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Ước lượng biến công cụ mạnh mẽ×Phương pháp Sai phân kép (Difference-in-Differences - DiD)×
Lĩnh vựcSuy luận nhân quảKinh tế lượng
HọRegression modelRegression model
Năm ra đời1949–20191994
Người khởi xướngAnderson & Rubin (1949); Stock, Wright & Yogo (2002); Andrews, Stock & Sun (2019)Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment)
LoạiCausal inference / robust estimationCausal inference / panel regression
Công trình gốcStock, J. H., Wright, J. H., & Yogo, M. (2002). A survey of weak instruments and weak identification in generalized method of moments. Journal of Business and Economic Statistics, 20(4), 518-529. DOI ↗Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355
Tên gọi khácRobust IV, Weak-instrument-robust IV, Robust 2SLS, Weak-instrument-robust inferencediff-in-diff, DiD, Farkların Farkı (Diff-in-Diff)
Liên quan45
Tóm tắtRobust Instrumental Variables estimation extends standard IV and two-stage least squares (2SLS) by guarding against weak-instrument bias and non-standard inference. Methods such as the Anderson-Rubin test, Limited Information Maximum Likelihood (LIML), and the Conditional Likelihood Ratio test provide valid confidence sets and hypothesis tests even when instruments are weak or only partially identified, making IV inference reliable in settings where standard 2SLS breaks down.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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ScholarGateSo sánh phương pháp: Robust Instrumental Variables · Difference-in-Differences. Truy cập ngày 2026-06-15 từ https://scholargate.app/vi/compare