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複数期間介入時系列分析×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2000s-20151994
提唱者Extended from segmented regression / ITS tradition; multi-break formalization developed across epidemiology and health policy literature (2000s-2010s)Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment)
種類Quasi-experimental time series regressionCausal inference / panel regression
原典Kontopantelis, E., Doran, T., Springate, D. A., Buchan, I., & Reeves, D. (2015). Regression based quasi-experimental approach when randomisation is not an option: interrupted time series analysis. BMJ, 350, h2750. DOI ↗Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355
別名multi-period ITS, multiple-interruption ITS, segmented time series with multiple breakpoints, MITSdiff-in-diff, DiD, Farkların Farkı (Diff-in-Diff)
関連55
概要Multi-period Interrupted Time Series (MITS) extends the classic ITS framework to settings where two or more interventions occur at known time points within the same series. By fitting a segmented regression with multiple breakpoints, MITS estimates the level change and slope change attributable to each intervention while controlling for the underlying secular trend and for the effects of earlier interruptions.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: Multi-period Interrupted Time Series · Difference-in-Differences. 2026-06-17に以下より取得 https://scholargate.app/ja/compare