Compară metode

Examinează metodele selectate una lângă alta; rândurile care diferă sunt evidențiate.

Studiu de eveniment robust pe panel×Difference-in-Differences (Diff-in-Diff)×
DomeniuInferență cauzalăEconometrie
FamilieRegression modelRegression model
Anul apariției20211994
Autorul originalSun & Abraham (2021); Freyaldenhoven, Hansen, Shapiro & Weidner (2021)Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment)
TipQuasi-experimental / causal inferenceCausal inference / panel regression
Sursa seminalăSun, L., & Abraham, S. (2021). Estimating dynamic treatment effects in event studies with heterogeneous treatment effects. Journal of Econometrics, 225(2), 175-199. DOI ↗Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355
Denumiri alternativerobust event-study estimator, heteroskedasticity-robust panel event study, staggered-robust event study, robust ES designdiff-in-diff, DiD, Farkların Farkı (Diff-in-Diff)
Înrudite45
RezumatA robust panel event study extends the standard panel event study design by applying heteroskedasticity- and autocorrelation-robust (HAC) standard errors and, where staggered treatment adoption exists, interaction-weighted estimators that remain valid even when treatment effects are heterogeneous across cohorts and time periods. It is widely used in economics, finance, and policy research to trace the dynamic causal path of an intervention.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.
ScholarGateSet de date
  1. v1
  2. 2 Surse
  3. PUBLISHED
  1. v1
  2. 2 Surse
  3. PUBLISHED

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