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| 動学的操作変数法（動学パネルIV / Arellano-Bond法）× | 差分の差 (Difference-in-Differences, DiD)× | |
|---|---|---|
| 分野≠ | 因果推論 | 計量経済学 |
| 系統 | Regression model | Regression model |
| 提唱年≠ | 1991 | 1994 |
| 提唱者≠ | Arellano & Bond (1991); extended by Blundell & Bond (1998) | Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment) |
| 種類≠ | Dynamic panel causal estimation | Causal inference / panel regression |
| 原典≠ | Arellano, 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 |
| 別名≠ | Dynamic IV, Dynamic Panel IV, Arellano-Bond GMM, System GMM | diff-in-diff, DiD, Farkların Farkı (Diff-in-Diff) |
| 関連 | 5 | 5 |
| 概要≠ | Dynamic Instrumental Variables estimation addresses endogeneity in panel models where the outcome depends on its own past values. By first-differencing to remove unit fixed effects and then using lagged levels as instruments for the differenced lagged outcome, it produces consistent causal estimates even when standard OLS or fixed-effects are biased by dynamic feedback. | 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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