经济学系学术报告

数量经济学研讨会

[201505]

报告题目：Time to Demystify Endogeneity Bias

报告人：秦朵 教授
报告时间：2015年9月18日下午12:30-13:30
报告地点：明德主楼728
内容简介：This study exposes the flaw in defining endogeneity bias by correlation between an explanatory variable and the error term of a regression model. Through dissecting the links which have led to entanglement of measurement errors, simultaneity bias, omitted variable bias and self-selection bias, the flaw is revealed to stem from a Utopian mismatch of reality with single explanatory variable models. The consequent estimation-centred route to circumvent the correlation is shown to be committing a type III error. Use of single variable based ‘consistent’ estimators without consistency of model with data can result in significant distortion of causal postulates of substantive interest. This strategic error is traced to a loss in translation of those causal postulates to appropriate conditional models as decompositions of joint distributions. Historical lessons from the loss highlight the importance of utilising data information in adequate empirical model designs for causal inference.


报告人简介：秦朵, 伦敦大学亚非学院教授。她的主要研究方向为新兴市场的宏观、计量经济学发展、实证金融学以及国际经济学等， 已经在国内外领先经济学杂志上发表多篇文章。
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 2015年09月

    为了加强与国内外高水平数量经济学学者的交流和合作，更好地促进数量经济学与院内其他学科之间的合作交流，数量经济学教研室将举办数量经济学研讨会。研讨会侧重于理论计量经济学、应用计量经济学及数理经济学的最新研究成果，欢迎各位学者参加或报告。如果您有研究成果想要报告，请与数量经济学教研室章永辉博士（yonghui.zhang@hotmail.com）联系。