推荐一篇关于这个问题的课程讲义。
如果我们对照这篇讲义所涉及的几个关键标准,那么我们曾经或者现在正在“生产”的一些实证论文就是次品,甚至是废品。
作者是捷克经济学家Štˇepán Jurajda,曾经在Journal of Econometrics, Labour Economics, Journal of Comparative Economics等期刊发表过论文。
Abstract
These lecture notes cover several examples of identification strategies
used in various fields of economics. They are meant to provide some guidance
for those students looking for an empirical topic for their dissertations.
Contents
1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
2 Search for Variation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
2.1 Control for X . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
2.2 Group-Level Variation and Identification . . . . . . . . . . . . . . 5
2.3 Identification of National Policy Effects . . . . . . . . . . . . . . . 9
2.4 Exogenous Variation (IV) . . . . . . . . . . . . . . . . . . . . . . 10
2.5 Identification ThroughHeteroscedasticity . . . . . . . . . . . . . . 11
3 ‘Natural’ Experiments . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
3.1 Experimental Setup and Solution . . . . . . . . . . . . . . . . . . 12
3.2 Difference in Differences . . . . . . . . . . . . . . . . . . . . . . . 13
3.2.1 Fixed Effects . . . . . . . . . . . . . . . . . . . . . . . . . 15
3.2.2 IVDD . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
3.3 RegressionDiscontinuity . . . . . . . . . . . . . . . . . . . . . . . 16
3.4 When Can ThingsGoWrong? . . . . . . . . . . . . . . . . . . . . 17
3.4.1 Internal Validity . . . . . . . . . . . . . . . . . . . . . . . 18
3.4.2 External validity . . . . . . . . . . . . . . . . . . . . . . . 19
3.4.3 Possible Improvements . . . . . . . . . . . . . . . . . . . . 20
3.5 TestingNon-ExperimentalMethods . . . . . . . . . . . . . . . . . 20
4 DefiningGoals for PolicyAnalysis . . . . . . . . . . . . . . . . . . . . . 21
5 Other SelectedMethods . . . . . . . . . . . . . . . . . . . . . . . . . . 23
5.1 Oaxaca-BlinderDecompositions . . . . . . . . . . . . . . . . . . . 23
5.2 Meta Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
5.3 Expectations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
6 References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25