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史震濤|第246期雙周學術論壇

[發布日期]:2018-06-26  [浏覽次數]:

一、主題:Forward-selected Panel Data Approach for Program Evaluation

二、主講人:史震濤,香港中文大學經濟系助理教授。本科畢業于浙江大學,北京大學中國經濟研究中心碩士,耶魯大學博士,師從Peter Phillips教授。他的研究領域為計量經濟學理論和應用計量,特别是關于機器學習方法在計量應用中的估計和推斷,曾在Econometrica、Journal of Econometrics、Journal of Applied Econometrics、Econometric Reviews等雜志發表高水平論文,是該領域非常有影響的青年經濟學家,也是RES等多個雜志的評審人。

三、時間:2018年6月29日,中午12:30-1:30

四、地點:bevictor伟德官网主教913會議室

五、主持人:董兵兵,bevictor伟德官网助理教授

Abstract: Policy evaluation is a central question in empirical economic studies, but economists mostly work with observational data in view of the limited opportunities to carry out controlled experiments. The lack of genuine control groups motivates the panel data approach (Hsiao, Ching and Wan, 2012) to exploit the correlation between cross-sectional units in a panel data to construct the counterfactual. The choice of cross-sectional units, a key step in implementing their method, is not addressed in the case of many potential controls. We propose to use the forward selection for control-unit selection. We show that such a choice is asymptotically valid even if the number of potential controls grows, in the limit, faster than the time dimension. Both in theory and in practice, we open the possibility for applying the panel data approach to big data environment.

主講人簡介:史震濤助理教授本科畢業于浙江大學,北京大學中國經濟研究中心碩士,耶魯大學博士,師從Peter Phillips教授,其研究領域為計量經濟學理論和應用計量,特别是關于機器學習方法在計量應用中的估計和推斷,在Econometrica,Journal of Econometrics,Journal of Applied Econometrics,Econometric Reviews等雜志都有發表,是該領域非常有影響的年輕經濟學家,也是RES等多個雜志的評審人。



上一條:Yufeng Han|第247期雙周學術論壇 下一條:安永紅|第245期雙周學術論壇

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