讲座主题:What Can We Do When theQuality of IVs Is Poor?
主讲嘉宾:方颖(厦门大学教授)
讲座时间:2018年9月21日(周五),下午3:30-5:00
讲座地点:学院南路校区学术会堂604
嘉宾简介:方颖,美国匹兹堡大学经济学博士,厦门大学王亚南经济研究院教授、厦门大学研究生院副院长,国家杰出青年科学基金获得者。方颖教授研究领域为计量经济学理论、金融计量与金融工程、环境经济学和应用计量经济学等。他先后在《Journal of Econometrics》、《Journal of Businessand Economic Statistics》、《经济研究》、《世界经济》等国内外权威期刊上发表论文近30篇,并主持多项国家自然科学基金面上项目、重点项目以及国家杰出青年科学基金项目等。
内容摘要:The instrumentalvariables model has been widely adopted to deal with endogeneity issues in theliterature. However, it has been often misused or abused in empirical studies.Following recent development of empirical and theoretical econometricliterature, we focus on discussing how estimation and inference will beaffected when the quality of instruments is poor and how to improve it.Moreover, we will point out several traps when using instruments in empiricalstudies and introduce some recently developed methods when the quality ofinstruments is poor.
本讲座获得2018年中央财经大学专题学术讲座项目资助。