Comparer des méthodes

	Variables Instrumentales Bayésiennes (IV Bayésienne)	Différences-en-différences bayésiennes
Domaine	Inférence causale	Inférence causale
Famille	Regression model	Regression model
Année d'origine	2003	2015-2023
Auteur d'origine	Kleibergen & Zivot (2003); Lancaster (2004)	Li & Marchand (formal Bayesian DiD framework); Brodersen et al. (Bayesian causal inference in time series)
Type	Causal inference / Bayesian estimation	Bayesian causal inference / panel regression
Source fondatrice	Kleibergen, F., & Zivot, E. (2003). Bayesian and classical approaches to instrumental variable regression. Journal of Econometrics, 114(1), 29-72.	Li, F., & Marchand, J. (2023). Bayesian inference for difference-in-differences. Econometrics Journal, 26(3), 509-529.
Alias	Bayesian IV, Bayesian 2SLS, Bayesian LIML, BayesIV	Bayesian DiD, Bayes DiD, Bayesian diff-in-diff, Bayesian panel causal estimator
Apparentées	6	5
Résumé	Bayesian Instrumental Variables combines the instrumental variable strategy for addressing endogeneity with Bayesian posterior inference. Instead of relying on asymptotic sampling distributions, it places prior distributions over all structural parameters and recovers a full posterior distribution for the causal effect, providing probability statements about the parameter rather than p-values — especially valuable when instruments are weak or the sample is small.	Bayesian Difference-in-Differences applies Bayesian statistical inference to the classic DiD design, replacing frequentist point estimates with full posterior distributions over the treatment effect. This yields not only an estimate of the causal effect but also a coherent probability statement about its magnitude and uncertainty, making it especially useful when sample sizes are modest or informative prior knowledge is available.