基本无害的计量经济学

• Starry

  2023-10-20
  计量经济学的疆界正在不断扩张。作为这种扩张的结果，其方法和实践也有了长足发展，但即使那些精于数据处理的个中老手，也会对如今如此繁的计量方法感到困惑。幸运的是，并非所有方法都同样有用、同等重要。那些过于新奇的方法本来没必如此复杂，而且还可能是有害的。从积极的方面讲虽然对计量经济学基本工具的解释日趋精奥深微，但应用计量经济学（Applied Econometrics）的核心内容却保持着大体稳定。本书为实证研究者把握计量经济学的精义提供了一个向导，这些计量经济学的精义也就是我们所指的基本无害的计量经济学（MostlyHarmless Econometrics）。在应用计量经济学家的工具箱中，最重要的几件工具可以列举如下：（1）为了将可能掩盖因果关系的变量控制起来，而设计的回归模型（Regression Model）；（2）用于分析真实实验以及自然实验的工具变量法（Instrumental Variables Method）；（3）在重复观察中用以处理不可观察的缺失变量的双重差分方法（Difference-in-Difference Strategies）。对上面这些基本技巧的创造性使用要求读者对统计推断的作用机理有坚实的概念基础和良好的理解。应用计量经济学在这两方面的特点将会在本书中得到体现。
• Yvonne H

  2020-07-18
  The observed difference in health status, however, adds to this causal effect a term called selection bias. This term is the difference in average Y0; between those who were and those who were not hospitalized. Because the sick are more likely than the healthy to seek treatment, those who were hospitalized have worse values of Y0i, making selection bias negative in this example. The selection bias may be so large (in absolute value) that it completely masks a positive treatment effect. The goal of most empirical economic research is to overcome selection bias, and therefore to say something about the causal effect of a variable like Di.
• Esther

  2020-03-08
  Today, we are more likely to find IV used to address measument error problems than to estimate the parameters if an SEM
• Esther

  2020-02-18
  Good econometrics cannot save a shaky research agenda, but the promiscuous use of fancy econometric techniques sometimes brings down a good one.
• Esther

  2020-02-19
  This is the selection-on-observables assumption for regression models discussed over a quarter century ago by Barnow, Cain, and Goldberger (1981). It remains the basis of most empirical work in Economics.
• Esther

  2020-02-19
  (i) the intimate connection between the population regression function and the conditional expectation function(ii) how and why regression coeffcients change as covariates are added or removed from the model(iii) the close link between regression and other "control strategies" such as matching(iv) the sampling distribution of regression estimates
• Esther

  2020-02-12
  Anyone interested in drawing useful inferences from data on people can be said to be an applied econometrician.