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arXiv 1607.00699stat.MEecon.EM
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应用计量经济学的现状--因果关系和政策评估

The State of Applied Econometrics - Causality and Policy Evaluation

Susan Athey, Guido Imbens

摘要:

在本文中,我们讨论了计量经济学的最新发展,我们认为这对研究政策评估问题的实证研究人员很重要。我们专注于三个主要领域,在每种情况下,我们强调应用工作的建议。首先,我们讨论了新的研究识别策略的程序评估,特别是集中在综合控制方法,回归不连续性,外部有效性,回归方法的因果解释。其次,我们讨论了各种形式的补充分析,使识别策略更可信。这些包括安慰剂分析以及敏感性和稳健性分析。第三,我们讨论了因果效应的机器学习方法的最新进展。这些进展包括在高维环境中调整治疗和对照单位之间差异的方法,以及识别和估计异质性处理效应的方法。

英文摘要:

In this paper we discuss recent developments in econometrics that we view as important for empirical researchers working on policy evaluation questions. We focus on three main areas, where in each case we highlight recommendations for applied work. First, we discuss new research on identification strategies in program evaluation, with particular focus on synthetic control methods, regression discontinuity, external validity, and the causal interpretation of regression methods. Second, we discuss various forms of supplementary analyses to make the identification strategies more credible. These include placebo analyses as well as sensitivity and robustness analyses. Third, we discuss recent advances in machine learning methods for causal effects. These advances include methods to adjust for differences between treated and control units in high-dimensional settings, and methods for identifying and estimating heterogeneous treatment effects.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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