事件研究模型入门指南

IF 6.9 1区经济学 Q1 ECONOMICS

Journal of Economic Perspectives Pub Date : 2023-05-01 DOI:10.1257/jep.37.2.203

Douglas L. Miller

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引用次数: 7

摘要

事件研究模型是一种强大的计量经济学工具，用于估计动态治疗效果。它最吸引人的特性之一是它提供了一个内置的图形化结果摘要，它可以揭示丰富的行为模式。图片的另一个价值是预估的事前伪“效应”，它提供了一种安慰剂测试。在这篇文章中，我的目标是为这些模型的共同理解提供一个框架。这些模型的用户面临几个(有时是微妙的)决策和选择，我为这些决策提供指导。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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An Introductory Guide to Event Study Models

The event study model is a powerful econometric tool used for the purpose of estimating dynamic treatment effects. One of its most appealing features is that it provides a built-in graphical summary of results, which can reveal rich patterns of behavior. Another value of the picture is the estimated pre-event pseudo-“effects,” which provide a type of placebo test. In this essay I aim to provide a framework for a shared understanding of these models. There are several (sometimes subtle) decisions and choices faced by users of these models, and I offer guidance for these decisions.

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来源期刊

Journal of Economic Perspectives ECONOMICS-

CiteScore

14.00

自引率

0.00%

发文量

期刊介绍： The Journal of Economic Perspectives (JEP) bridges the gap between general interest press and typical academic economics journals. It aims to publish articles that synthesize economic research, analyze public policy issues, encourage interdisciplinary thinking, and offer accessible insights into state-of-the-art economic concepts. The journal also serves to suggest future research directions, provide materials for classroom use, and address issues within the economics profession. Articles are typically solicited by editors and associate editors, and proposals for topics and authors can be directed to the journal office.