数量经济学研讨会

报告题目：Quantile Treatment Effects in Difference in Difference Models with Panel Data 报告人： Prof. Tong Li 报告时间：2016年09月14日下午12:30-13:30

报告地点：明德主楼729

内容简介：This paper considers identification and estimation of the Quantile Treatment Effect on the Treated (QTET) under a straightforward distributional extension of the most commonly invoked Mean Difference in Differences assumption used for identifying the Average Treatment Effect on the Treated (ATT). Identification of the QTET is more complicated than the ATT though because it depends on the unknown dependence between the change in untreated potential outcomes and the initial level of untreated potential outcomes for the treated group. To address this issue, we introduce a new Copula Stability Assumption that says that the missing dependence is constant over time. Under this assumption and when panel data is available, the missing dependence can be recovered, and the QTET is identified. Second, we provide identification results for the case when the identifying assumptions hold conditional on covariates. Under slightly stronger versions of the conditional assumptions, we provide very simple estimators based on propensity score re-weighting. We compare the performance of our method to existing methods for estimating QTETs using Lalonde (1986)`s job training dataset. Using this dataset, we find the performance of our method compares favorably to the performance of existing methods.

报告人简介：Tong Li is Gertrude Conaway Vanderbilt Professor of Economics at Vanderbilt University. His research interests include microeconometrics with a focus on identification and inference of econometric models with latent variables, and game-theoretic models, dynamic/nonlinear panel data analysis, and empirical microeconomics with a focus on empirical analysis of strategic behavior of agents with asymmetric information. His work has been published in top journals including Econometrica, Review of Economic Studies, American Economic Journal: Microeconomics, International Economic Review, Review of Economics and Statistics, Journal of Econometrics, RAND Journal of Economics, and Games and Economic Behavior. He has served as an associate editor of the Journal of Econometrics, the Journal of Applied Econometrics, the Journal of Econometric Methods, and the Journal of Economic Behavior and Organization.

数量经济教研室 运筹学与数量经济研究所 中国人民大学经济学院 2016年09月