Сравнение методов

	Анализ панельных данных со структурными сдвигами	Разность разностей (Difference-in-Differences, DiD)
Область	Эконометрика	Эконометрика
Семейство	Regression model	Regression model
Год появления	1998-2010	1994
Автор метода	Bai & Perron (1998); extended to panels by Bai (2010) and Joseph et al.	Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment)
Тип	Panel time-series model with regime shifts	Causal inference / panel regression
Основополагающий источник	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47-78.	Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355
Другие названия	panel structural break test, break-point panel model, panel change-point analysis, regime-shift panel analysis	diff-in-diff, DiD, Farkların Farkı (Diff-in-Diff)
Связанные	4	5
Сводка	Structural break panel data analysis detects and estimates points in time — break dates — where the underlying regression coefficients shift permanently across a panel of cross-sectional units observed over multiple periods. By jointly exploiting cross-sectional and time-series variation, it offers sharper identification of regime shifts than single-series break tests, and it delivers separate coefficient estimates for each regime before and after each break.	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.