等价(形式语言)
滞后
事件(粒子物理)
计量经济学
一般化
事件数据
鉴定(生物学)
计算机科学
分布滞后
数学
统计
协变量
离散数学
物理
数学分析
生物
量子力学
植物
计算机网络
作者
Kurt Schmidheiny,Sebastian Siegloch
出处
期刊:Social Science Research Network
[Social Science Electronic Publishing]
日期:2019-01-01
被引量:5
摘要
We discuss important features and pitfalls of panel-data event study designs. We derive the following main results: First, event study designs and distributed-lag models are numerically identical leading to the same parameter estimates after correct reparametrization. Second, binning of effect window endpoints allows identification of dynamic treatment effects even when no never-treated units are present. Third, classic dummy variable event study designs can be naturally generalized to models that account for multiple events of different sign and intensity of the treatment, which are particularly interesting for research in labor economics and public finance.
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