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Variables instrumentals en dades de panel (Panel IV / 2SLS)×Diferència en Diferències (Diff-in-Diff)×
CampInferència causalEconometria
FamíliaRegression modelRegression model
Any d'origen1978-19911994
Autor originalHausman (1978); Anderson & Hsiao (1982); Arellano & Bond (1991)Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment)
TipusCausal inference / panel regressionCausal inference / panel regression
Font seminalArellano, M., & Bond, S. (1991). Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. Review of Economic Studies, 58(2), 277-297. DOI ↗Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355
ÀliesPanel IV, Panel 2SLS, Within-IV, Fixed-Effects IVdiff-in-diff, DiD, Farkların Farkı (Diff-in-Diff)
Relacionats45
ResumPanel data instrumental variables combines the bias-correcting power of instrumental variables (IV) with the within-unit variation exploited by panel data methods. It addresses endogeneity — omitted variables, reverse causation, or measurement error — in longitudinal settings where observations are repeated across units and time. Seminal contributions come from Hausman (1978) on specification testing and Arellano and Bond (1991) on GMM-based panel IV.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.
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ScholarGateCompara mètodes: Panel Data Instrumental Variables · Difference-in-Differences. Recuperat el 2026-06-15 de https://scholargate.app/ca/compare