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Abstract Details
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Activity Number:
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663
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Type:
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Contributed
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Date/Time:
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Thursday, August 4, 2011 : 10:30 AM to 12:20 PM
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Sponsor:
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Business and Economic Statistics Section
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| Abstract - #303301 |
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Title:
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Event Studies in Business and Operations Management
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Author(s):
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Russell Zaretzki*+ and Bogdan Bichescu
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Companies:
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The University of Tennessee at Knoxville and University of Tennessee
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Address:
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, , ,
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Keywords:
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Observational Studies ;
Selection Models ;
Propensity Scores ;
Instrumental Variables ;
matching studies
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Abstract:
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Observational Studies of the effects of strategic and managerial activities in business are becoming more commonplace in the business literature. We review some of the most prominent examples of this area, discuss some of the modern methodology in econometric and statistical literature including propensity scores and selection models, and attempt to provide clear guidelines about the strengths and weaknesses of the methods. Our conclusions will be validated through simulation studies.
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Authors who are presenting talks have a * after their name.
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