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2025高级DID、机器学习、断点回归等前沿阅读文献

数量经济学 • 2 月前 • 61 次点击  

1、Panel Data and Difference-in-Differences

Main Readings

Baker, Andrew, Brantly Callaway, Scott Cunningham, Andrew Goodman-Bacon, Pedro Sant'Anna (2025), “Difference-in-differences designs: a practitioner's guide.” arXiv preprint: arxiv.org/abs/2503.13323

Roth, Jonathan, Pedro H. C. Sant'Anna, Alyssa Bilinski, John Poe (2023), "What's Trending in Difference-in-Differences? A Synthesis of the Recent Econometrics Literature." Journal of Econometrics 235(2): 2218-2244.

https://www.sciencedirect.com/science/article/pii/S0304407623001318

Additional Useful Readings

Callaway, Brantly, Andrew Goodman-Bacon, and Pedro Sant’Anna (2024), “Difference-in-differences with a continuous treatment.” arXiv preprint: arXiv:2107.02637

Ghanem, Dalia, Pedro Sant'Anna, Kaspar Wuthrich (2025), "Selection and parallel trends."  arXiv preprint: arxiv.org/abs/2203.09001

2、Regression Discontinuity

RD software website

Main Readings

Cattaneo, Matias D. and Titiunik, R., 2022. Regression discontinuity designs.  Annual Review of Economics14(1), pp.821-851.

Lee, D.S. and Lemieux, T., 2010. Regression discontinuity designs in economics. Journal of Economic literature48(2), pp.281-355.

Application Readings

Black, Sandra E., 1999. Do better schools matter? Parental valuation of elementary education. The Quarterly Journal of Economics114(2), pp.577-599.

McCrary, J. and Royer, H., 2011. The effect of female education on fertility and infant health: evidence from school entry policies using exact date of birth. American Economic Review 101(1), pp.158-195.

Card, David, Chyn, E. and Giuliano, L., 2024. Can Gifted Education Help Higher-Ability Boys from Disadvantaged Backgrounds? National Bureau of Economic Research Working Paper 33282.


3、Machine learning

Readings

Susan Athey and Guido Imbens (2019), Machine Learning Methods that Economists Should Know About, Annual Review of Economics, 11, 685-725.

Gareth James, Daniela Witten, Trevor Hastie, Robert Tibshirani (2021), An Introduction to Statistical Learning with Applications in R, Second Edition. (Free download at https://www.statlearning.com/), Chapters 2.1, 2.2, 5.1, 6.1, 6.2, 8.1, 8.2, 10.1, 10.2 (and the rest of the book is great)

Mullainathan, Sendhil, and Jann Spiess (2017), Machine Learning: An Applied Econometric Approach, 31(Spring) Journal of Economic Perspectives 87-106.

4、Advanced Difference-in Differences

Main Readings

Baker, Andrew, Brantly Callaway, Scott Cunningham, Andrew Goodman-Bacon, Pedro Sant'Anna (2025), “Difference-in-differences designs: a practitioner's guide.” arXiv preprint: arxiv.org/abs/2503.13323

Roth, Jonathan, Pedro H. C. Sant'Anna, Alyssa Bilinski, John Poe (2023), "What's Trending in Difference-in-Differences? A Synthesis of the Recent Econometrics Literature." Journal of Econometrics 235(2): 2218-2244.

https://www.sciencedirect.com/science/article/pii/S0304407623001318

Additional Useful Readings

Callaway, Brantly, Andrew Goodman-Bacon, and Pedro Sant’Anna (2024), “Difference-in-differences with a continuous treatment.” arXiv preprint: arXiv:2107.02637

Ghanem, Dalia, Pedro Sant'Anna, Kaspar Wuthrich (2025), "Selection and parallel trends."  arXiv preprint: arxiv.org/abs/2203.09001

5、Advanced Instrumental Variables

Core Readings

Angrist, Joshua, Peter Hull, and Christopher. Walters (2023): Methods for Measuring School Effectiveness, Handbook of the Economics of Education 7: 1-60.

Borusyak, Kirill, Peter Hull, and Xavier Jaravel (2024)): “Design-Based Identification with Formula Instruments: A Review,” Econometrics Journal, forthcoming

Additional Readings

Angrist, Joshua, and Jorn-Steffen Pischke, Mostly Harmless Econometrics, 2008 [Chapter 4.1]

Angrist, Joshua, and Michal Kolesar (2024): One instrument to rule them all: The bias and coverage of just-ID IV, Journal of Econometrics, 240(2): 15398.

Angrist, Joshua and Peter Hull (2023): Instrumental variables methods reconcile intention-to-screen effects across pragmatic cancer screening trials, PNAS 120(51)

Agan, Amanda, Jennifer L. Doleac, and Anna Harvey (2023): Misdemeanor Prosecution, Quarterly Journal of Economics 138(3): 1453-1505.

Borusyak, Kirill, Peter Hull, and Xavier Jaravel (2022): Quasi-Experimental Shift-Share Research Designs, Review of Economic Studies 89

Goldsmith-Pinkham, Paul, Isaac Sorkin, and Henry Swift (2020): Bartik Instruments: What, When, Why, and How, American Economic Review, 110(8): 2586-2624.

Borusyak, Kirill ,and Peter Hull (2023): Non-Random Exposure to Exogenous Shocks, Econometrica, 91(6): 2155-2185

Borusyak, Kirill, Peter Hull, and Xavier Jaravel (2024): Negative Weights are No Concern in Design-Based Specifications, AEA Papers and Proceedings, 114: 597-600

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