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Nghiên cứu sự kiện bảng động×Phương pháp Sai phân kép (Difference-in-Differences - DiD)×
Lĩnh vựcSuy luận nhân quảKinh tế lượng
HọRegression modelRegression model
Năm ra đời20211994
Người khởi xướngSun & Abraham (2021); Callaway & Sant'Anna (2021)Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment)
LoạiQuasi-experimental / causal inferenceCausal inference / panel regression
Công trình gốcCallaway, 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
Tên gọi khácdynamic event study, panel event-study regression, leads-and-lags event study, event-time panel designdiff-in-diff, DiD, Farkların Farkı (Diff-in-Diff)
Liên quan45
Tóm tắtThe dynamic panel event study is a quasi-experimental method that uses panel data to trace out how a treatment effect evolves over time — before and after a defining event — by estimating a flexible regression of leads and lags around the treatment date. It simultaneously tests for pre-existing parallel trends and maps the full dynamic profile of causal impact 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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