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| 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 model | Regression model |
| 起源年份≠ | 2021 | 2014 |
| 提出者≠ | Sun & Abraham (2021); Freyaldenhoven, Hansen, Shapiro & Weidner (2021) | Hsiao (textbook treatment); within transformation of panel data |
| 类型≠ | Quasi-experimental / causal inference | Panel 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 design | fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli |
| 相关≠ | 4 | 5 |
| 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). |
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