Causal Inference In Econometrics

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Causal Inference In Econometrics

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Author : Van-Nam Huynh
language : en
Publisher: Springer
Release Date : 2015-12-28

Causal Inference In Econometrics written by Van-Nam Huynh and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-12-28 with Technology & Engineering categories.

This book is devoted to the analysis of causal inference which is one of the most difficult tasks in data analysis: when two phenomena are observed to be related, it is often difficult to decide whether one of them causally influences the other one, or whether these two phenomena have a common cause. This analysis is the main focus of this volume. To get a good understanding of the causal inference, it is important to have models of economic phenomena which are as accurate as possible. Because of this need, this volume also contains papers that use non-traditional economic models, such as fuzzy models and models obtained by using neural networks and data mining techniques. It also contains papers that apply different econometric models to analyze real-life economic dependencies.

Identification And Inference For Econometric Models

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Author : Donald W. K. Andrews
language : en
Publisher: Cambridge University Press
Release Date : 2005-06-17

Identification And Inference For Econometric Models written by Donald W. K. Andrews and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-06-17 with Business & Economics categories.

This 2005 collection pushed forward the research frontier in four areas of theoretical econometrics.

The Philosophy Of Causality In Economics

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Author : Mariusz Maziarz
language : en
Publisher: Routledge
Release Date : 2020-05-13

The Philosophy Of Causality In Economics written by Mariusz Maziarz and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-05-13 with Business & Economics categories.

Approximately one in six top economic research papers draws an explicitly causal conclusion. But what do economists mean when they conclude that A ‘causes’ B? Does ‘cause’ say that we can influence B by intervening on A, or is it only a label for the correlation of variables? Do quantitative analyses of observational data followed by such causal inferences constitute sufficient grounds for guiding economic policymaking? The Philosophy of Causality in Economics addresses these questions by analyzing the meaning of causal claims made by economists and the philosophical presuppositions underlying the research methods used. The book considers five key causal approaches: the regularity approach, probabilistic theories, counterfactual theories, mechanisms, and interventions and manipulability. Each chapter opens with a summary of literature on the relevant approach and discusses its reception among economists. The text details case studies, and goes on to examine papers which have adopted the approach in order to highlight the methods of causal inference used in contemporary economics. It analyzes the meaning of the causal claim put forward, and finally reconstructs the philosophical presuppositions accepted implicitly by economists. The strengths and limitations of each method of causal inference are also considered in the context of using the results as evidence for policymaking. This book is essential reading to those interested in literature on the philosophy of economics, as well as the philosophy of causality and economic methodology in general.

Causal Inference In Statistics Social And Biomedical Sciences

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Author : Guido W. Imbens
language : en
Publisher: Cambridge University Press
Release Date : 2015-04-06

Causal Inference In Statistics Social And Biomedical Sciences written by Guido W. Imbens and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-04-06 with Business & Economics categories.

This text presents statistical methods for studying causal effects and discusses how readers can assess such effects in simple randomized experiments.

Essays On Causal Inference And Econometrics

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Author : Haitian Xie
language : en
Publisher:
Release Date : 2023

Essays On Causal Inference And Econometrics written by Haitian Xie and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023 with categories.

This dissertation is a collection of three essays on the econometric analysis of causal inference methods. Chapter 1 examines the identification and estimation of the structural function in fuzzy RD designs with a continuous treatment variable. We show that the nonlinear and nonseparable structural function can be nonparametrically identified at the RD cutoff under shape restrictions, including monotonicity and smoothness conditions. Based on the nonparametric identification equation, we propose a three-step semiparametric estimation procedure and establish the asymptotic normality of the estimator. The semiparametric estimator achieves the same convergence rate as in the case of a binary treatment variable. As an application of the method, we estimate the causal effect of sleep time on health status by using the discontinuity in natural light timing at time zone boundaries. Chapter 2 examines the local linear regression (LLR) estimate of the conditional distribution function F(y|x). We derive three uniform convergence results: the uniform bias expansion, the uniform convergence rate, and the uniform asymptotic linear representation. The uniformity in the above results is with respect to both x and y and therefore has not previously been addressed in the literature on local polynomial regression. Such uniform convergence results are especially useful when the conditional distribution estimator is the first stage of a semiparametric estimator. Chapter 3 studies the estimation of causal parameters in the generalized local average treatment effect model, a generalization of the classical LATE model encompassing multi-valued treatment and instrument. We derive the efficient influence function (EIF) and the semiparametric efficiency bound for two types of parameters: local average structural function (LASF) and local average structural function for the treated (LASF-T). The moment condition generated by the EIF satisfies two robustness properties: double robustness and Neyman orthogonality. Based on the robust moment condition, we propose the double/debiased machine learning (DML) estimators for LASF and LASF-T. We also propose null-restricted inference methods that are robust against weak identification issues. As an empirical application, we study the effects across different sources of health insurance by applying the developed methods to the Oregon Health Insurance Experiment.

