Compară metode

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

Studiu de eveniment robust pe panel×Diferențe în Diferențe Dinamice×
DomeniuInferență cauzalăInferență cauzală
FamilieRegression modelRegression model
Anul apariției20212021
Autorul originalSun & Abraham (2021); Freyaldenhoven, Hansen, Shapiro & Weidner (2021)Callaway & Sant'Anna; Sun & Abraham
TipQuasi-experimental / causal inferenceCausal inference / quasi-experimental
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 ↗Callaway, B., & Sant'Anna, P. H. C. (2021). Difference-in-differences with multiple time periods. Journal of Econometrics, 225(2), 200-230. DOI ↗
Denumiri alternativerobust event-study estimator, heteroskedasticity-robust panel event study, staggered-robust event study, robust ES designDynamic DiD, Staggered DiD, Event-time DiD, Heterogeneous-timing DiD
Înrudite44
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.Dynamic Difference-in-Differences extends the classic DiD framework to settings where units adopt treatment at different times. Rather than collapsing all variation into a single 2x2 comparison, it estimates group-time average treatment effects for each adoption cohort at each calendar period, then aggregates them into interpretable summaries of the causal effect over event time.
ScholarGateSet de date
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  1. v1
  2. 2 Surse
  3. PUBLISHED

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