方法证据记录
Heterogeneous treatment effect Panel event study
A heterogeneous treatment effect panel event study estimates how treatment impacts vary across units and over time in a panel setting, allowing each cohort of treated units to have its own dynamic response. Seminal contributions by Sun and Abraham (2021) and Callaway and Sant'Anna (2021) showed that standard two-way fixed-effects event studies mask sign-reversing treatment heterogeneity across cohorts, motivating cohort-specific estimation followed by flexible aggregation.
源记录
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Heterogeneous Treatment Effect Panel 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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