數量經濟學研討會      

報告題目：Panel Parametric, Semi-parametric and Nonparametric Construction of Counterfactuals - California Tobacco Control Revisited

報告人： 周前坤（路易斯安那州立大學助理教授）          報告時間：2018年06月27日下午12:30-13:30          報告地點：明德主樓734          
         內容簡介：We consider panel parametric, semiparametric and nonparametric methods of constructing counterfactuals. Through extensive simulations, no method is able to dominate other methods. In general, we find that if the observed data are stationary, the panel semiparametric method appears capable of generating counterfactuals close to the (true) data generating process in a wide array of situations. If the data are nonstationary, then the panel nonparametric method appears to dominate the parametric or semiparametric approaches. We also suggest a model averaging method as a robust method to generate counterfactuals. We compare the different estimates of the impact of California Tobacco Control Program on per capita cigarette consumption.          
     

報告人簡介：Qiankun Zhou is an assistant professor from the Department of Economics at Louisiana State University. He obtained his PhD in Economics from University of South California at 2015. His research interests include panel data models, nonparametric econometrics, and financial econometrics. His papers have been published in many top journals such as Journal of Econometrics, Econometric Theory, and Econometric Reviews.

數量經濟教研室          微觀數據與實證方法研究中心          中國人民大學經濟學院          2018年06月