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Машинно-обучаемое дополненное панельное исследование событий×Модель с фиксированными эффектами для панельных данных×
ОбластьПричинно-следственный выводЭконометрика
СемействоRegression modelRegression model
Год появления2019-20212014
Автор методаChernozhukov, Wuthrich & Zhu; Freyaldenhoven, Hansen & Shapiro (parallel developments)Hsiao (textbook treatment); within transformation of panel data
ТипCausal inference / quasi-experimentalPanel data regression
Основополагающий источникChernozhukov, V., Wuthrich, K., & Zhu, Y. (2021). An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls. Journal of the American Statistical Association, 116(536), 1849-1864. DOI ↗Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗
Другие названияML-augmented event study, ML event study, panel event study with ML, machine learning event studyfixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
Связанные35
СводкаThe machine learning-augmented panel event study extends the classical panel event study by replacing or augmenting parametric counterfactual models with machine learning estimators — such as LASSO, random forests, or matrix completion — to construct more accurate pre-event baselines, detect violations of parallel trends, and produce valid causal effect estimates across multiple post-event periods.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).
ScholarGateНабор данных
  1. v1
  2. 2 Источники
  3. PUBLISHED
  1. v1
  2. 2 Источники
  3. PUBLISHED

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ScholarGateСравнение методов: Machine Learning-Augmented Panel Event Study · Panel Fixed Effects. Получено 2026-06-15 из https://scholargate.app/ru/compare