Design-Robust Event-Study Estimation under Staggered Adoption Diagnostics, Sensitivity, and Orthogonalisation
错位实施下设计稳健的事件研究估计:诊断、敏感性与正交化
This paper develops a design-first econometric framework for event-study and difference-in-differences estimands under staggered adoption with heterogeneous effects, emphasising (i) exact probability limits for conventional two-way fixed effects event-study regressions, (ii) computable design diagnostics that quantify contamination and negative-weight risk, and (iii) sensitivity-robust inference that remains uniformly valid under restricted violations of parallel trends. The…