Сравнение методов
Просматривайте выбранные методы рядом; строки с различиями подсвечены.
| Панельное событийно-ориентированное исследование× | Разность разностей (Difference-in-Differences, DiD)× | |
|---|---|---|
| Область≠ | Причинно-следственный вывод | Эконометрика |
| Семейство | Regression model | Regression model |
| Год появления≠ | 1990s–2020s (modern panel formulation) | 1994 |
| Автор метода≠ | Formalized by Freyaldenhoven, Hansen, Perez-Orive & Shapiro (2021); widely applied in finance (Fama et al. 1969) and policy evaluation | Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment) |
| Тип≠ | Quasi-experimental / causal panel design | Causal inference / panel regression |
| Основополагающий источник≠ | Freyaldenhoven, S., Hansen, C., Perez-Orive, J., & Shapiro, J. M. (2021). Visualization, Identification, and Estimation in the Linear Panel Event-Study Design. NBER Working Paper 29170. National Bureau of Economic Research. link ↗ | Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 |
| Другие названия≠ | event-study regression, dynamic DiD, relative-time regression, distributed-lag panel model | diff-in-diff, DiD, Farkların Farkı (Diff-in-Diff) |
| Связанные≠ | 4 | 5 |
| Сводка≠ | A panel event study estimates the dynamic causal effect of a treatment or policy by regressing an outcome on a full set of relative-time indicators — one for each period before and after the event — while controlling for unit and time fixed effects. The resulting coefficient plot shows how the treated units diverged from untreated units at each point in calendar time relative to their treatment date, making both pre-treatment trend violations and post-treatment effect trajectories immediately visible. | 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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