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Динамический анализ прерванных временных рядов×Панельное событийно-ориентированное исследование×
ОбластьПричинно-следственный выводПричинно-следственный вывод
СемействоRegression modelRegression model
Год появления2002–20171990s–2020s (modern panel formulation)
Автор методаWagner, Soumerai, Zhang & Ross-Degnan; extended by Lopez Bernal, Cummins & GasparriniFormalized by Freyaldenhoven, Hansen, Perez-Orive & Shapiro (2021); widely applied in finance (Fama et al. 1969) and policy evaluation
ТипQuasi-experimental time-series designQuasi-experimental / causal panel design
Основополагающий источникLopez Bernal, J., Cummins, S., & Gasparrini, A. (2017). Interrupted time series regression for the evaluation of public health interventions: a tutorial. International Journal of Epidemiology, 46(1), 348-355. DOI ↗Freyaldenhoven, 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 ↗
Другие названияDynamic ITS, ITS with lagged effects, time-varying ITS, flexible ITSevent-study regression, dynamic DiD, relative-time regression, distributed-lag panel model
Связанные44
СводкаDynamic Interrupted Time Series (Dynamic ITS) extends the standard ITS design by allowing intervention effects to build up, decay, or shift over multiple time lags rather than assuming a single instantaneous level change. It estimates how an intervention's impact evolves across time periods, making it especially suited to public health, health services research, and policy evaluation where effects accumulate gradually or wear off after initial impact.A 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.
ScholarGateНабор данных
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  2. 2 Источники
  3. PUBLISHED
  1. v1
  2. 2 Источники
  3. PUBLISHED

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ScholarGateСравнение методов: Dynamic Interrupted Time Series · Panel Event Study. Получено 2026-06-18 из https://scholargate.app/ru/compare