第1 章 緒論 ···················································································································· 1 1.1 什么是微觀數(shù)據(jù) ········································································································ 1 1.2 計(jì)量經(jīng)濟(jì)學(xué)的經(jīng)典分析框架 ························································································· 2 1.3 廣義最小二乘法 ········································································································ 3 1.4 最大似然估計(jì) ··········································································································· 4 1.5 廣義矩估計(jì) ·············································································································· 5 第2 章 離散被解釋變量模型 ··························································································· 8 2.1 二元選擇模型 ··········································································································· 8 2.2 隨機(jī)效用模型 ·········································································································· 13 2.3 多元選擇模型 ·········································································································· 14 2.4 排序選擇模型 ·········································································································· 16 2.5 泊松回歸 ················································································································ 19 2.6 應(yīng)用指南 ················································································································ 21 第3 章 分位數(shù)回歸模型 ································································································· 29 3.1 分位數(shù)的含義 ·········································································································· 29 3.2 中位數(shù)回歸 ············································································································· 29 3.3 分位數(shù)回歸 ············································································································· 31 3.4 統(tǒng)計(jì)推斷 ················································································································ 34 3.5 應(yīng)用指南 ················································································································ 35 第4 章 工具變量法 ········································································································ 38 4.1 內(nèi)生性問(wèn)題 ············································································································· 38 4.2 工具變量估計(jì)思想的提出 ··························································································· 40 4.3 工具變量估計(jì) ·········································································································· 40 4.4 如何尋找工具變量 ···································································································· 44 4.5 應(yīng)用指南 ················································································································ 45 第5 章 受限被解釋變量模型 ·························································································· 52 5.1 斷尾回歸 ················································································································ 52 5.2 樣本選擇模型 ·········································································································· 54 5.3 截取回歸 ················································································································ 56 5.4 應(yīng)用指南 ················································································································ 60 第6 章 面板數(shù)據(jù)模型Ⅰ ································································································· 63 6.1 面板數(shù)據(jù)的特征 ······································································································· 63 6.2 靜態(tài)面板數(shù)據(jù)模型的估計(jì) ··························································································· 64 6.3 固定效應(yīng)和隨機(jī)效應(yīng)的選擇 ························································································ 67 6.4 其他問(wèn)題 ················································································································ 69 6.5 動(dòng)態(tài)面板數(shù)據(jù)模型 ···································································································· 71 6.6 應(yīng)用指南 ················································································································ 75 第7 章 面板數(shù)據(jù)模型Ⅱ ································································································· 83 7.1 面板二元選擇模型 ···································································································· 83 7.2 面板泊松模型 ·········································································································· 87 7.3 面板Tobit 模型 ········································································································ 89 7.4 面板分位數(shù)模型 ······································································································· 90 7.5 應(yīng)用指南 ················································································································ 92 第8 章 處理效應(yīng) ············································································································ 98 8.1 處理效應(yīng)的定義 ······································································································· 98 8.2 識(shí)別假設(shè) ················································································································ 99 8.3 選擇偏誤 ·············································································································· 100 8.4 其他問(wèn)題 ·············································································································· 103 第9 章 匹配方法 ·········································································································· 106 9.1 識(shí)別假設(shè) ·············································································································· 106 9.2 匹配估計(jì) ·············································································································· 108 9.3 不同的匹配方法 ····································································································· 111 9.4 多處理組的匹配估計(jì) ······························································································· 112 9.5 其他問(wèn)題 ·············································································································· 113 9.6 應(yīng)用指南 ·············································································································· 114 第10 章 局部平均處理效應(yīng) ·························································································· 119 10.1 不可觀測(cè)因素的影響 ····························································································· 119 10.2 工具變量估計(jì) ······································································································ 120 10.3 局部平均處理效應(yīng)估計(jì) ·························································································· 122 10.4 存在協(xié)變量時(shí)局部平均處理效應(yīng)的估計(jì) ····································································· 125 10.5 應(yīng)用指南 ············································································································ 130 第 11 章 雙重差分模型 ································································································· 134 11.1 標(biāo)準(zhǔn)雙重差分模型 ································································································ 134 11.2 交疊雙重差分模型 ································································································ 136 11.3 傾向得分匹配-雙重差分估計(jì) ··················································································· 138 11.4 其他類(lèi)型DID 模型 ································································································ 139 11.5 應(yīng)用指南 ············································································································ 140 第12 章 事件分析法 ····································································································· 144 12.1 基本模型 ············································································································ 144 12.2 識(shí)別要求 ············································································································ 146 12.3 其他問(wèn)題 ············································································································ 148 12.4 應(yīng)用指南 ············································································································ 149 第13 章 合成控制法 ····································································································· 153 13.1 合成控制法的估計(jì)原理 ·························································································· 153 13.2 多個(gè)處理個(gè)體的情況 ····························································································· 159 13.3 合成控制法的不足 ································································································ 160 13.4 應(yīng)用指南 ············································································································ 161 第14 章 斷點(diǎn)回歸設(shè)計(jì) ································································································· 165 14.1 基本思想 ············································································································ 165 14.2 清晰斷點(diǎn) ············································································································ 166 14.3 模糊斷點(diǎn) ············································································································ 171 14.4 其他問(wèn)題 ············································································································ 174 14.5 斷點(diǎn)回歸的可靠性檢驗(yàn) ·························································································· 177 14.6 應(yīng)用指南 ············································································································ 177 參考文獻(xiàn) ························································································································ 183 附錄 ······························································································································· 186