Difference between revisions of "Event Study"
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===As a descriptive tool=== | ===As a descriptive tool=== | ||
Graphically, an event study will represent one or more time serie before and after the event. For example, | Graphically, an event study will represent one or more time serie before and after the event. For example, | ||
[[File:NDVI_eventstudy.png|left|Impact of water program on irrigation]] | |||
=== Combined with RDD=== | === Combined with RDD=== | ||
Revision as of 18:30, 21 November 2017
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An event study is a statistical method to assess the impact of an event on an outcome of interest. It can be used as a descriptive tool to describe the dynamic of the outcome of interest before and after the event or in combination regression discontinuity techniques around the time of the event to evaluate its impact. This method has been used mainly in finance to study the impact of specific events on firms value, as it relies on having high frequency data.
Guidelines
As a descriptive tool
Graphically, an event study will represent one or more time serie before and after the event. For example,
Combined with RDD
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This article is part of the topic Impact Evaluation Design
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