Сравнение методов
Просматривайте выбранные методы рядом; строки с различиями подсвечены.
| Дизайн исследования событий с гетерогенными эффектами воздействия× | Панельное событийно-ориентированное исследование× | |
|---|---|---|
| Область | Причинно-следственный вывод | Причинно-следственный вывод |
| Семейство | Regression model | Regression model |
| Год появления≠ | 2021 | 1990s–2020s (modern panel formulation) |
| Автор метода≠ | Sun & Abraham (2021); Callaway & Sant'Anna (2021) | Formalized by Freyaldenhoven, Hansen, Perez-Orive & Shapiro (2021); widely applied in finance (Fama et al. 1969) and policy evaluation |
| Тип≠ | Quasi-experimental causal inference | Quasi-experimental / causal panel design |
| Основополагающий источник≠ | Sun, L., & Abraham, S. (2021). Estimating dynamic treatment effects in event studies with heterogeneous treatment effects. Journal of Econometrics, 225(2), 175-199. 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 названия | HTE event study, heterogeneous effects event study, group-time ATT event study, dynamic HTE design | event-study regression, dynamic DiD, relative-time regression, distributed-lag panel model |
| Связанные≠ | 3 | 4 |
| Сводка≠ | Heterogeneous Treatment Effect Event Study Design is a causal-inference framework that uses event study regression to estimate how treatment effects vary across groups, cohorts, or time relative to a treatment event. Unlike classical two-way fixed-effects event studies — which assume a homogeneous effect — this approach explicitly models and recovers group-time average treatment effects (ATTs), addressing the contamination bias that arises when effects differ across treated units. | 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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