内生性问题：处理方法与进展 - Stata
Stata . . . . 2017-09-17. . . . . . ( ). ( ). ( ). . IV-GMM. (Panel Data). . . Heckman Treatment effect . (DID) (PSM). (RDD). (SCM). (SEM). . ! . . . . ( ability fat). ( ). - ( ). (self-selection). (self-selection). : . . . y = 0 + 1 x1 + 2 x2 + + k xk + . : Pose ! (y , x1 , x1 , ,xk ). rank (X ' X ) = k Cov ( X , ) 0=. = or E[ x1 , x1 , , xk ] 0. . OLS (MLE) ( ). ( ). . . . Tobin's Q. \ . . . . Fazzari et al. (1988, JEL): - . Investit = i + 1Qit + 2CashFlowit + it Refs Fazzari et al. (1988) |JEL| Kaplan and Zingales (1997) |QJE| . Fazzari et al. (2000) |QJE| Kaplan and Zingales (2000) |QJE|.
内生性问题：处理方法与进展 连玉君 中山大学岭南学院 电邮： arlionn@163.com 2017-09-17. 第一届Stata 用户大会
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