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| Heterogeneous Treatment Effect Difference-in-Differences (HTE-DiD)× | Metoda różnic w różnicach (Diff-in-Diff)× | |
|---|---|---|
| Dziedzina≠ | Wnioskowanie przyczynowe | Ekonometria |
| Rodzina | Regression model | Regression model |
| Rok powstania≠ | 2021 | 1994 |
| Twórca≠ | Callaway & Sant'Anna; Sun & Abraham | Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment) |
| Typ | Causal inference / panel regression | Causal inference / panel regression |
| Źródło pierwotne≠ | Callaway, B., & Sant'Anna, P. H. C. (2021). Difference-in-Differences with multiple time periods. Journal of Econometrics, 225(2), 200-230. DOI ↗ | Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 |
| Inne nazwy≠ | HTE-DiD, heterogeneous DiD, CATT estimator, group-time ATT | diff-in-diff, DiD, Farkların Farkı (Diff-in-Diff) |
| Pokrewne≠ | 4 | 5 |
| Podsumowanie≠ | HTE-DiD extends the classic Difference-in-Differences estimator to settings where treatment effects vary across units, time periods, or treatment cohorts. Developed formally by Callaway and Sant'Anna (2021) and Sun and Abraham (2021), it avoids the biases that arise when a conventional two-way fixed-effects regression is used with staggered adoption or effect heterogeneity, by estimating cohort-and-time-specific average treatment effects that can then be aggregated flexibly. | 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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