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Event-Studies with a Continuous Treatment
SSRN Electronic JournalThis paper builds on the identification results and estimation tools for continuous difference-in-difference designs in Callaway, Goodman-Bacon, and Sant'Anna (2024) to discuss aggregation strategies for event studies with continuous treatments. Estimates from continuous designs are functions of the treatment dosage/intensity variable.
Brantly Callaway +2 more
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Review of Financial Studies, 1997
The literature on conditional event-study methods criticizes standard event-study procedures as being misspecified if events are voluntary and investors are rational. We argue, however, that standard procedures (1) lead to statistically valid inferences, under conditions described in this article; and (2) are often a superior means of inference, even ...
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The literature on conditional event-study methods criticizes standard event-study procedures as being misspecified if events are voluntary and investors are rational. We argue, however, that standard procedures (1) lead to statistically valid inferences, under conditions described in this article; and (2) are often a superior means of inference, even ...
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Case Studies in Event-Driven Control
2007The majority of research in control engineering considers periodic or time-triggered control systems with equidistant sample intervals. However, practical cases abound in which it is of interest to consider event-driven control systems, where the sampling is event-triggered.
J. H. Sandee +2 more
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