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家庭消费集体模型的非参数刻画AI 解读

We provide a nonparametric characterization of a general collective model for multi-person household consumption, which includes externalities and public goods. We derive the minimum number of commodities and observations that enable the falsification of this general model for aggregrate household quantity and price data; these requirements are generally less stringent than the conditions derived by Browning and Chiappori (1998) within a parametric setting. Next, we…

存在误分类时平均处理效应的估计AI 解读

This paper considers identification and estimation of the effect of a mismeasured binary regressor in a nonparametric or semiparametric regression, or the conditional average effect of a binary treatment or policy on some outcome where treatment may be misclassified. Failure to account for misclassification is shown to result in attenuation bias in the estimated treatment effect. An identifying assumption that overcomes this bias is the existence of an instrument for the…

存在截面依赖时的简单面板单位根检验AI 解读

Abstract A number of panel unit root tests that allow for cross‐section dependence have been proposed in the literature that use orthogonalization type procedures to asymptotically eliminate the cross‐dependence of the series before standard panel unit root tests are applied to the transformed series. In this paper we propose a simple alternative where the standard augmented Dickey–Fuller (ADF) regressions are augmented with the cross‐section averages of lagged levels and…

面板数据模型中的异质性与截面依赖：理论与应用专题导言AI 解读

Abstract The papers included in this special issue are primarily concerned with the problem of cross section dependence and heterogeneity in the analysis of panel data models and their relevance in applied econometric research. Cross section dependence can arise due to spatial or spill over effects, or could be due to unobserved (or unobservable) common factors. Much of the recent research on non‐stationary panel data have focussed on this problem. It was clear that the…

考虑有效持续时间变化的重复测量治疗效应估计AI 解读

To assess treatment efficacy in clinical trials, certain clinical outcomes are repeatedly measured over time for the same subject. The difference in their means may characterize a treatment effect. Since treatment effectiveness lag and saturation times may exist, erosion of treatment effect often occurs during the observation period. Instead of using models based on ad hoc parametric or purely nonparametric time-varying coefficients, we model the treatment effectiveness…

处理或响应变量不可观测时因果效应的图形可识别性判据AI 解读

We consider the problem of using data in studies with an unobserved treatment/response variable in order to evaluate average causal effects, when cause-effect relationships between variables can be described by a directed acyclic graph and the corresponding recursive factorization of a joint distribution. The paper proposes graphical criteria to test whether average causal effects are identifiable even if a treatment/response variable is unobserved. If the answer is…

缺失响应问题中的经验似然推断及其观察性研究应用AI 解读

Summary The problem of missing response data is ubiquitous in medical and social science studies. In the case of responses that are missing at random (depending on some covariate information), analyses focused only on the complete data may lead to biased results. Various debias methods have been extensively studied in the literature, particularly the weighting method that was motivated by Horvitz and Thompson's estimators. To improve efficiency, Robins, Rotnitzky and Zhao…

含时变协变量纵向数据的边际回归分析：广义矩方法AI 解读

Summary We develop a new approach to using estimating equations to estimate marginal regression models for longitudinal data with time-dependent covariates. Our approach classifies time-dependent covariates into three types—types I, II and III. The type of covariate determines what estimating equations can be used involving the covariate. We use the generalized method of moments to make optimal use of the estimating equations that are made available by the covariates.…

具有导数观测时的非参数估计AI 解读

We consider settings where data are available on a nonparametric function and various partial derivatives. Such circumstances arise in practice, for example in the joint estimation of cost and input functions in economics. We show that when derivative data are available, local averages can be replaced in certain dimensions by nonlocal averages, thus reducing the nonparametric dimension of the problem. We derive optimal rates of convergence and conditions under which…

变系数分位数回归AI 解读

Quantile regression provides a framework for modeling statistical quantities of interest other than the conditional mean. The regression methodology is well developed for linear models, but less so for nonparametric models. We consider conditional quantiles with varying coefficients and propose a methodology for their estimation and assessment using polynomial splines. The proposed estimators are easy to compute via standard quantile regression algorithms and a stepwise knot…

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污染治理成本与美国各州外商直接投资流入：非参数再评估AI 解读

