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이중차분법 (Diff-in-Diff)×패널 데이터 고정 효과 모형×
분야계량경제학계량경제학
계열Regression modelRegression model
기원 연도19942014
창시자Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment)Hsiao (textbook treatment); within transformation of panel data
유형Causal inference / panel regressionPanel data regression
원전Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗
별칭diff-in-diff, DiD, Farkların Farkı (Diff-in-Diff)fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
관련55
요약Difference-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.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).
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