Porovnať metódy
Prezrite si vybrané metódy vedľa seba; riadky, ktoré sa líšia, sú zvýraznené.
| Panelová udalosťová štúdia rozšírená o strojové učenie× | Metóda rozdielu rozdielov (Diff-in-Diff)× | |
|---|---|---|
| Odbor≠ | Kauzálna inferencia | Ekonometria |
| Rodina | Regression model | Regression model |
| Rok vzniku≠ | 2019-2021 | 1994 |
| Tvorca≠ | Chernozhukov, Wuthrich & Zhu; Freyaldenhoven, Hansen & Shapiro (parallel developments) | Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment) |
| Typ≠ | Causal inference / quasi-experimental | Causal inference / panel regression |
| Pôvodný zdroj≠ | Chernozhukov, V., Wuthrich, K., & Zhu, Y. (2021). An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls. Journal of the American Statistical Association, 116(536), 1849-1864. DOI ↗ | Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 |
| Ďalšie názvy≠ | ML-augmented event study, ML event study, panel event study with ML, machine learning event study | diff-in-diff, DiD, Farkların Farkı (Diff-in-Diff) |
| Príbuzné≠ | 3 | 5 |
| Zhrnutie≠ | The machine learning-augmented panel event study extends the classical panel event study by replacing or augmenting parametric counterfactual models with machine learning estimators — such as LASSO, random forests, or matrix completion — to construct more accurate pre-event baselines, detect violations of parallel trends, and produce valid causal effect estimates across multiple post-event periods. | 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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