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Studiu de eveniment pe panel×Modelul cu Efecte Fixe pentru Date Panou×
DomeniuInferență cauzalăEconometrie
FamilieRegression modelRegression model
Anul apariției1990s–2020s (modern panel formulation)2014
Autorul originalFormalized by Freyaldenhoven, Hansen, Perez-Orive & Shapiro (2021); widely applied in finance (Fama et al. 1969) and policy evaluationHsiao (textbook treatment); within transformation of panel data
TipQuasi-experimental / causal panel designPanel data regression
Sursa seminalăFreyaldenhoven, S., Hansen, C., Perez-Orive, J., & Shapiro, J. M. (2021). Visualization, Identification, and Estimation in the Linear Panel Event-Study Design. NBER Working Paper 29170. National Bureau of Economic Research. link ↗Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗
Denumiri alternativeevent-study regression, dynamic DiD, relative-time regression, distributed-lag panel modelfixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
Înrudite45
RezumatA panel event study estimates the dynamic causal effect of a treatment or policy by regressing an outcome on a full set of relative-time indicators — one for each period before and after the event — while controlling for unit and time fixed effects. The resulting coefficient plot shows how the treated units diverged from untreated units at each point in calendar time relative to their treatment date, making both pre-treatment trend violations and post-treatment effect trajectories immediately visible.The Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014).
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  3. PUBLISHED

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ScholarGateCompară metode: Panel Event Study · Panel Fixed Effects. Preluat la 2026-06-15 de pe https://scholargate.app/ro/compare