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| 동적 계량 변수 (동적 패널 IV / Arellano-Bond)× | 이중차분법 (Diff-in-Diff)× | |
|---|---|---|
| 분야≠ | 인과추론 | 계량경제학 |
| 계열 | Regression model | Regression model |
| 기원 연도≠ | 1991 | 1994 |
| 창시자≠ | Arellano & Bond (1991); extended by Blundell & Bond (1998) | Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment) |
| 유형≠ | Dynamic panel causal estimation | Causal inference / panel regression |
| 원전≠ | 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 |
| 별칭≠ | Dynamic IV, Dynamic Panel IV, Arellano-Bond GMM, System GMM | diff-in-diff, DiD, Farkların Farkı (Diff-in-Diff) |
| 관련 | 5 | 5 |
| 요약≠ | 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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