讲座题目：Testing for Heterogeneous Treatment Effects in Fuzzy Regression Discontinuity
主讲人：宋晓军
时间：2025年1月3日（星期五）14:00-16:00
地点：西安交通大学创新港涵英楼8121会议室
报告人简介：
宋晓军，男，北京大学光华管理学院商务统计与经济计量系副教授，博士生导师，西班牙马德里卡洛斯三世大学经济学博士。主要研究兴趣是理论计量经济学，包括非参数/半参数方法，假设检验和自助法，以及计量经济学的应用等。论文发表在Annals of Applied Statistics，Biometrics，Econometric Theory，Journal of Applied Econometrics，Journal of Business & Economic Statistics和Journal of Econometrics等国际期刊。主持和参加自然科学基金面上项目和重点项目等。自2020年1月起担任Economic Modelling副主编。
Abstract:Treatment effect heterogeneity has attracted wide attention in recent studies, particularly in the scope of causal inference. This paper proposes a test for detecting the unobserved heterogeneous treatment effects within fuzzy regression discontinuity (FRD) designs. The null hypothesis of no unobserved heterogeneity is formulated to derive the test statistics. The proposed test allows the treatment effect function as a more general form than previous literature. The asymptotic properties of proposed test are established by the asymptotic analysis of U-process. The finite sample performance is validated by Monte Carlo experiments, exhibiting the appropriate size and power under both the null and fixed alternative hypothesis.
经济与金融学院
2025年1月2日
