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機械学習拡張パネルイベントスタディ×差分の差 (Difference-in-Differences, DiD)×
分野因果推論計量経済学
系統Regression modelRegression model
提唱年2019-20211994
提唱者Chernozhukov, Wuthrich & Zhu; Freyaldenhoven, Hansen & Shapiro (parallel developments)Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment)
種類Causal inference / quasi-experimentalCausal inference / panel regression
原典Chernozhukov, V., Wuthrich, K., & Zhu, Y. (2021). An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls. Journal of the American Statistical Association, 116(536), 1849-1864. DOI ↗Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355
別名ML-augmented event study, ML event study, panel event study with ML, machine learning event studydiff-in-diff, DiD, Farkların Farkı (Diff-in-Diff)
関連35
概要The machine learning-augmented panel event study extends the classical panel event study by replacing or augmenting parametric counterfactual models with machine learning estimators — such as LASSO, random forests, or matrix completion — to construct more accurate pre-event baselines, detect violations of parallel trends, and produce valid causal effect estimates across multiple post-event periods.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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ScholarGate手法を比較: Machine Learning-Augmented Panel Event Study · Difference-in-Differences. 2026-06-15に以下より取得 https://scholargate.app/ja/compare