2023 Stata夏令营现场班—"面板数据与因果推断" 研讨会

1. 多元回归：因果推断的基础

2. 模型设定的策略

3. 常见问题

4. 如何进行稳健分析

5. 模型诊断

6. Stata实例与操作

阅读材料：

Angrist, J. D., & Pischke, J. S. (2008). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton university press.

Imbens, G. W., & Rubin, D. B. (2015). Causal Inference in Statistics, Social, and Biomedical sciences. Cambridge University Press.

1. 面板数据与不可观测的异质性

2. 固定效应与随机效应模型

3. 面板门限回归模型

4. 面板平滑转换模型

5. 面板Probit/Logit模型

6. Stata实例与操作

阅读材料：

Veljanoska S. Do Remittances Promote Fertilizer Use? The Case of Ugandan Farmers[J]. American Journal of Agricultural Economics, 2022,104(1):273-293.

Matthew E. Kahn, et al. (2021). Long-term macroeconomic effects of climate change: A cross-country analysis. Energy Economics. 104.

Ali Golbabaei et al. (2022). The capital ratio and the interest rate spread: A panel threshold regression approach. 85:289-302.

David Ubilava, et al. (2019). Smooth transition across latitudes and longitudes: An application of a nonlinear panel regression to the climate-economics nexus. 182: 114-117.

Gozal Ahmadova, et al. (2022). Too good to be true: The inverted U-shaped relationship between home-country digitalization and environmental performance. Ecological Economics, 192.

第三讲 工具变量回归 (IV)

1. 内生性问题与解决路径

2. 工具变量选择的方法及分类

3. 线性模型的工具变量回归估计 (2SLS+LIML+GMM)

4. 工具变量估计的系列检验（解释变量的内生性检验、工具变量的外生性检验、部分变量的外生检验、弱工具变量检验）

5. 内生处理效应与内生转换模型

6. Probit/Logit模型的工具变量回归

7. Stata实例与案例

阅读材料：

Lundborg, Petter, Erik Plug, and Astrid Würtz Rasmussen.2017. "Can Women Have Children and a Career? IV Evidence from IVF Treatments." American Economic Review, 107 (6): 1611-37.

Acemoglu, Daron, Simon Johnson, James A. Robinson (2001): “The Colonial Origins of Comparative Development: An Empirical Investigation,” American Economic Review, 91, 1369-1401.

Angrist, Joshua D. and Alan B. Krueger (1991): “Does compulsory school attendance affect scooching and earnings?” Quarterly Journal of Economics, 91, 444-455.

Angrist, Joshua and Evans, William, (1998),Children and Their Parents' Labor Supply: Evidence from Exogenous Variation in Family Size, American Economic Review, 88, issue 3, p. 450-77.

Alesina, Alberto, and Ekaterina Zhuravskaya.2011. "Segregation and the Quality of Government in a Cross Section of Countries." American Economic Review, 101 (5): 1872-1911.

1. 随机试验、准实验及自然实验

2. 协变量匹配法

3. 倾向得分匹配

4. 为什么Gary et al. (2019)等建议避免采用倾向得分匹配？

5. Stata实例与操作

阅读材料：

Daron Acemoglu,Suresh Naidu, Pascual Restrepo, and James A. Robinson (2019) Democracy Does Cause Growth. Journal of Political Economy 2019 127:1, 47-100.

Piermartini, Roberta, and Linda Rousová.2013. "The Sky Is Not Flat: How Discriminatory Is the Access to International Air Services?" American Economic Journal: Economic Policy, 5 (3): 287-319.

1. 机器学习Lasso介绍

2. 处理效应的增项逆概率加权估计 (AIPW)

3. 连续变量的机器学习处理效应

4. 二值变量与计数数据的机器学习因果推断

5. Stata实例与操作

阅读材料：

Deryugina, Tatyana, Garth Heutel, Nolan H. Miller, David Molitor, and Julian Reif.2019. "The Mortality and Medical Costs of Air Pollution: Evidence from Changes in Wind Direction." American Economic Review, 109 (12): 4178-4219.

Duncan Sheppard Gilchristand Emily Glassberg Sands. Something to Talk About: Social Spillovers in Movie Consumption. Journal of Political Economy 2016 124:5, 1339-1382.

1. 精确断点（RD设计、参数估计方法、稳健非参估计）

2. RD的相关检验（安慰剂检验、操纵检验）

3. RD的随机试验推断

4. 模糊断点（设计思路、SRD的局部IV估计）

5. Stata实例与操作

阅读材料：

Brollo, Fernanda, Tommaso Nannicini, Roberto Perotti, and Guido Tabellini.2013. "The Political Resource Curse." American Economic Review, 103 (5): 1759-96.

Bleemer, Zachary, and Aashish Mehta. 2022. "Will Studying Economics Make You Rich? A Regression Discontinuity Analysis of the Returns to College Major." American Economic Journal: Applied Economics, 14 (2): 1-22.

Carozzi, Felipe, Davide Cipullo, and Luca Repetto.2022. "Political Fragmentation and Government Stability: Evidence from Local Governments in Spain." American Economic Journal: Applied Economics, 14 (2): 23-50.

王群勇，经济学教授、博士生导师，南开大学数量经济研究所所长，中国数量经济学会常务理事，中国统计学会常务理事。主持国家自然科学基金、国家社科基金、天津市科技支撑计划项目、教育部人文社科项目、中国人民银行、国家统计局等多项国家级和省部级课题。曾获得首届国家统计科技进步三等奖、天津市科技进步二等奖等多项荣誉。在《China Economic Review》、《Stata Journal》、《Journal of Family and Economics Issues》、《数量经济技术经济研究》、《统计研究》、《金融研究》等SSCI和CSSCI期刊发表多篇论文，并担任期刊匿名审稿人。王群勇教授编写的xthreg（固定效应面板门限模型）、cointreg（协整回归）、sax12（X12-ARIMA季节调整）、sax13（X-13ARIMA-SEATS季节调整）、stregress（平滑转换模型）、xtstregress（面板平滑转换模型）、midasreg（混频回归）等Stata程序被大量下载和使用。其学术志线上课程《时间序列分析》、《微观计量经济学》、《计量经济学入门30讲》得到广泛好评。