DiD和Event study方法专题：理论方法、软件实操和论文复刻 - 计量实证分析 - 现场班 - Peixun.net

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课程介绍: 点击了解

一、理论方法讲解

1. Conventional practice 传统DiD估计方法

1.1 Basic ideas and Model setup (2 time periods*2 groups): DiD估计方法的基本思想和模型设定（2期*2组的简单情形）

1.2 Extensions DiD扩展情形: (1) Multiple time periods or multiple groups (for instance, the staggered DiD estimation); 多时期、多个组别情况下的DiD，例如，处理状态在多期陆续发生、处理组不断增加的渐进DiD; (2) Repeated Cross-Sections DiD; 方法在重复截面数据中的应用; (3) Two-Dimensional Cross-Sections (for instance, Cohort DiD); DiD方法在横截面数据中的应用（例如，队列DiD）; (4) Fuzzy DiD; 模糊DiD; (5) DDD, DDDD, …; 多重差分

1.3 Estimation and inference DiD模型的估计和统计推断: (1) Basic model specification; 基准模型设定; (2) Two-way fixed effects linear regression specification; 双重固定效应线性回归模型设定; a. Static TWFE model 静态TWFE模型; b. Dynamic TWFE model (Event study) 动态TWFE模型（事件分析）

2. Recent development DiD方法的新发展

2.1 Interpretation of the TWFE estimators (with multiple time periods or multiple groups): 正确理解TWFE估计量

2.2 Problems of the TWFE estimators with heterogeneous treatment effects: TWFE估计量在存在异质性处理效应情况下存在的问题

2.3 Alternative estimators 存在异质性处理效应情况下的新兴估计方法: (1) Estimators based on some “building blocks”; 基于某种形式的“building blocks”的估计量; a. Estimating only the instantaneous treatment effect; 仅估计即时效应; b. Estimators based on group-time ATT; 基于组-时间分组的估计量; c. Estimators based on cohort-specific ATT; 基于队列分组的估计量; (2) Two-stage estimators/imputation estimators; 两阶段估计量

二、软件操作和论文复刻

1. Applications with Conventional DiD 传统DiD的应用: * Chen, Y., Fan, Z., Gu, X., Zhou, L., “Arrival of Young Talent: The Send-down Movement and Rural Education in China.”; Education in China.” American Economic Review; * Li, P., Lu, Y., Wang, J., “Does Flattening Government Improve Economic Performance? Evidence from China.”,; China.”, Journal of Development Economics; Duflo, E., 2001, “Schooling and Labor Market Consequences of School Construction in Indonesia: Evidence from an Unusual Policy Experiment”,; Evidence from an Unusual Policy Experiment”, American Economic Review

2. Applications with Updated Practices DiD新的理论方法的应用: * Baker, A. C., Larcker, D. F., Wang, C. C. Y., 2022. “How Much Should We Trust Staggered; Difference-in-Differences Estimates.” Journal of Finance; Cengiz, D., Dube, A., Lindner, A., Zipperer, B., 2019. “The Effect of Minimum Wages on Low-Wage Jobs.”; Quarterly Journal of Economics; Biasi, B., Sarsons, H., 2022, “Flexible Wages, Bargaining, and the Gender Gap.”; Quarterly Journal of Economics; Vannutelli, S., 2020. “From Lapdogs to Watchdogs: Random Auditor Assignment and Municipal Fiscal Performance.” Working Paper.; Performance.” Working Paper.

DiD和Event study方法专题：理论方法、软件实操和论文复刻