Сравнение на методи
Прегледайте избраните методи един до друг; редовете с разлики са откроени.
| Метод на разликите в разликите (Difference-in-Differences, DiD)× | Тест за причинност на Грейнджър× | |
|---|---|---|
| Област | Иконометрия | Иконометрия |
| Семейство | Regression model | Regression model |
| Година на възникване≠ | 1994 | 1969 |
| Създател≠ | Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment) | Clive W. J. Granger |
| Тип≠ | Causal inference / panel regression | Time-series predictive causality test |
| Основополагащ източник≠ | Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 | Granger, C. W. J. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica, 37(3), 424-438. DOI ↗ |
| Други названия≠ | diff-in-diff, DiD, Farkların Farkı (Diff-in-Diff) | Granger causality test, Granger non-causality test, predictive causality test, Granger Nedensellik Testi |
| Свързани | 5 | 5 |
| Резюме≠ | Difference-in-Differences is a causal-inference method that estimates the effect of an intervention by comparing how a treatment group and a control group change over time. Made famous by Card and Krueger's 1994 minimum-wage study and developed in Angrist and Pischke's Mostly Harmless Econometrics, it isolates the treatment effect as the difference between the two groups' before-after changes. | The Granger causality test, introduced by Clive W. J. Granger in 1969, assesses whether the past values of one time series help predict another beyond what the latter's own past already explains. It defines causality in a strictly predictive sense rather than as a structural or physical cause. |
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