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
 
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。
 
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STATA应用
第三讲：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：M528

嘉宾简历

 

 (* denotes required)

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