这学期《计量经济学专题研讨》聚焦经济学研究中常用的因果推断方法(causal inference),分 Potential Outcome Model and Regression、Randomized Experiment/Field Experiment/Natural Experiment、Matching Method、Propensity Score Method、Difference-in-Difference Method、Instrumental Variable Method、Regression Discontinuity Design、Synthetic Control Method 八个专题研读、讨论和展示计量经济学中的经典或前沿论文。
上课分为三部分,首先方法原理介绍,其次所列文献的研读报告,最后老师点评补充。这周研讨主题是 DiD,晓军的板书讲解很nice,征得同意,分享大佬的课堂讲稿。
这周 DiD 主题的研读文献:
- Bertrand, M., Duflo, E., & Mullainathan, S. (2004). How much should we trust differences-in-differences estimates?. The Quarterly journal of economics, 119(1), 249-275.
- Abadie, A. (2005). Semiparametric difference-in-differences estimators. The Review of Economic Studies, 72(1), 1-19.
- Donald, S. G., & Lang, K. (2007). Inference with difference-in-differences and other panel data. The Review of Economics and Statistics, 89(2), 221-233.
- Card, D., & Krueger, A. B. (2000). Minimum wages and employment: a case study of the fast-food industry in New Jersey and Pennsylvania: Reply. American Economic Review, 90(5), 1397-1420.
- Athey, S., & Imbens, G. W. (2006). Identification and inference in nonlinear difference‐in‐differences models. Econometrica, 74(2), 431-497.
- Imbens, G. W., & Wooldridge, J. M. (2009). Recent developments in the econometrics of program evaluation. Journal of Economic Literature, 47(1), 5-86.
- Callaway, B., & Sant’Anna, P. H. (2020). Difference-in-differences with multiple time periods. Journal of Econometrics.