Differences-in-difference estimation

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antionio
Posts: 6
Joined: Sun Jan 23, 2011 6:20 am

Differences-in-difference estimation

Postby antionio » Sun Jan 23, 2011 6:57 am

I've searched both Eviews manuls for the panel data method, differences-in-difference estimation but i cannot find anything.
Does anyone know if it's possible to do this in Eviews at all?

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: Differences-in-difference estimation

Postby EViews Glenn » Mon Jan 24, 2011 10:33 am

Difference-in-differences estimates can generally be obtained using some form of dummy variables specification. You'll have to make a decision on how you want to specify the model.

A useful reference is the lectures notes by Imbens and Wooldridge...

http://www.nber.org/WNE/lect_10_diffindiffs.pdf

MarcusD1984
Posts: 1
Joined: Fri May 23, 2014 1:22 pm

Re: Differences-in-difference estimation

Postby MarcusD1984 » Fri May 23, 2014 2:17 pm

Dear Glenn,

thanks for posting the Wooldridge paper. However, I am still not sure how to implement the difference-indifference estimator in eViews.
Any advice how to do it practically? I have a binary (0,1) variable that is 1 in one year throughout a panel of 5 years with n=50 firms. Then I want to look at the firms development over time.

Thanks so much for your help,

Marcus


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