Transcription of 内生性问题：处理方法与进展 - Stata
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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 + 1 Qit + 2 CashFlowit + it Refs Fazzari et al. (1988) |JEL| Kaplan and Zingales (1997) |QJE| . Fazzari et al. (2000) |QJE| Kaplan and Zingales (2000) |QJE| . Erickson and Whited (2000) |JPE| Alti (2003) |JF|.
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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