2021年诺奖获得者Guido W. Imbens教授的工作论文

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[size=1.5]Where the Blame Lies: Unpacking Groups Shifts Judgments of Blame in Intergroup Conflict
[size=1.125]Nir Halevy, Ifat Maoz, Preeti Vani Srinivasan, Em Reit
[size=1.125]October282021
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[size=1.125]Whom do individuals blame for intergroup conflict? Do people attribute responsibility for intergroup conflict to the in-group or the out-group? Theoretically integrating the literatures on intergroup relations, moral psychology…

[size=1.5]The Evolution of Empirical Methods in Accounting Research and the Growth of Quasi-Experiments
[size=1.125]Christopher Armstrong, John D. Kepler, Delphine Samuels, Daniel Taylor
[size=1.125]October22021
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[size=1.125]This paper reviews the empirical methods used in the accounting literature to draw causal inferences. Similar to other social science disciplines, recent years have seen a burgeoning growth in the use of methods that seek to…

[size=1.5]Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment
[size=1.125]Arvind Krishnamurthy, Wenhao Li
[size=1.125]October2021
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[size=1.125]We develop a model of financial crises with both a financial amplification mechanism, via frictional intermediation, and a role for sentiment, via time-varying beliefs about an illiquidity state. We confront the model with data on…

[size=1.5]Learning New Auction Format by Bidders in Internet Display Ad Auctions
[size=1.125]Shumpei Goke, Gabriel Weintraub, Ralph Mastromonaco, Sam Seljan
[size=1.125]October2021
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[size=1.125]We study actual bidding behavior when a new auction format gets introduced into the marketplace. More specifically, we investigate this question using a novel data set on internet display ad auctions that exploits a staggered…

[size=1.5]Machine Learning, Behavioral Targeting and Regression Discontinuity Designs
[size=1.125]Sridhar Narayanan, Kirthi Kalyanam
[size=1.125]October2021
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[size=1.125]The availability of behavioral data on customers and advances in machine learning methods have enabled scoring and targeting of customers in a variety of domains, including pricing, advertising, recommendation and personal selling…

[size=1.5]Optimal Corporate Taxation Under Financial Frictions
[size=1.125]Eduardo Davila, Benjamin Hébert
[size=1.125]October2021
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[size=1.125]This paper studies the optimal design of corporate taxes when firms have private information about future investment opportunities and face financial constraints. A government whose goal is to efficiently raise a given amount of…

[size=1.5]Reshaping Global Trade: the Immediate and Long-Run Effects of Bank Failures
[size=1.125]Chenzi Xu
[size=1.125]October2021
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[size=1.125]I study the first modern global banking crisis that began in London in 1866 and provide causal evidence that financial sector disruptions can reshape international trade patterns for decades. Using newly collected archival loan…

[size=1.5]Are Intermediary Constraints Priced?
[size=1.125]Wenxin Du, Benjamin Hébert, Amy Wang
[size=1.125]September222021
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[size=1.125]Violations of no-arbitrage conditions measure the shadow cost of intermediary constraints. Intermediary asset pricing and intertemporal hedging together imply that the risk of these constraints tightening is priced. We describe a…

[size=1.5]Semiparametric Estimation of Treatment Effects in Randomized Experiments
[size=1.125]Susan Athey, Peter J. Bickel, Aiyou Chen, Guido W. Imbens, Michael Pollmann
[size=1.125]September62021
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[size=1.125]We develop new semiparametric methods for estimating treatment effects. We focus on a setting where the outcome distributions may be thick tailed, where treatment effects are small, where sample sizes are large and where…

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关键词：Imbens 诺奖获得者 Guido 工作论文 guid

