方法对比
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| 动态面板事件研究× | 双重差分法 (Diff-in-Diff)× | |
|---|---|---|
| 领域≠ | 因果推断 | 计量经济学 |
| 方法族 | Regression model | Regression model |
| 起源年份≠ | 2021 | 1994 |
| 提出者≠ | Sun & Abraham (2021); Callaway & Sant'Anna (2021) | Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment) |
| 类型≠ | Quasi-experimental / causal inference | Causal inference / panel regression |
| 开创性文献≠ | Callaway, 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 |
| 别名≠ | dynamic event study, panel event-study regression, leads-and-lags event study, event-time panel design | diff-in-diff, DiD, Farkların Farkı (Diff-in-Diff) |
| 相关≠ | 4 | 5 |
| 摘要≠ | The 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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