Regression model
事件研究设计（因果事件研究）
事件研究设计是一种广义的双重差分模型，它为干预前后的每个时期估计一个单独的治疗效应系数，从而追踪效应在事件时间上的动态变化。其现代的、异质性稳健的形式由 Sun & Abraham (2021) 和 Callaway & Sant'Anna (2021) 开发。
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来源
- 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 ↗
- 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 1). Event Study Design (Causal Event Study). ScholarGate. https://scholargate.app/zh/causal-inference/event-study-causal
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
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