Everyone who engages in econometrics pays attention to this account.
Email: [email protected]
All the code programs, macro and micro databases and various software of the econometric circle methodology are placed in the community. Welcome to the econometric circle community for exchanges and visits.
A few days ago, we introduced "All CSMAR data products can be downloaded for free!", which was welcomed by scholars in the field of financial management. There are three major Chinese databases in the financial field, CSMAR, CCER, Wind and CNRDS. The CSMAR database will stop its free service on February 29, so scholars who want to use this database have to speed up the progress. On February 19, we introduced the "EPS database during the epidemic period for free to the whole society! With detailed user guide!", which was well received by economic management scholars at home and abroad, and its staff sent the "EPS user manual for the latest version". On February 20th, I introduced three measurement courses to scholars, and systematically explained the latest causal inference, time series, panel data, etc. and the implementation process in Stata (see details, the measurement course during the epidemic period is free! Panel data, causality) Inference, time series analysis and Stata application).
On February 21, I introduced two database usage guides to scholars during the epidemic period. Wind Information Financial Terminal Operation Guide and CEIC Database Operation Guide. Refer to "What are the Tsinghua Peking University Economic Management and Social Sciences Databases? Don't be jealous!". On February 22, the "Estimated Poisson regression model with two high-dimensional fixed effects" was introduced, which included panel Poisson regression, panel negative binomial regression, control function method CF, restricted cubic spline, and so on. February 27, referral of the "Harvard newly revised completion of causal inference classic masterpiece free to download! Attached data and code!" And "the most clear endogeneity Detailed operating software and solutions! Empirical research essential tool!"
In a recent For a period of time, the death of many masters made us grief, some of them fell into depression and couldn't help themselves (for example, another Nobel Prize master committed suicide! Depression made them unable to extricate themselves!), some of them were unable to win the Nobel Prize ( For example, Martin Witzman committed suicide! The Nobel Prize in Economics made him helpless), and some are already ready to face death (for example, Hofstede is gone! But a precious database is left!). And today, we must inform every scholar of the death of a master. Note that there is a must-watch video for "those who are concerned about the latest measurement development in the 21st century" at the end of the article, in which there is a discussion by Professor Chamberlain .
On February 27, 2020, Professor Gary Chamberlain passed away (1948-2020), less than two years before his official retirement. Many scholars may not know much about Professor Chamberlain, but judging from the academic speakers at his retirement ceremony and the list of scholars who mourned after his death, we know the academic status of the professor who taught econometrics at Harvard. .
First, the following are the participants who attended the "retirement ceremony" of Professor Gary Chamberlain of Harvard University on May 4-5, 2018, including Nobel Prize winner Chris Sims, causal inference god Josh Angrist, Guido Imbens, Jr. Nobel Award (Clarke Award) winner Parag Pathak, as well as measurement gods such as Whitney Newey and Manuel Arellano.
Second, after the death of Professor Chamberlain, many great gods expressed their condolences.
Nobel laureate econometric economist Hansen mourns for him:
Nepalese economist Parag Pathak, the Clark Prize winner, mourns for him:
The dynamic panel GMM estimates that the great god Manuel Arellano mourns for it:
Sarah Reber, a student who taught, mourned for her:
Gary Chamberlain
Who is Gary Chamberlain?
Gary Chamberlain graduated with honors from Harvard College in the United States in 1970, and received a doctorate in economics from Harvard University in 1975. He has taught at the University of Wisconsin-Madison, has been a professor of economics at Harvard University since 1987, and has been a Lewis Berkman professor of economics since 2002. His research topics include panel data, return to education, factor structure in large asset markets, semiparametric efficiency, wage structure, and applications of decision theory in econometrics. He is an academician of the Econometric Society, a member of its board of directors from 1988 to 1993, and held the Fisher-Schultz Lecture in 2001, and it is possible that big coffees may be invited to give this lecture. ). He is a Fellow of the American Academy of Arts and Sciences, a Distinguished Fellow of the American Economic Association, and a Fellow of the National Academy of Sciences.
