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使用OLS回归发AER的Articles专辑!!!

计量经济圈社群 计量经济圈 2021-10-23


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前些日,咱们圈子引荐了实证研究中用到的200篇文章, 社科学者常备toolkit”和实证文章写作常用到的50篇名家经验帖, 学者必读系列,受到各位学者欢迎和热议,很多博士生导师纷纷推荐给指导的学生参阅。
之前,咱们圈子引荐了“1.JPE上19年以来10篇比较有意思且重要的文章”,2.中国英文发表影响力Top60经管学院名单出炉3.中国内地学者过去30年发Top5刊的信息都在这里4.中国哪所高校Top5刊发表数量最多?哪所从未发表过?5.五大Top经济刊物的在40年里发生了什么?6.最新研究, 没有Top5刊物, 劝你不要想终身教职!7.Top期刊里不同来源内生性处理方法, 从此掌握少林绝学易筋经8.经济学所有细分领域Top10大牛,不知晓他们我不好意思提创新

今天,咱们圈子的社群引荐在American Economic Review上用OLS(普通最小二乘法)发表的Articles。文章合辑已放到计量社群,对此感兴趣的群友可前往社群下载参看,后面找机会在社群开展针对相关文章的学术讲座。需要提前说明的,是这些文章并不一定通篇使用OLS,可能还会使用固定效应,2SLS,IV等等,但他们的特别之处是在摘要中凸显了OLS方法。


1.Export Destinations and Input Prices

出口目的地和投入价格


This paper examines the relationship between the destination of exports and the input prices paid by firms, using detailed customs and firm-product-level data from Portugal. Both ordinary least squares regressions and an instrumental-variable strategy using exchange-rate movements (interacted with indicators for initial exports) as a source of variation in destinations indicate that exporting to richer countries leads firms to pay higher prices for inputs, other things equal. The results are supportive of what we call the income-based quality-choice channel: selling to richer destinations leads firms to raise the average quality of goods they produce and to purchase higher-quality inputs.

Bastos, Paulo, Joana Silva, and Eric Verhoogen. 2018. "Export Destinations and Input Prices." American Economic Review, 108 (2): 353-92.


2.Evolution of the Marriage Earnings Gap for Women

妇女结婚收入差距的演变


Using Survey of Income and Program Participation (SIPP) panels linked to Social Security earnings records, we examine the earnings gap associated with marriage for cohorts of women born between 1936 and 1975. We compare ordinary least squares and fixed-effect estimates. We find that among women who work, the marital earnings gap has all but disappeared in fixed-effects estimates for recent birth cohorts. In fact, among women without children, married women earn more than single women, implying a diminished role for specialization when children are not present. In contrast, the motherhood earnings gap remains large even for recent birth cohorts.

Juhn, Chinhui, and Kristin McCue. 2016. "Evolution of the Marriage Earnings Gap for Women." American Economic Review, 106 (5): 252-56.


3.Estimating Average and Local Average Treatment Effects of Education when Compulsory Schooling Laws Really Matter

在义务教育法真正重要的情况下估算教育的平均和局部处理效应


The change to the minimum school-leaving age in the United Kingdom from 14 to 15 had a powerful and immediate effect that redirected almost half the population of 14-year-olds in the mid-twentieth century to stay in school for one more year. The magnitude of this impact provides a rare opportunity to (a) estimate local average treatment effects (LATE) of high school that come close to population average treatment effects (ATE); and (b) estimate returns to education using a regression discontinuity design instead of previous estimates that rely on difference-in-differences methodology or relatively weak instruments. Comparing LATE estimates for the United States and Canada, where very few students were affected by compulsory school laws, to the United Kingdom estimates provides a test as to whether instrumental variables (IV) returns to schooling often exceed ordinary least squares (OLS) because gains are high only for small and peculiar groups among the more general population. I find, instead, that the benefits from compulsory schooling are very large whether these laws have an impact on a majority or minority of those exposed.

Oreopoulos, Philip. 2006. "Estimating Average and Local Average Treatment Effects of Education when Compulsory Schooling Laws Really Matter." American Economic Review, 96 (1): 152-175.


