893期 5月14日 :Forward-selected Panel Data Approach for Program Evaluation(Zhentao Shi, Chinese University of Hong Kong,助理教授)
上海财经大学经济学院
科学研究
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893期 5月14日 :Forward-selected Panel Data Approach for Program Evaluation(Zhentao Shi, Chinese University of Hong Kong,助理教授)

【主讲】Zhentao Shi (Chinese University of Hong Kong,助理教授)

【主题】Forward-selected Panel Data Approach for Program Evaluation

【时间】2018年5月14日 (周一) 15:30-17:00

【地点】上海财经大学经济学院楼401室

【语言】英文

【摘要】Policy evaluation is a central question in empirical economic studies, but economists mostly work with observational data in view of the limited opportunities to carry out controlled experiments. The lack of genuine control groups motivates the panel data approach (Hsiao, Ching and Wan, 2012) to exploit the correlation between cross-sectional units in a panel data to construct the counterfactual. The choice of cross-sectional units, a key step in implementing their method, is not addressed in the case of many potential controls. We propose to use the forward selection for control-unit selection. We show that such a choice is asymptotically valid even if the number of potential controls grows, in the limit, faster than the time dimension. Both in theory and in practice, we open the possibility for applying the panel data approach to big data environment.

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