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패널 데이터 이중차분법 (패널 DiD / TWFE)×이중차분법 (Diff-in-Diff)×
분야인과추론계량경제학
계열Regression modelRegression model
기원 연도1985–20041994
창시자Ashenfelter & Card (1985); codified by Angrist & Pischke (2009); serial correlation critique by Bertrand, Duflo & Mullainathan (2004)Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment)
유형Causal inference / panel regressionCausal inference / panel regression
원전Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355
별칭Two-Way Fixed Effects DiD, TWFE, Panel DiD, Panel Diff-in-Diffdiff-in-diff, DiD, Farkların Farkı (Diff-in-Diff)
관련45
요약Panel Data Difference-in-Differences extends the classic two-period DiD design to settings with multiple units observed across many time periods. By absorbing unit-level fixed effects and time fixed effects simultaneously, it isolates the causal effect of a treatment or policy change while controlling for both time-invariant unit heterogeneity and common time shocks affecting all units.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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  3. PUBLISHED

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