Methods to detect and measures the impact of a policy instrument on a time series

What are the methods used to detect the impact of a policy instrument on a time series?

Papers : Stechemesser, A., Koch, N., Mark, E., Dilger, E., Klösel, P., Menicacci, L., … & Wenzel, A. (2024). Climate policies that achieved major emission reductions: Global evidence from two decades. Science, 385(6711), 884-892.

I focus on the supplemental material of the paper.

First step : detect significant break in the emissions

They use a linear model called saturated two-way-fixed-effects predicting $log(CO2)_{i,t}$ from treatment and time-period indicators, control variables (gdp, population, heating degree days, cooling degree days and eu) and fixed country and period effects. They use a variable selection approach to detect break based on a block-search algorithm called GETS-panel.

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