方法对比
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| 工具变量法/两阶段最小二乘法 (IV/2SLS)× | 面板数据固定效应模型× | |
|---|---|---|
| 领域≠ | 因果推断 | 计量经济学 |
| 方法族 | Regression model | Regression model |
| 起源年份≠ | 2009 | 2014 |
| 提出者≠ | Angrist & Pischke (textbook treatment); Stock & Yogo (weak-instrument theory) | Hsiao (textbook treatment); within transformation of panel data |
| 类型≠ | Instrumental-variables regression | Panel data regression |
| 开创性文献≠ | Angrist, J. D. & Pischke, J. S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 | Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗ |
| 别名≠ | instrumental variables, IV estimation, 2SLS, instrumental variable regression | fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli |
| 相关 | 5 | 5 |
| 摘要≠ | IV/2SLS is a two-stage estimation method that recovers the causal effect of an endogenous regressor by isolating the part of its variation driven by an external instrument. It is the workhorse identification strategy in modern applied econometrics, developed at length in Angrist and Pischke's Mostly Harmless Econometrics (2009). | The Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014). |
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