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| Bayesian Panel Event Study× | Metoda różnic w różnicach (Diff-in-Diff)× | |
|---|---|---|
| Dziedzina≠ | Wnioskowanie przyczynowe | Ekonometria |
| Rodzina | Regression model | Regression model |
| Rok powstania≠ | 2010s–2020s | 1994 |
| Twórca≠ | Developed from panel event-study literature (Sun & Abraham 2021; Freyaldenhoven et al. 2021) combined with Bayesian estimation frameworks | Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment) |
| Typ≠ | Bayesian causal panel estimator | Causal inference / panel regression |
| Źródło pierwotne≠ | Freyaldenhoven, S., Hansen, C., Shapiro, J. M., & Teso, E. (2021). Visualization, Identification, and Estimation in the Linear Panel Event-Study Design. NBER Working Paper No. 29170. National Bureau of Economic Research. link ↗ | Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 |
| Inne nazwy≠ | Bayesian event-study estimator, Bayesian dynamic DiD, Bayesian panel ES, Bayes event study | diff-in-diff, DiD, Farkların Farkı (Diff-in-Diff) |
| Pokrewne≠ | 4 | 5 |
| Podsumowanie≠ | Bayesian Panel Event Study is a causal inference design that estimates dynamic treatment effects around a datable event using panel data, replacing classical frequentist estimation with Bayesian posterior inference. It produces period-by-period effect estimates with full probability distributions, enabling principled uncertainty quantification, regularization of noisy pre-trend coefficients, and probabilistic tests of parallel trends. | 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. |
| ScholarGateZbiór danych ↗ |
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