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Thiết kế Nghiên cứu Sự kiện Bayes×Phương pháp Sai phân kép (Difference-in-Differences - DiD)×
Lĩnh vựcSuy luận nhân quảKinh tế lượng
HọRegression modelRegression model
Năm ra đời1990s–2010s1994
Người khởi xướngDeveloped from classical event study methodology (Fama et al., 1969) with Bayesian extensions proposed through the 1990s–2010sCard & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment)
LoạiQuasi-experimental / causal inferenceCausal inference / panel regression
Công trình gốcSorescu, A., Warren, N. L., & Ertekin, L. (2017). Event study methodology in the marketing literature: An overview. Journal of the Academy of Marketing Science, 45(2), 186-207. DOI ↗Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355
Tên gọi khácBayesian event study, Bayesian abnormal return estimation, Bayesian pre-post event analysis, BESdiff-in-diff, DiD, Farkların Farkı (Diff-in-Diff)
Liên quan55
Tóm tắtBayesian Event Study Design extends the classical event study framework by replacing frequentist significance testing with a full Bayesian inferential framework. It estimates how an event (policy change, announcement, shock) alters an outcome trajectory by learning a prior model from the estimation window and updating it with observed data, yielding posterior distributions over abnormal effects and cumulative causal impacts with full uncertainty quantification.Difference-in-Differences is a causal-inference method that estimates the effect of an intervention by comparing how a treatment group and a control group change over time. Made famous by Card and Krueger's 1994 minimum-wage study and developed in Angrist and Pischke's Mostly Harmless Econometrics, it isolates the treatment effect as the difference between the two groups' before-after changes.
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ScholarGateSo sánh phương pháp: Bayesian Event Study Design · Difference-in-Differences. Truy cập ngày 2026-06-15 từ https://scholargate.app/vi/compare