因果推論與影響性評估
Causal Inference and Impact Evaluation
| 節 | 週四 |
|---|---|
3 10:10–11:00 | 因果推論與影響性評估 YS405（陽明） 2 節連堂 |
4 11:10–12:00 |
* 根據陽明交大上課時間表所列
Course Guideline: This course brings together theory and practice in making causal inference through observation data. The classes will involve practical application of the theory taught in the lectures using real-world data sets. The first part of the course will focus on basic econometric theories and common problems encountered in modelling. The second part will focus on impact evaluation, i.e., estimating the policy or intervention effect. The course will be of benefit to graduate students who are interested in conducting empirical research and advancing quantitative methods. Course Objective: 1. To equip students with ability to analyze and interpret data, and understand the problems that may be encountered in making causal inference through observational data. 2. To enhance students' ability to establish empirical models, and to apply econometric methods for policy evaluation.
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無備註
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10% Participation 20% Homework 30% Mid-term exam 40% Term paper
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| 週次 | 主題 |
|---|---|
| 第 1 週 | Introduction |
| 第 2 週 | Properties of the least squares estimator |
| 第 3 週 | Problems in estimating causal effects with non-experimental data |
| 第 4 週 | Problems in estimating causal effects with non-experimental data |
| 第 5 週 | Functional form and structural change |
| 第 6 週 | Functional form and structural change |
| 第 7 週 | Mid-term exam |
| 第 8 週 | Understanding impact evaluation |
| 第 9 週 | Instrumental variables I |
| 第 10 週 | Instrumental variables II |
| 第 11 週 | Regression Discontinuity Design |
| 第 12 週 | Difference-in-differences |
| 第 13 週 | Matching I |
| 第 14 週 | Matching II |
| 第 15 週 | Addressing Methodological Challenges |
| 第 16 週 | Term paper |
| 第 17 週 | Supplementary course |
| 第 18 週 | Supplementary course |
1. Christopher Dougherty. Introduction to Econometrics 5e. 2016. Oxford University Press. 2. Paul Gertler, Sebastian Martinez and Patrick Premand et al. Impact Evaluation in Practice (2e), 2016. The World Bank. 3. Jeffrey Wooldridge. Introductory Econometrics: A Modern Approach (Asia Edition, 7e), 2020. Cengage Learning.
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