政策效果評估的雙重差分方法
發(fā)布時間:2018-10-31 13:37
【摘要】:雙重差分方法(DID)及其拓展是目前國內(nèi)進(jìn)行政策效果評估應(yīng)用最廣泛的研究工具,但規(guī)范運(yùn)用DID方法必須解決內(nèi)生性、選擇性偏誤、分組樣本異質(zhì)性、動態(tài)異質(zhì)性、自然實驗的外生性等一系列問題,否則將導(dǎo)致回歸結(jié)果的偏誤。文章根據(jù)實驗理論并結(jié)合國內(nèi)外典型范文,通過實驗前測、平行趨勢檢驗、三重差分、IV、falsification test、連續(xù)型DID等多種方法和檢驗進(jìn)行全面的穩(wěn)健性分析,彌補(bǔ)DID方法運(yùn)用中的缺陷。
[Abstract]:The dual difference method (DID) and its extension are the most widely used research tools for policy effectiveness assessment in China, but the standard application of DID method must solve endogenous, selective bias, heterogeneity of grouping samples and dynamic heterogeneity. A series of problems, such as externality of natural experiments, will lead to errors of regression results. Based on the experimental theory and typical domestic and foreign models, this paper makes a comprehensive robust analysis through many methods and tests, such as experimental pre-test, parallel trend test, triple difference, IV,falsification test, continuous DID and so on. To make up for the defects in the application of DID method.
【作者單位】: 湖南工業(yè)大學(xué)經(jīng)濟(jì)與貿(mào)易學(xué)院;湘潭大學(xué)商學(xué)院;
【基金】:國家自然科學(xué)基金資助項目(71273221) 湖南省社會科學(xué)基金資助項目(15YBA135) 湖南省教育廳科學(xué)研究項目(15C0443)
【分類號】:D0351
,
本文編號:2302388
[Abstract]:The dual difference method (DID) and its extension are the most widely used research tools for policy effectiveness assessment in China, but the standard application of DID method must solve endogenous, selective bias, heterogeneity of grouping samples and dynamic heterogeneity. A series of problems, such as externality of natural experiments, will lead to errors of regression results. Based on the experimental theory and typical domestic and foreign models, this paper makes a comprehensive robust analysis through many methods and tests, such as experimental pre-test, parallel trend test, triple difference, IV,falsification test, continuous DID and so on. To make up for the defects in the application of DID method.
【作者單位】: 湖南工業(yè)大學(xué)經(jīng)濟(jì)與貿(mào)易學(xué)院;湘潭大學(xué)商學(xué)院;
【基金】:國家自然科學(xué)基金資助項目(71273221) 湖南省社會科學(xué)基金資助項目(15YBA135) 湖南省教育廳科學(xué)研究項目(15C0443)
【分類號】:D0351
,
本文編號:2302388
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