方法证据记录
Event Study Design
The event study design is a generalised difference-in-differences model that estimates a separate treatment-effect coefficient for each period before and after an intervention, tracing the dynamics of the effect over event time. Its modern, heterogeneity-robust form was developed by Sun & Abraham (2021) and Callaway & Sant'Anna (2021).
源记录
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Event Study Design (Causal Event Study)
分类方法记录 · regression-model / causal-inference
- 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
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