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Bayesovská panelová štúdia udalostí×Panelová štúdia udalostí×
OdborKauzálna inferenciaKauzálna inferencia
RodinaRegression modelRegression model
Rok vzniku2010s–2020s1990s–2020s (modern panel formulation)
TvorcaDeveloped from panel event-study literature (Sun & Abraham 2021; Freyaldenhoven et al. 2021) combined with Bayesian estimation frameworksFormalized by Freyaldenhoven, Hansen, Perez-Orive & Shapiro (2021); widely applied in finance (Fama et al. 1969) and policy evaluation
TypBayesian causal panel estimatorQuasi-experimental / causal panel design
Pôvodný zdrojFreyaldenhoven, S., Hansen, C., Shapiro, J. M., & Teso, E. (2021). Visualization, Identification, and Estimation in the Linear Panel Event-Study Design. NBER Working Paper No. 29170. National Bureau of Economic Research. link ↗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 ↗
Ďalšie názvyBayesian event-study estimator, Bayesian dynamic DiD, Bayesian panel ES, Bayes event studyevent-study regression, dynamic DiD, relative-time regression, distributed-lag panel model
Príbuzné44
ZhrnutieBayesian Panel Event Study is a causal inference design that estimates dynamic treatment effects around a datable event using panel data, replacing classical frequentist estimation with Bayesian posterior inference. It produces period-by-period effect estimates with full probability distributions, enabling principled uncertainty quantification, regularization of noisy pre-trend coefficients, and probabilistic tests of parallel trends.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.
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ScholarGatePorovnať metódy: Bayesian Panel Event Study · Panel Event Study. Získané 2026-06-15 z https://scholargate.app/sk/compare