Comparer des méthodes

Examinez les méthodes sélectionnées côte à côte ; les lignes qui diffèrent sont mises en évidence.

Analyse des données de panel avec ruptures structurelles×Différence-en-différences (Diff-in-Diff)×
DomaineÉconométrieÉconométrie
FamilleRegression modelRegression model
Année d'origine1998-20101994
Auteur d'origineBai & Perron (1998); extended to panels by Bai (2010) and Joseph et al.Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment)
TypePanel time-series model with regime shiftsCausal inference / panel regression
Source fondatriceBai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47-78. DOI ↗Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355
Aliaspanel structural break test, break-point panel model, panel change-point analysis, regime-shift panel analysisdiff-in-diff, DiD, Farkların Farkı (Diff-in-Diff)
Apparentées45
RésuméStructural break panel data analysis detects and estimates points in time — break dates — where the underlying regression coefficients shift permanently across a panel of cross-sectional units observed over multiple periods. By jointly exploiting cross-sectional and time-series variation, it offers sharper identification of regime shifts than single-series break tests, and it delivers separate coefficient estimates for each regime before and after each break.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.
ScholarGateJeu de données
  1. v1
  2. 2 Sources
  3. PUBLISHED
  1. v1
  2. 2 Sources
  3. PUBLISHED

Aller à la recherche Download slides

ScholarGateComparer des méthodes: Structural Break Panel Data Analysis · Difference-in-Differences. Consulté le 2026-06-15 sur https://scholargate.app/fr/compare