- Published
- 2023-05-01
- Venue
- The Journal of Economic Perspectives, vol. 37, no. 2, pp. 203-230
- Cited by
- 354
- Open access
- Yes, diamond
- DOI
- 10.1257/jep.37.2.203
Abstract
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.
Cite this paper
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- APA 7
Miller, D. L. (2023). An Introductory Guide to Event Study Models. The Journal of Economic Perspectives, 37(2), 203–230. https://doi.org/10.1257/jep.37.2.203
- MLA 9
Miller, Douglas L. "An Introductory Guide to Event Study Models." The Journal of Economic Perspectives, vol. 37, no. 2, 2023, pp. 203–230, https://doi.org/10.1257/jep.37.2.203.
- Chicago
Miller, Douglas L. "An Introductory Guide to Event Study Models." The Journal of Economic Perspectives 37, no. 2 (2023): 203–230. https://doi.org/10.1257/jep.37.2.203.
- GOST
Miller D. L. An Introductory Guide to Event Study Models // The Journal of Economic Perspectives. — 2023. — Vol. 37, № 2. — P. 203–230. — URL: https://doi.org/10.1257/jep.37.2.203
- BibTeX
@article{miller2023introductory, title = {{An Introductory Guide to Event Study Models}}, author = {Douglas L. Miller}, journal = {The Journal of Economic Perspectives}, year = {2023}, volume = {37}, number = {2}, pages = {203--230}, doi = {10.1257/jep.37.2.203}, url = {https://doi.org/10.1257/jep.37.2.203} }- RIS
TY - JOUR AU - Miller, Douglas L. TI - An Introductory Guide to Event Study Models JO - The Journal of Economic Perspectives VL - 37 IS - 2 SP - 203 EP - 230 PY - 2023 DA - 2023/05/01 DO - 10.1257/jep.37.2.203 UR - https://doi.org/10.1257/jep.37.2.203 ER -