An Introductory Guide to Event Study Models
介绍事件研究模型这一计量工具，用于估计动态处理效应，提供结果图形化总结和事前伪效应检验，并指导用户做出模型选择决策。
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.