Regression modelQuasi-experimental / causal inference
稳健面板事件研究
稳健面板事件研究（Robust Panel Event Study）在标准面板事件研究设计的基础上，应用了异方差和自相关稳健（HAC）标准误，并在存在处理采纳时间交错的情况下，使用交互加权估计量，即使在处理效应在不同队列和时间段内存在异质性时，也能保持有效性。该方法广泛应用于经济学、金融学和政策研究，用于追踪干预措施的动态因果路径。
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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 ↗
- Freyaldenhoven, S., Hansen, C., Shapiro, J. M., & Weidner, M. (2021). Visualization, Identification, and Estimation in the Linear Panel Event-Study Design. NBER Working Paper No. 29170. link ↗
如何引用本页
ScholarGate. (2026, June 3). Robust Panel Event Study Design. ScholarGate. https://scholargate.app/zh/causal-inference/robust-panel-event-study
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