Artikel
On event studies and distributed‐lags in two‐way fixed effects models: Identification, equivalence, and generalization
We discuss three important properties of panel data event study designs. First, assuming constant treatment effects before and/or after some event time, also known as binning, is a natural restriction, which identifies dynamic treatment effects in the absence of never‐treated units. Second, event study designs with binned endpoints and distributed‐lag models are numerically identical. Third, classic dummy variable event study designs can be generalized to models that account for multiple treatments of different signs and varying intensities. We demonstrate the practical relevance of our methodological points in an application studying the effects of unemployment benefit duration on job search effort.
- Language
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Englisch
- Bibliographic citation
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Journal: Journal of Applied Econometrics ; ISSN: 1099-1255 ; Volume: 38 ; Year: 2023 ; Issue: 5 ; Pages: 695-713 ; Hoboken, NJ: Wiley
- Classification
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Wirtschaft
- Subject
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applied microeconomics
credibility revolution
distributed‐lag
event study
- Event
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Geistige Schöpfung
- (who)
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Schmidheiny, Kurt
Siegloch, Sebastian
- Event
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Veröffentlichung
- (who)
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Wiley
- (where)
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Hoboken, NJ
- (when)
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2023
- DOI
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doi:10.1002/jae.2971
- Last update
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10.03.2025, 11:44 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Artikel
Associated
- Schmidheiny, Kurt
- Siegloch, Sebastian
- Wiley
Time of origin
- 2023
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