Keller and Levinson (2002) utilize state-level panel data on inflows of foreign direct investment along with an innovative measure of relative pollution abatement costs to assess the impact of environmental stringency on capital flows. Using standard parametric panel data models, the authors find moderate evidence that capital flows are sensitive to abatement costs. Using recently developed nonparametric methods, we assess the robustness of this conclusion. The nonparametric…

高出生率会阻碍经济增长吗？AI 解读

This paper examines the impact of the birth rate on economic growth by using a panel data set of 28 provinces in China over twenty years. Because China's one-child policy applied only to the Han Chinese but not to minorities, this unique affirmative policy allows us to use the proportion of minorities in a province as an instrumental variable to identify the causal effect of the birth rate on economic growth. We find that the birth rate has a negative impact on economic…

抗击疟疾：等待“神奇”疫苗时应预防战争AI 解读

The World Health Organization estimates that 300 million clinical cases of malaria occur annually and observed that during the 80s and part of the 90s its incidence increased. In this paper, we explore the influence of refugees from civil wars on the incidence of malaria in the refugee-receiving countries. Using civil wars as an instrumental variable, we show that for each 1,000 refugees there are between 2,000 and 2,700 cases of malaria in the refugee-receiving country. On…

不完整数据与多种处理下的最小最大遗憾决策AI 解读

This note adds to the recent research project on treatment choice under ambiguity. I generalize the Manski (Journal of Econometrics, in press) analysis of minimax regret treatment choice by considering a more general setting and, more importantly, by solving for the treatment rule given finitely many (as opposed to two) treatments. The most interesting finding is that with three or more undominated treatments, the minimax regret treatment rule may assign the same treatment…

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分位数处理效应的有效半参数估计AI 解读

This paper develops estimators for quantile treatment effects under the identifying restriction that selection to treatment is based on observable characteristics. Identification is achieved without requiring computation of the conditional quantiles of the potential outcomes. Instead, the identification results for the marginal quantiles lead to an estimation procedure for the quantile treatment effect parameters that has two steps: nonparametric estimation of the propensity…

邻里效应的实验分析AI 解读

Families, primarily female-headed minority households with children, living in high-poverty public housing projects in five U.S. cities were offered housing vouchers by lottery in the Moving to Opportunity program. Four to seven years after random assignment, families offered vouchers lived in safer neighborhoods that had lower poverty rates than those of the control group not offered vouchers. We find no significant overall effects of this intervention on adult economic…

动态离散博弈的序贯估计AI 解读

This paper studies the estimation of dynamic discrete games of incomplete information. Two main econometric issues appear in the estimation of these models: the indeterminacy problem associated with the existence of multiple equilibria, and the computational burden in the solution of the game. We propose a class of pseudo maximum likelihood (PML) estimators that deals with these problems and we study the asymptotic and finite sample properties of several estimators in this…

利用有限数据估计并合成国家收入分布AI 解读

A major problem encountered in studies of income inequality at regional and global levels is estimating income distributions from data that are in summary form. In this article we estimate national and regional income distributions within a general framework that relaxes the assumption of constant income within groups. We propose a technique to estimate the parameters of a beta-2 distribution using grouped data. We model regional income distribution using a mixture of…

住房流动随机研究究竟说明了什么？AI 解读

During the past 20 years, social scientists using observational studies have generated a large and inconclusive literature on neighborhood effects. Recent workers have argued that estimates of neighborhood effects based on randomized studies of housing mobility, such as the “Moving to Opportunity” (MTO) demonstration, are more credible. These estimates are based on the implicit assumption of no interference between units; that is, a subject's value on the response depends…

随机缺失下析因设计的非参数分析AI 解读

We propose a nonparametric approach to the analysis of factorial designs where each subject is observed at two time points and both observations are subject to missingness. The procedures are fully nonparametric in that they do not require continuity, and do not impose models to describe the relation of the response distribution in different factor-level combinations. The approach for estimating and testing treatment and time effects is based on a method, which we introduce,…

利用倾向得分进行因果推断的分布方法AI 解读

Drawing inferences about the effects of treatments and actions is a common challenge in economics, epidemiology, and other fields. We adopt Rubin's potential outcomes framework for causal inference and propose two methods serving complementary purposes. One can be used to estimate average causal effects, assuming no confounding given measured covariates. The other can be used to assess how the estimates might change under various departures from no confounding. Both methods…