2 papers
econ.EM2026
Event Studies with Feedback
Irene Botosaru, Laura Liu
Event studies often conflate direct treatment effects with indirect effects operating through endogenous covariate adjustment. We develop a dynamic panel event study framework that…
econ.EM2025
Time-Varying Heterogeneous Treatment Effects in Event Studies
Irene Botosaru, Laura Liu
This paper examines the identification and estimation of heterogeneous treatment effects in event studies, emphasizing the importance of both lagged dependent variables and treatme…