方法对比
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| 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≠ | 1990s–2020s (modern panel formulation) | 1994 |
| 提出者≠ | Formalized by Freyaldenhoven, Hansen, Perez-Orive & Shapiro (2021); widely applied in finance (Fama et al. 1969) and policy evaluation | Card & Krueger (canonical 1994 application); Angrist & Pischke (textbook treatment) |
| 类型≠ | Quasi-experimental / causal panel design | Causal inference / panel regression |
| 开创性文献≠ | Freyaldenhoven, S., Hansen, C., Perez-Orive, J., & Shapiro, J. M. (2021). Visualization, Identification, and Estimation in the Linear Panel Event-Study Design. NBER Working Paper 29170. National Bureau of Economic Research. link ↗ | Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 |
| 别名≠ | event-study regression, dynamic DiD, relative-time regression, distributed-lag panel model | diff-in-diff, DiD, Farkların Farkı (Diff-in-Diff) |
| 相关≠ | 4 | 5 |
| 摘要≠ | A panel event study estimates the dynamic causal effect of a treatment or policy by regressing an outcome on a full set of relative-time indicators — one for each period before and after the event — while controlling for unit and time fixed effects. The resulting coefficient plot shows how the treated units diverged from untreated units at each point in calendar time relative to their treatment date, making both pre-treatment trend violations and post-treatment effect trajectories immediately visible. | 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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