Probability Econometrics And Truth

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Author : Hugo A. Keuzenkamp
language : en
Publisher: Cambridge University Press
Release Date : 2000-11-02

Probability Econometrics And Truth written by Hugo A. Keuzenkamp and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-11-02 with Business & Economics categories.

When John Maynard Keynes likened Jan Tinbergen's early work in econometrics to black magic and alchemy, he was expressing a widely held view of a new discipline. However, even after half a century of practical work and theorizing by some of the most accomplished social scientists, Keynes' comments are still repeated today. This book assesses the foundations and development of econometrics and sets out a basis for the reconstruction of the foundations of econometric inference by examining the various interpretations of probability theory which underlie econometrics. Keuzenkamp claims that the probabilistic foundations of econometrics are weak, and although econometric inferences may yield interesting knowledge, claims to be able to falsify or verify economic theories are unwarranted. Methodological falsificationism in econometrics is an illusion. Instead, it is argued, econometrics should locate itself in the tradition of positivism.

Econometrics With Machine Learning

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Author : Felix Chan
language : en
Publisher: Springer Nature
Release Date : 2022-09-07

Econometrics With Machine Learning written by Felix Chan and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-09-07 with Business & Economics categories.

This book helps and promotes the use of machine learning tools and techniques in econometrics and explains how machine learning can enhance and expand the econometrics toolbox in theory and in practice. Throughout the volume, the authors raise and answer six questions: 1) What are the similarities between existing econometric and machine learning techniques? 2) To what extent can machine learning techniques assist econometric investigation? Specifically, how robust or stable is the prediction from machine learning algorithms given the ever-changing nature of human behavior? 3) Can machine learning techniques assist in testing statistical hypotheses and identifying causal relationships in ‘big data? 4) How can existing econometric techniques be extended by incorporating machine learning concepts? 5) How can new econometric tools and approaches be elaborated on based on machine learning techniques? 6) Is it possible to develop machine learning techniques further and make them even more readily applicable in econometrics? As the data structures in economic and financial data become more complex and models become more sophisticated, the book takes a multidisciplinary approach in developing both disciplines of machine learning and econometrics in conjunction, rather than in isolation. This volume is a must-read for scholars, researchers, students, policy-makers, and practitioners, who are using econometrics in theory or in practice.

Patrick Suppes Economics And Economic Methodology

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Author : John B. Davis
language : en
Publisher: Routledge
Release Date : 2018-12-07

Patrick Suppes Economics And Economic Methodology written by John B. Davis and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-12-07 with Business & Economics categories.

Patrick Suppes (1922–2014) was an extraordinarily wide-ranging scholar. Although best known as a philosopher of science, Suppes made substantial contributions to a remarkably wide range of different fields of research including many relevant to economics: decision theory, philosophy of economics, modeling theory, foundations of measurement, philosophy of psychology (and thus what is now behavioral economics), and many other fields. This collection recognizes Suppes’s contributions to economics and economic methodology with a symposium of papers that examine, build on, and/or assess Suppes’s research in these areas. The authors include philosophers, economists, game theorists, historians of economics, and many whose research combine these fields. This book honors Patrick Suppes, while at the same time, exhibiting the richness of contemporary philosophy of economics. It was originally published as a special issue of the Journal of Economic Methodology.

A Modern Guide To Philosophy Of Economics

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Author : Kincaid, Harold
language : en
Publisher: Edward Elgar Publishing
Release Date : 2021-08-27

A Modern Guide To Philosophy Of Economics written by Kincaid, Harold and has been published by Edward Elgar Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-08-27 with Business & Economics categories.

This insightful Modern Guide offers a broad coverage of questions and controversies encountered by contemporary economists. A refreshing approach to philosophy of economics, chapters comprise a range of methodological and theoretical perspectives, from lab and field experiments to macroeconomics and applied policy work, written using a familiar, accessible language for economists.

Handbook Of Econometrics

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Author : James J. Heckman
language : en
Publisher: Elsevier
Release Date : 2009-01-13

Handbook Of Econometrics written by James J. Heckman and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-01-13 with Business & Economics categories.