Matching Methods in Practice: Three Examples
MARCH 2014 - WORKING PAPER19959
AUTHOR(S) - Guido Imbens
There is a large theoretical literature on methods for estimating causal effects under unconfoundedness, exogeneity, or selection--on--observables type assumptions using matching or propensity score methods. Much of this literature is highly technical and has not made inroads into empirical practice...
Why ask Why? Forward Causal Inference and Reverse Causal Questions
NOVEMBER 2013 - WORKING PAPER19614
AUTHOR(S) - Andrew Gelman & Guido Imbens
The statistical and econometrics literature on causality is more focused on "effects of causes" than on "causes of effects." That is, in the standard approach it is natural to study the effect of a treatment, but it is not in general possible to define the causes of any particular outcome. This has...
Robust Standard Errors in Small Samples: Some Practical Advice
OCTOBER 2012 - WORKING PAPER18478
AUTHOR(S) - Guido W. Imbens & Michal Kolesar
In this paper we discuss the properties of confidence intervals for regression parameters based on robust standard errors. We discuss the motivation for a modification suggested by Bell and McCaffrey (2002) to improve the finite sample properties of the confidence intervals based on the conventional...
Identification and Inference with Many Invalid Instruments
OCTOBER 2011 - WORKING PAPER17519
AUTHOR(S) - Michal Kolesár, Raj Chetty, John N. Friedman, Edward L. Glaeser & Guido W. Imbens
We analyze linear models with a single endogenous regressor in the presence of many instrumental variables. We weaken a key assumption typically made in this literature by allowing all the instruments to have direct effects on the outcome. We consider restrictions on these direct effects that allow...
Robust Inference for Misspecified Models Conditional on Covariates
SEPTEMBER 2011 - WORKING PAPER17442
AUTHOR(S) - Alberto Abadie, Guido W. Imbens & Fanyin Zheng
Following the work by White (1980ab; 1982) it is common in empirical work in economics to report standard errors that are robust against general misspecification. In a regression setting these standard errors are valid for the parameter that in the population minimizes the squared difference between...
Measuring the Effects of Segregation in the Presence of Social Spillovers: A Nonparametric Approach
OCTOBER 2010 - WORKING PAPER16499
AUTHOR(S) - Bryan S. Graham, Guido W. Imbens & Geert Ridder
In this paper we nonparametrically analyze the effects of reallocating individuals across social groups in the presence of social spillovers. Individuals are either 'high' or 'low' types. Own outcomes may vary with the fraction of high types in one's social group. We characterize the average outcome...
An Empirical Model for Strategic Network Formation
MAY 2010 - WORKING PAPER16039
AUTHOR(S) - Nicholas A. Christakis, James H. Fowler, Guido W. Imbens & Karthik Kalyanaraman
We develop and analyze a tractable empirical model for strategic network formation that can be estimated with data from a single network at a single point in time. We model the network formation as a sequential process where in each period a single randomly selected pair of agents has the...
Clustering, Spatial Correlations and Randomization Inference
FEBRUARY 2010 - WORKING PAPER15760
AUTHOR(S) - Thomas Barrios, Rebecca Diamond, Guido W. Imbens & Michal Kolesar
It is standard practice in empirical work to allow for clustering in the error covariance matrix if the explanatory variables of interest vary at a more aggregate level than the units of observation. Often, however, the structure of the error covariance matrix is more complex, with correlations...
Matching on the Estimated Propensity Score
AUGUST 2009 - WORKING PAPER15301
AUTHOR(S) - Alberto Abadie & Guido W. Imbens
Propensity score matching estimators (Rosenbaum and Rubin, 1983) are widely used in evaluation research to estimate average treatment effects. In this article, we derive the large sample distribution of propensity score matching estimators. Our derivations take into account that the propensity score...
Better LATE Than Nothing: Some Comments on Deaton (2009) and Heckman and Urzua (2009)
APRIL 2009 - WORKING PAPER14896
AUTHOR(S) - Guido W. Imbens
Two recent papers, Deaton (2009), and Heckman and Urzua (2009), argue against what they see as an excessive and inappropriate use of experimental and quasi-experimental methods in empirical work in economics in the last decade. They specifically question the increased use of instrumental variables...
Complementarity and Aggregate Implications of Assortative Matching: A Nonparametric Analysis
APRIL 2009 - WORKING PAPER14860
AUTHOR(S) - Bryan S. Graham, Guido W. Imbens & Geert Ridder
This paper presents methods for evaluating the effects of reallocating an indivisible input across production units, taking into account resource constraints by keeping the marginal distribution of the input fixed. When the production technology is nonseparable, such reallocations, although leaving...
A Martingale Representation for Matching Estimators
FEBRUARY 2009 - WORKING PAPER14756
AUTHOR(S) - Alberto Abadie & Guido Imbens
Matching estimators (Rubin, 1973a, 1977; Rosenbaum, 2002) are widely used in statistical data analysis. However, the large sample distribution of matching estimators has been derived only for particular cases (Abadie and Imbens, 2006). This article establishes a martingale representation for...
Optimal Bandwidth Choice for the Regression Discontinuity Estimator
FEBRUARY 2009 - WORKING PAPER14726
AUTHOR(S) - Guido Imbens & Karthik Kalyanaraman
We investigate the problem of optimal choice of the smoothing parameter (bandwidth) for the regression discontinuity estimator. We focus on estimation by local linear regression, which was shown to be rate optimal (Porter, 2003). Investigation of an expected-squared-error-loss criterion reveals the...
Recent Developments in the Econometrics of Program Evaluation
AUGUST 2008 - WORKING PAPER14251
AUTHOR(S) - Guido M. Imbens & Jeffrey M. Wooldridge
Many empirical questions in economics and other social sciences depend on causal effects of programs or policiy interventions. In the last two decades much research has been done on the econometric and statistical analysis of the effects of such programs or treatments. This recent theoretical...