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| Différence-en-différences sur données de panel (Panel DiD / TWFE)× | Modèle à effets fixes pour données de panel× | |
|---|---|---|
| Domaine≠ | Inférence causale | Économétrie |
| Famille | Regression model | Regression model |
| Année d'origine≠ | 1985–2004 | 2014 |
| Auteur d'origine≠ | Ashenfelter & Card (1985); codified by Angrist & Pischke (2009); serial correlation critique by Bertrand, Duflo & Mullainathan (2004) | Hsiao (textbook treatment); within transformation of panel data |
| Type≠ | Causal inference / panel regression | Panel data regression |
| Source fondatrice≠ | Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 | Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗ |
| Alias | Two-Way Fixed Effects DiD, TWFE, Panel DiD, Panel Diff-in-Diff | fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli |
| Apparentées≠ | 4 | 5 |
| Résumé≠ | Panel Data Difference-in-Differences extends the classic two-period DiD design to settings with multiple units observed across many time periods. By absorbing unit-level fixed effects and time fixed effects simultaneously, it isolates the causal effect of a treatment or policy change while controlling for both time-invariant unit heterogeneity and common time shocks affecting all units. | The Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014). |
| ScholarGateJeu de données ↗ |
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