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[数量经济学研讨会​]Panel Parametric, Semi-parametric and Nonparametric Construction of Counterfactuals - California Tobacco Control Revisited
发布日期:2018-06-25
数量经济学研讨会


报告题目:Panel Parametric, Semi-parametric and Nonparametric Construction of Counterfactuals - California Tobacco Control Revisited

报告人: 周前坤(路易斯安那州立大学助理教授)
报告时间:2018年06月27日下午12:30-13:30
报告地点:明德主楼734

内容简介:We consider panel parametric, semiparametric and nonparametric methods of constructing counterfactuals. Through extensive simulations, no method is able to dominate other methods. In general, we find that if the observed data are stationary, the panel semiparametric method appears capable of generating counterfactuals close to the (true) data generating process in a wide array of situations. If the data are nonstationary, then the panel nonparametric method appears to dominate the parametric or semiparametric approaches. We also suggest a model averaging method as a robust method to generate counterfactuals. We compare the different estimates of the impact of California Tobacco Control Program on per capita cigarette consumption.

报告人简介:Qiankun Zhou is an assistant professor from the Department of Economics at Louisiana State University. He obtained his PhD in Economics from University of South California at 2015. His research interests include panel data models, nonparametric econometrics, and financial econometrics. His papers have been published in many top journals such as Journal of Econometrics, Econometric Theory, and Econometric Reviews.


数量经济教研室
微观数据与实证方法研究中心
中国人民大学经济学院
2018年06月


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