司继春, 上海对外经贸大学统计与信息学院讲师,主要研究领域为微观计量经济学、产业组织理论。在 Journal of Business and Economic Statistics、《财经研究》等学术刊物上发表多篇论文。其实,大家更熟悉的是知乎上大名鼎鼎的 慧航,拥有近 30 万个关注者,获得过 42w+ 次赞同,他就是司继春老师 —— 知乎-慧航。
Levitt, S. D. (2004). Understanding why xxx fell in the 1990s: Four factors that explain the decline and six that do not. Journal of Economic Perspectives, 18(1), 163-190. -PDF-
Angrist, J. D., & Pischke, J. S. (2008). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton university press.
Morgan, S. L., & Winship, C. (2007). Counterfactuals and Causal Inference: Methods and Principles for Social Research. New York, NY. Cambridge University Press.
第 2 讲 Rubin 因果模型及扩展 (3 小时)
回归模型与因果解释
尤尔-辛普森悖论
Rubin因果模型 (Rubin Causal Model, RCM)
决策理论因果模型 (decision-theoretic causality)
因果图 (Causal Diagram: DAGs)
扩展阅读:
Pearl, J. (2009). Causality: Models, Reasoning, and Inference (2nd). New York: Cambridge University Press.
Pearl, J., & Mackenzie, D. (2018). The Book of Why: the New Science of Cause and Effect. CITIC press.
Morgan, S. L., & Winship, C. (2007). Counterfactuals and Causal Inference: Methods and Principles for Social Research. New York, NY. Cambridge University Press.
Imbens, G. W., & Rubin, D. B. (2015). Causal Inference in Statistics, Social, and Biomedical sciences. Cambridge University Press.
第 3 讲 内生性问题与工具变量法 (IV) (3 小时)
内生性问题与解决路径
工具变量选择的方法及分类
工具变量的检验
工具变量回归模型 (2SLS+GMM)
案例与Stata操作
扩展阅读:
Qian, N. (2008). Missing women and the price of tea in China. The Quarterly Journal of Economics, 123(3), 1251-1285. -PDF-
Waldman, M., Nicholson, S., & Adilov, N. (2006). Does Television Cause Autism? (No. w12632). National Bureau of Economic Research. Working Paper. -PDF-
Hoxby, C. M. (2000). Does competition among public schools benefit students and taxpayers?. American Economic Review, 90(5), 1209-1238. -PDF-
第 4 讲 断点回归 (RDD) (3 小时)
断点回归原理
精确断点回归
模糊断点回归
断点回归作用及适用条件- 案例与Stata操作
扩展阅读:
Almond, D., Chen, Y., Greenstone, M., & Li, H. (2009). Winter heating or clean air? Unintended impacts of China's Huai river policy. American Economic Review, 99(2), 184-90. -PDF-
Gentzkow M, Shapiro J M, Sinkinson M. The effect of newspaper entry and exit on electoral xxxx. American Economic Review, 2011, 101(7): 2980-3018. -PDF-, -PPT-, -Data Link-, -Cited-
第 6 讲 双重差分模型及其拓展 (3 小时)
双重差分模型的基本设定
共同趋势假设的检验
处理效应的时间异质性
应用及 Stata 实现:Wolfers (2006,QJE) 相关论文
Stevenson, B., J. Wolfers, 2006, Bargaining in the shadow of the law, The Quarterly Journal of Economics, 121 (1): 267-288. -PDF-, -Link-
断点双重差分、模糊双重差分
回归控制法 (HCW 方法,Hsiao et al., 2012, JAE)
Hsiao, C., H. S. Ching, S. K. Wan, 2012, A panel data approach for program evaluation, JOURNAL OF APPLIED ECONOMETRICS, 27 (5): 705-740. -PDF-, -Link-
Imbens, G. W., D. B. Rubin. Causal inference for statistics, social, and biomedical sciences: An introduction[M]. Cambridge University Press, 2015. -Link-