Сравнение методов
Просматривайте выбранные методы рядом; строки с различиями подсвечены.
| Оценщик первого различия× | Разность разностей (Difference-in-Differences, DiD)× | |
|---|---|---|
| Область | Эконометрика | Эконометрика |
| Семейство | Regression model | Regression model |
| Год появления≠ | 2010 | 1994 |
| Автор метода≠ | Jeffrey Wooldridge (treatment) | Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment) |
| Тип≠ | Panel data estimator | Causal inference / panel regression |
| Основополагающий источник≠ | Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0-262-23258-8 | Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 |
| Другие названия≠ | FD Estimator, First-Difference Panel Estimator, First-Difference OLS, Birinci Fark Tahmincisi | diff-in-diff, DiD, Farkların Farkı (Diff-in-Diff) |
| Связанные≠ | 2 | 5 |
| Сводка≠ | The First-Difference (FD) estimator is a panel data method that eliminates unobserved, time-invariant individual heterogeneity by subtracting each unit's observation in period t-1 from its observation in period t. By operating on changes rather than levels, FD removes any fixed individual effect that would otherwise confound causal inference. It is widely used in labor economics, program evaluation, and applied microeconomics whenever researchers suspect persistent unobserved differences across individuals, firms, or countries. | 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. |
| ScholarGateНабор данных ↗ |
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