报告题目:Endogeneity: Sources and Potential Solutions
报告人:潘哲耀 麦考瑞大学高级讲师
报告时间:2020年11月19日 15:00——
报告地点:1505(线下);腾讯会议同步直播ID:917 637 646
主办单位:统计学院、科研处、大数据与指数研究院、数字统计研究中心
报告摘要:
Endogeneity is a common concern in conducting casual inferences in economics and finance research. This presentation will first discuss three sources of endogeneity with examples. Instrumental variable analysis, quasi-natural experiments, and regression discontinuity will then be introduced as three potential solutions for endogeneity. Among these three approaches, quasi-natural experiments will be discussed in detail. Specifically, the presentation will illustrate the principles of the difference-in-differences (DiD) method and its extensions with examples in the recent literature.
报告人简介:
潘哲耀,金融学博士,现任麦考瑞大学金融学高级讲师。2017年博士毕业于澳大利亚昆士兰大学,主要从事实证金融和中国资本市场的研究,目前在SSCI期刊(如Journal of Banking and Finance, Financial Management, Journal of Financial Markets, Journal of Business Finance & Accounting, Journal of Financial Research等)上发表了十多篇论文,并获得中国政府颁发的自费留学生奖学金,并在多个国际会议上获得最佳论文奖。