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面板数据因果效应分析×双重差分法 (Diff-in-Diff)×
领域因果推断计量经济学
方法族Regression modelRegression model
起源年份2015 (base method); panel extension mid-2010s1994
提出者Brodersen et al. (2015); panel extension by Holtz et al. and subsequent literatureCard & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment)
类型Bayesian structural time-series causal inferenceCausal inference / panel regression
开创性文献Brodersen, K. H., Gallusser, F., Koehler, J., Remy, N., & Scott, S. L. (2015). Inferring causal impact using Bayesian structural time-series models. Annals of Applied Statistics, 9(1), 247-274. DOI ↗Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355
别名Panel CausalImpact, multi-unit causal impact, panel BSTS causal inference, panel structural time-series causal analysisdiff-in-diff, DiD, Farkların Farkı (Diff-in-Diff)
相关65
摘要Panel data causal impact analysis extends the Bayesian structural time-series approach of Brodersen et al. (2015) to multi-unit panel settings, estimating the counterfactual for several treated units simultaneously using control units as a donor pool. It produces credible intervals for the causal effect at each post-intervention time point, aggregated across units and 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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ScholarGate方法对比: Panel Data Causal Impact Analysis · Difference-in-Differences. 于 2026-06-15 检索自 https://scholargate.app/zh/compare