方法对比
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| 面板数据工具变量 (Panel IV / 2SLS)× | 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≠ | 1978-1991 | 1994 |
| 提出者≠ | Hausman (1978); Anderson & Hsiao (1982); Arellano & Bond (1991) | Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment) |
| 类型 | Causal inference / panel regression | Causal inference / panel regression |
| 开创性文献≠ | Arellano, M., & Bond, S. (1991). Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. Review of Economic Studies, 58(2), 277-297. DOI ↗ | Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 |
| 别名≠ | Panel IV, Panel 2SLS, Within-IV, Fixed-Effects IV | diff-in-diff, DiD, Farkların Farkı (Diff-in-Diff) |
| 相关≠ | 4 | 5 |
| 摘要≠ | Panel data instrumental variables combines the bias-correcting power of instrumental variables (IV) with the within-unit variation exploited by panel data methods. It addresses endogeneity — omitted variables, reverse causation, or measurement error — in longitudinal settings where observations are repeated across units and time. Seminal contributions come from Hausman (1978) on specification testing and Arellano and Bond (1991) on GMM-based panel IV. | 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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