4.Does School Integration Generate Peer Effects? Evidence from Boston's Metco Program

学校融合会产生同伴效应吗?波士顿Metco计划的证据


The Metropolitan Council for Educational Opportunity (Metco) is a desegregation program that sends students from Boston schools to more affluent suburbs. Metco increases the number of blacks and reduces test scores in receiving districts. School-level data for Massachusetts and micro data from a large district show no impact of Metco on the scores of white non-Metco students. But the micro estimates show some evidence of an effect on minority third graders, especially girls. Instrumental variables estimates for third graders are imprecise but generally in line with ordinary least squares estimates. Given the localized nature of these results, we conclude that peer effects from Metco are modest and short lived.

Angrist, Joshua, D., and Kevin Lang. 2004. "Does School Integration Generate Peer Effects? Evidence from Boston's Metco Program." American Economic Review, 94 (5): 1613-1634.


5.In the Right Place at the Wrong Time: The Role of Firms and Luck in Young Workers' Careers

在错误的时间到正确的地方:公司和运气在青年工人职业中的作用


We examine administrative data on young German workers and their employers to study the long-term effects of an early career job loss. To account for nonrandom sorting of workers into firms with different turnover rates and for selective job mobility, we use changes over time in firm- and age-specific labor demand as an instrument for displacement. We find that wage losses of young job losers are initially 15 percent, but drop to zero within five years. Only workers leaving very large establishments suffer persistent losses. A comparison of estimators implies that initial sorting, negative selection, and voluntary job mobility biases ordinary least squares estimates toward finding permanent negative effects of early displacements. 

von Wachter, Till, and Stefan Bender. 2006. "In the Right Place at the Wrong Time: The Role of Firms and Luck in Young Workers' Careers." American Economic Review, 96 (5): 1679-1705.


6.The Consequences of Radical Reform: The French Revolution

激进改革的后果:法国大革命


The French Revolution had a momentous impact on neighboring countries. It removed the legal and economic barriers protecting oligarchies, established the principle of equality before the law, and prepared economies for the new industrial opportunities of the second half of the 19th century. We present within-Germany evidence on the long-run implications of these institutional reforms. Occupied areas appear to have experienced more rapid urbanization growth, especially after 1850. A two-stage least squares strategy provides evidence consistent with the hypothesis that the reforms instigated by the French had a positive impact on growth.

Acemoglu, Daron, Davide Cantoni, Simon Johnson, and James A. Robinson. 2011. "The Consequences of Radical Reform: The French Revolution." American Economic Review, 101 (7): 3286-3307.

工具变量的拓展性阅读
1.内生性问题操作指南, 广为流传的22篇文章2.看完顶级期刊文章后, 整理了内生性处理小册子3.如何寻找工具变量?得工具者得实证计量4.内生性处理的秘密武器-工具变量估5.工具变量在社会科学因果推断中的应6.为你的"工具变量"合理性进行辩护, 此文献可以作为范7.没有工具变量、断点和随机冲击,也可以推断归8.工具变量与因果推断, 明尼苏达Bellemare关于IV的分9.工具变量IV与内生性处理的精细解读10.我的"工具变量"走丢了,寻找工具变量思路手册11.面板数据里处理多重高维固定效应的神器, 还可用工具变量处理内生性12.豪斯曼, 拉姆齐检验,过度拟合,弱工具和过度识别,模型选择和重抽样问题13.工具变量先锋 Sargan,供参考14.AEA期刊的IV靠不靠谱?15.计量大焖锅: iv, clorenz, rank, scalar, bys, xtile, newey, nlcom16.GMM是IV、2SLS、GLS、ML的统领,待我慢慢道来17.IV和GMM相关估计步骤,内生性、异方差性等检验方法18.因果推断IV方法经典文献,究竟是制度还是人力资本促进了经济的发展?19.内生变量的交互项如何寻工具变量, 交互项共线咋办20.面板数据、工具变量选择和HAUSMAN检验的若干问题

下面这些短链接文章属于合集,可以收藏起来阅读,不然以后都找不到了。

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