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【6月29日】Forward-selected Panel Data Approach for Program Evaluation

发布日期:2018-06-26

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

二、主讲人:史震涛,香港中文大学经济系助理教授。本科毕业于浙江大学,北京大学中国经济研究中心硕士,耶鲁大学博士,师从Peter Phillips教授。他的研究领域为计量经济学理论和应用计量,特别是球探篮球比分,竞彩足球比分机器学习方法在计量应用中的估计和推断,曾在Econometrica、Journal of Econometrics、Journal of Applied Econometrics、Econometric Reviews等杂志发表高水平论文,是该领域非常有影响的青年经济学家,也是RES等多个杂志的评审人。

三、时间:2018年6月29日,中午12:30-1:30

四、地点:球探篮球比分,竞彩足球比分主教913会议室

五、主持人:董兵兵,球探篮球比分,竞彩足球比分金融学院助理教授

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.

主讲人简介:史震涛助理教授本科毕业于浙江大学,北京大学中国经济研究中心硕士,耶鲁大学博士,师从Peter Phillips教授,其研究领域为计量经济学理论和应用计量,特别是球探篮球比分,竞彩足球比分机器学习方法在计量应用中的估计和推断,在Econometrica,Journal of Econometrics,Journal of Applied Econometrics,Econometric Reviews等杂志都有发表,是该领域非常有影响的年轻经济学家,也是RES等多个杂志的评审人。

[编辑]:张萌

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