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패널 데이터 고정 효과 모형×이중차분법 (Diff-in-Diff)×
분야계량경제학계량경제학
계열Regression modelRegression model
기원 연도20141994
창시자Hsiao (textbook treatment); within transformation of panel dataCard & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment)
유형Panel data regressionCausal inference / panel regression
원전Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355
별칭fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modelidiff-in-diff, DiD, Farkların Farkı (Diff-in-Diff)
관련55
요약The 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).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.
ScholarGate데이터셋
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