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An Introductory Guide to Event Study Models

Datos Bibliográficos

ID4030360
AutoresDouglas L Miller (0000-0003-0707-0637, (Douglas L. Miller is Professor of Economics and Public Policy, Cornell University, Ithaca, New York. )., autor de correspondencia)
Año2023
Volumen37
Número2
Páginas203-230
Fecha de publicación2023-05-01
Peer ReviewedSí
Open AccessSí
TipoARTICLE
RevistaThe Journal of Economic Perspectives (JOURNAL)
Identificadores de la revistaISSN: 0895-3309 • E-ISSN: 1944-7965
EditorialAmerican Economic Association (PUBLISHER • US)
DOI10.1257/jep.37.2.203
OpenAlexW4382009268
IdiomaEN
Citas recibidas57
Referencias citadas5

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

Data science · Econometric model · Econometrics · Economics · Event data · Event study · Machine learning · Management science · Advanced Causal Inference Techniques · Computer Science · Health Systems, Economic Evaluations, Quality of Life · Healthcare Policy and Management · History

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Obras citantes distintas57
Citas por año19
Intervalo de citas2023 - 2026 (4)
Velocidad de citacióncurrent
Altamente citadoNo
Tipos de citaNeutras: 56
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