[3] Beck,T., Levine, R. & Levkov, A. (2010). Big Bad Banks? The Winners and Losers from Bank Deregulation in the United States. The Journal of Finance,65(5), pp.1637-1667
Chaisemartin,Clément de, and XavierD’Haultfoeuille.“Two-Way Fixed Effects Estimators with HeterogeneousTreatment Effects.” American Economic Review 110, no. 9(September 2020):2964–96.
四、空间DID(3h)
4.1 忽略空间因素的DID结果可靠吗?
4.2 空间DID模型构建
4.3 政策评估的空间效应分解
4.4 存在溢出处理效应时的稳健DID估计
4.5 例文精读3篇
[1] 排污权交易、二氧化硫排放与经济高质量增长——基于空间双重差分模型
[2] Chagas,André L.S, Azzoni C R , Almeida A N . Aspatialdifference-in-differences analysis of the impact of sugarcane production onrespiratory diseases. Regional Science and Urban Economics, 2016.
[3] ClarkeD. Estimating difference-in-differences in the presence of spillovers[J]. 2017.
3月23-24日:交叠DID
第1讲 交叠DID最新应用的系统梳理
1.1 交叠DID应用在顶刊的统计分析
1.2 中文期刊交叠DID的两种主流趋势
1.3 异质性处理效应的TWFE估计偏误的来源
1.3.1 禁止性比较组
1.3.2 负权重问题
1.3.3 协变量问题
1.3.4 非平行趋势
1.4 交叠DID研究最新进展
1.4.1 交叠DID识别
1.4.2 交叠DID图示法
1.5 交叠DID研究的实用建议
1.5.1 如何在多期与处理时间变化时,选择合适的DID估计量?
1.5.2 如何处理非平行趋势的情况?
1.5.3 交叠DID各种估计方法应用建议
1.6 重要文献解读:
[1] De Chaisemartin C, D'Haultfoeuille X. Two-wayfixed effects and differences-in-differences with heterogeneous treatment effects: A survey[R]. National Bureau of Economic Research, 2022.
[1] Goodman-Bacon, Andrew, Difference-in-differences with variation in treatment timing, Journal of Econometrics, 2021.
[2] Roth J, Sant’Anna P H C, Bilinski A, et al.What’s trending in difference-in-differences? A synthesis of the recent econometrics literature, Journal of Econometrics, 2023.
[1] De Chaisemartin C, d'Haultfoeuille X. Two-way fixed effects estimators with heterogeneous treatment effects[J]. American Economic Review, 2020.
[2] Sun L, Abraham S. Estimating dynamic treatment effects in event studies with heterogeneous treatment effects[J]. Journal of Econometrics, 2021.
[3] Callaway B, Sant’Anna P H C. Difference-in-differences with multiple time periods[J]. Journal of Econometrics, 2021.
第4讲 基于TWFE改进的新估计量
4.1 异质性稳健TWFE的交叠DID新命令
4.2 重要文献解读:
[1] Wooldridge J M. Two-way fixed effects, the two-way Mundlak regression, and difference-in-differences estimators[J].Available at SSRN 3906345, 2021.
第5讲 基于插补方法的估计量
5.1 Imputation估计量
5.2 两阶段DID估计量
5.3 重要文献解读:
[1] Borusyak K, Jaravel X, Spiess J. Revisiting event study designs: Robust and efficient estimation[J]. Review of Economic Studies, 2024, Forthcoming.
[2] Braghieri L, Levy R, Makarin A. Social media and mental health[J]. American Economic Review, 2022.
第6讲 堆叠与局部投影估计量
6.1 堆叠估计量
6.2 局部投影估计量
6.3 重要文献解读:
[1] Cengiz D, Dube A, Lindner A, et al. The effect of minimum wages on low-wage jobs. The Quarterly Journal of Economics, 2019.
[2] Dube, A., D. Girardi, Ò. Jordà and A. M.Taylor. A Local Projections Approach to Difference-in-Differences Event Studies. NBER Working Paper 31184, 2023.
第7讲 DID与合成控制的结合:合成DID
7.1 合成DID的原理与应用领域
7.2 合成DID的命令实现
7.3 重要文献解读:
[1] Arkhangelsky D, Athey S, Hirshberg D A, et al.Synthetic difference-in-differences[J]. American Economic Review, 2021.