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Regression modelQuasi-experimental / causal inference

动态事件研究设计

动态事件研究设计通过估计事件发生前后的每个时期的处理效应,而不是将所有内容合并为单一的治疗后系数,来扩展标准的双重差分框架。通过绘制前导和滞后系数与相对事件时间的关系图,研究人员可以同时检验预先存在的趋势,并追踪因果效应如何在多个治疗后时期演变。

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来源

  1. Sun, L., & Abraham, S. (2021). Estimating dynamic treatment effects in event studies with heterogeneous treatment effects. Journal of Econometrics, 225(2), 175-199. DOI: 10.1016/j.jeconom.2020.09.006
  2. Callaway, B., & Sant'Anna, P. H. C. (2021). Difference-in-differences with multiple time periods. Journal of Econometrics, 225(2), 200-230. DOI: 10.1016/j.jeconom.2020.12.001

如何引用本页

ScholarGate. (2026, June 3). Dynamic Event Study Design (Lead-Lag Specification). ScholarGate. https://scholargate.app/zh/causal-inference/dynamic-event-study-design

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ScholarGateDynamic Event Study Design (Dynamic Event Study Design (Lead-Lag Specification)). 于 2026-06-15 检索自 https://scholargate.app/zh/causal-inference/dynamic-event-study-design · 数据集: https://doi.org/10.5281/zenodo.20539026