
Opprinnelig kildeSorescu, 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
Relaterte55
SammendragBayesian 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.
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ScholarGateSammenlign metoder: Bayesian Event Study Design · Causal Impact Analysis. Hentet 2026-06-17 fra https://scholargate.app/no/compare