讲座信息:战略与管理的实证研究方法(5讲)
主讲人:新加坡国立大学? 陆毅
讲座题目:战略与管理的实证研究方法
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主要内容:介绍战略与商学的二手数据处理相关的计量经济学方法,侧重前沿技术的应用,着重讨论内生性、稳健性等议题。
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讲座时间及题目:
第一讲:5月16日上午9:30--12:00,战略与管理的实证研究选题
第二讲:5月17日下午14:30--17:00,实证研究的基本技术与厂罢础罢础应用
第叁讲:5月18日上午9:30--12:00,横截面与面板数据处理
第四讲:5月19日上午9:30--12:00,工具变量技术,横截面工具变量估计
第五讲:5月20日上午9:30--12:00,不连续回归等其他扩展
讲座地点:惭528
嘉宾简历
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1. Introduction
·?? ?* Donlad Davis. 2001. "Ph.D. Thesis Research: Where do I Start?", memo, Columbia University
·?? ??? Daniel S. Hamermesh. 2007. "Viewpoint: Replication in Economics", Canadian Journal of Economics 40, 715-733
·?? ??? Francis Kramarz, Joshua D. Andrist, David M. Blau, Armin Falk, Jean-Marc Robin, and Christopher R. Taber. 2006. "How to Do Empirical Economics", Investigaciones Economicas 30, 179-206
·?? ?* John H. Cochrane. 2005. "Writing Tips for Ph.D. Students", memo, University of Chicago
2. Some Basics
·?? ?* Joshua D. Angrist and Jorn-Steffen Pischke. 2009. Mostly Harmless Econometrics, Chapter 3, 8.1, 8.2.1, 8.2.3
·?? ??? Greg Fischer. 2005. "Clustering", memo, MIT
·?? ??? Austin Nichols and Mark E. Schaffer. 2007. "Clustered standard errors in Stata", memeo
3. Cross-section and Panel Estimation
·?? ??? Robert J. Barro. 1991. “Economic Growth in a Cross Section of Countries”, Quarterly Journal of Economics 106, 407-443
·?? ??? N. Gregory Mankiw, David Romer, and David N. Weil. 1992. “A Contribution to the Empirics of Economic Growth”, Quarterly Journal of Economics 107, 407-437
·?? *? Joshua D. Angrist and Jorn-Steffen Pischke. 2008. Mostly Harmless Econometrics, Chapter 5.1, 5.3, and 8.2 ???
·?? *? A. Colin Cameron and Pravin K. Trivedi. 2009. Microeconometrics Using Stata, Chapter 8; dataset ?
·?? *? Orley Ashenfelter and Alan Krueger. 1994.? “Estimates of the Economic Return to Schooling from a New Sample of Twins”, American Economic Review 84, 1157-1173
·?? ??? William R. Hauk and Roman Wacziarg. 2009. “A Monte Carlo Study of Growth Regressions”, Journal of Economic Growth 14, 103-147
·?? ??? Zvi Griliches and Jerry A. Hausman. 1986. “Errors in Variables in Panel Data”, Journal of Econometrics 31, 93-118
4. Instrumental Variable Estimation
·?? *? Joshua D. Angrist and Jorn-Steffen Pischke. 2008. Mostly Harmless Econometrics, Chapter 4
·?? *? Michael P. Murray. 2006. "Avoiding Invalid Instruments and Coping with Weak Instruments", Journal of Economic Perspectives 20, 111-132
·?? ??? Michael P. Murray. 2006. "The Bad, the Weak, and the Ugly: Avoiding the Pitfalls of Instrumental Variables Estimation", working paper
5. Panel Instrumental Variable Estimation
·?? *? A. Colin Cameron and Pravin K. Trivedi. 2009. Microeconometrics Using Stata, Chapter 9.3, 9.4; dataset ?
·?? *? David Roodman. 2009. "How to do xtabond2: An introduction to difference and system GMM in Stata", Stata Journal 9, 86-136
·?? ??? Stephen R. Bond. 2002. "Dynamic Panel Data Models: A Guide to Micro Data Methods and Practice", Portuguese Economic Journal 1, 141-162; dataset
·?? ??? Daron Acemoglu, Simon Johnson, James A. Robinson, and Pierre Yared. 2008. "Income and Democracy", American Economic Review 98, 808-842; dataset
6. Difference-in-differences Estimation
·?? *? Joshua D. Angrist and Jorn-Steffen Pischke. 2008. Mostly Harmless Econometrics, Chapter 5.2, 8.2.2
·?? *? David Card and Alan B. Krueger. 1994. "Minimum Wages and Employment: A Case Study of the Fast-Food Industry in New Jersey and Pennsylvania", American Economic Review 84, 772-793
·?? *? David H. Autor. 2003. "Outsourcing at Will: The Contribution of Unjust Dismissal Doctrine to the Growth of Employment Outsourcing", Journal of Labor Economics 21, 1-42
·?? *? Marianne Bertrand, Esther Duflo, and Sendhil Mullainathan. 2004. "How Much Should We Trust Differences-in-Differences Estimates", Quarterly Journal of Economics 119, 249-275
·?? ??? Timothy Besley and Anne Case. 2000. "Unnatural Experiments? Estimating the Incidence of Endogenous Policies", Economic Journal 110, 672-694???
·?? ??? Nancy Qian. 2008. "Missing Women and the Price of Tea in China: The Effect of Sex-Specific Income on Sex Imbalance", Quarterly Journal of Economics 123, 1251-1285
·?? ??? Raghuram G. Rajan and Luigi Zingales. 1998. "Financial Dependence and Growth", American Economic Review 88, 559-586
·?? ??? Nathan Nunn and Nancy Qian. 2009. "The Impact of Potatoes on Old World Population and Urbanization", working paper
7. Regression Discontinuity
·?? *? Joshua D. Angrist and Jorn-Steffen Pischke. 2008. Mostly Harmless Econometrics, Chapter 6
·?? *? David S. Lee. 2008. "Randomized Experiments from Non-random Selection in U.S. House Elections", Journal of Econometrics 142, 675-697
·?? *? Joshua D. Angrist and Victor Lavy. 1999. "Using Maimonides' Rule to Estimate The Effect of Class Size on Scholastic Achievement", Quarterly Journal of Economics 114, 533-575
·?? ? ? Guido Imbens and Thomas Lemieux. 2008. "Regression Discontinuity Designs: A Guide to Practice", Journal of Econometrics 142, 615-635
·?? ??? Wilbert van der Klaauw. 2008. "Regression-Discontinuity Analysis: A Survey of Recent Developments in Economics", Labor: Review of Labor Economics and Industrial Relations 22, 219-245
·?? ??? Wilbert van der Klaauw. 2002. "Estimating the Effect of Financial Aid Offers on College Enrollment", International Economic Review 43, 1249-1287
·?? ??? Brian A. Jacob and Lars Lefgren. 2004. "Remedial Education and Student Achievement: A Regression-Discontinuity Analysis", Review of Economics and Statistics 86, 226-244
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