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Studiul Bayesian al Evenimentelor în Panel (Bayesian Panel Event Study)×Diferențe în Diferențe Bayesian×
DomeniuInferență cauzalăInferență cauzală
FamilieRegression modelRegression model
Anul apariției2010s–2020s2015-2023
Autorul originalDeveloped from panel event-study literature (Sun & Abraham 2021; Freyaldenhoven et al. 2021) combined with Bayesian estimation frameworksLi & Marchand (formal Bayesian DiD framework); Brodersen et al. (Bayesian causal inference in time series)
TipBayesian causal panel estimatorBayesian causal inference / panel regression
Sursa seminalăFreyaldenhoven, 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 ↗Li, F., & Marchand, J. (2023). Bayesian inference for difference-in-differences. Econometrics Journal, 26(3), 509-529. link ↗
Denumiri alternativeBayesian event-study estimator, Bayesian dynamic DiD, Bayesian panel ES, Bayes event studyBayesian DiD, Bayes DiD, Bayesian diff-in-diff, Bayesian panel causal estimator
Înrudite45
RezumatBayesian 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.Bayesian Difference-in-Differences applies Bayesian statistical inference to the classic DiD design, replacing frequentist point estimates with full posterior distributions over the treatment effect. This yields not only an estimate of the causal effect but also a coherent probability statement about its magnitude and uncertainty, making it especially useful when sample sizes are modest or informative prior knowledge is available.
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  1. v1
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  3. PUBLISHED

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ScholarGateCompară metode: Bayesian Panel Event Study · Bayesian Difference-in-Differences. Preluat la 2026-06-15 de pe https://scholargate.app/ro/compare