ScholarGate
助手

方法对比

并排查看您选择的方法;存在差异的行会高亮显示。

稳健面板事件研究×面板数据固定效应模型×
领域因果推断计量经济学
方法族Regression modelRegression model
起源年份20212014
提出者Sun & Abraham (2021); Freyaldenhoven, Hansen, Shapiro & Weidner (2021)Hsiao (textbook treatment); within transformation of panel data
类型Quasi-experimental / causal inferencePanel data regression
开创性文献Sun, L., & Abraham, S. (2021). Estimating dynamic treatment effects in event studies with heterogeneous treatment effects. Journal of Econometrics, 225(2), 175-199. DOI ↗Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗
别名robust event-study estimator, heteroskedasticity-robust panel event study, staggered-robust event study, robust ES designfixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
相关45
摘要A robust panel event study extends the standard panel event study design by applying heteroskedasticity- and autocorrelation-robust (HAC) standard errors and, where staggered treatment adoption exists, interaction-weighted estimators that remain valid even when treatment effects are heterogeneous across cohorts and time periods. It is widely used in economics, finance, and policy research to trace the dynamic causal path of an intervention.The Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014).
ScholarGate数据集
  1. v1
  2. 2 来源
  3. PUBLISHED
  1. v1
  2. 2 来源
  3. PUBLISHED

前往搜索 下载幻灯片

ScholarGate方法对比: Robust Panel Event Study · Panel Fixed Effects. 于 2026-06-15 检索自 https://scholargate.app/zh/compare