Difference between revisions of "Event Study"
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== Read First == | == Read First == | ||
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=== | |||
== Back to Parent == | == Back to Parent == | ||
Revision as of 17:59, 21 November 2017
Read First
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
Back to Parent
This article is part of the topic Impact Evaluation Design
Additional Resources
Please add here links to existing resources