Research fields and points of interest
When there are unobservable ability variables, Gary Chamberlain is committed to using sibling data to measure the economic return of education. He developed a method of using longitudinal data to deal with the deviation of missing variables. He used the quantile regression method to provide a richer description of the wage structure, and developed the Bayesian method to provide predictive distributions through longitudinal income data. He is engaged in the study of the asymptotic validity of the estimation of conditional moment restrictions, semiparametric models with censorship, and panel data models with related random effects. He applied the limited sample decision theory to the instrumental variable model and the panel data model to solve the selection bias. He uses Bayesian decision theory to formulate rules for individual handling choices. He is currently interested in the methods inspired by educational datasets, including the measurement of teacher effects.
Honors and awards (high in gold content)
John Williams Prize for best undergraduate record in Economics, 1970
Alfred P. Sloan Research Fellow, 1981–1983
Fellow of the Econometric Society, 1981–
Romnes Faculty Fellow, University of Wisconsin, Madison, 1983–1987
Fellow, Center for Advanced Study in the Behavioral Sciences, 1984–1985
Council Member, the Econometric Society, 1988–1990, 1991–1993
Fellow of the American Academy of Arts and Sciences, 1989– Galbraith Teaching Prize, 1993 Fisher-Schultz Lecture, Econometric Society, 2001
Fellow of the American Association for the Advancement of Science (AAAS), 2003–
Member, National Academy of Sciences, elected 2011
Distinguished Fellow of the American Economic Association, 2015
选取最近一些代表性文章（不过，其真正的贡献都在上个世纪）
“Random Effects Estimators with Many Instrumental Variables,” with Guido Imbens, Econometrica, 72, 2004, 295–306.
“Decision Theory Applied to an Instrumental Variables Model,” Econometrica, 75, 2007, 609– 652.
“Comment on Decision Theory Applied to an Instrumental Variables Model,” Econometrica, 76, 2008, 1565.
“Decision Theory Applied to a Linear Panel Data Model,” with Marcelo Moreira, Econometrica, 77, 2009, 107–133.
“Binary Response Models for Panel Data: Identification and Information,” Econometrica, 78, 2010, 159–168.
在哈佛教授的计量课程
Economics 2162: Research in Econometrics
Economics 3163hf: The Econometrics Workshop
Economics 2110: Econometrics I
Economics 2120: Introduction to Applied Econometrics
Ec 2162: Research in Econometrics
Ec 3163hf: The Econometrics Workshop Semester
Ec 2120: Introduction to Applied Econometrics
Ec 1126: Quantitative Methods in Economics
Scholars, if you are willing to learn these measurement courses, you can access the following website: https://courses.my .harvard.edu/psp/courses/EMPLOYEE/EMPL/h/?tab=HU_CLASS_SEARCH
Long press the above two-dimensional code to watch the video of the big scene forum organized by the Econometric Society. The experts include four Nobel Prize winners in economics, and Two academicians of the American Academy of Arts and Sciences. If you pay attention to the development frontier of econometrics in the 21st century, you must watch this extremely informative video. After all, the world's top econometric economists are discussing it.
RIP
Extended reading
A few days ago, we introduced ① "200 articles used in empirical research, a toolkit for social science scholars", ②50 famous experience posts commonly used in empirical article writing, a series of must-read by students, ③AER in the past 10 years The Articles album on Chinese topics, ④AEA announced the top ten research topics that received the most attention in 2017-19, and give you the direction of topic selection, ⑤The key topic selection direction of Chinese Top Journals in 2020, just write these for writing papers. Later, we introduced a collection of selected articles using CFPS, CHFS, CHNS data for empirical research! , ②These 40 micro-databases are enough for your Ph.D., anyway, relying on these libraries to become a professor, ③The most complete collection of shortcut keys in the history of Python, Stata, and R software! , ④ 100 selected Articles albums about (fuzzy) breakpoint regression design! , ⑤ 32 selected Articles of DID about the double difference method! , ⑥ 33 selected Articles of SCM about the synthesis control method! ⑦Compilation of the latest 80 papers about China's international trade field! ⑧Compilation of 70 recent economic papers on China's environmental ecology! ⑨A collection of selected articles using CEPS, CHARLS, CGSS, CLHLS database empirical research! ⑩Compilation of the last 50 papers using the system GMM to conduct empirical research! These articles have been welcomed and discussed by scholars, and doctoral supervisors have recommended them to students.
Before, our circle recommended some databases (of course, the database in the community is far more than these), as follows: 1. These 40 micro-databases are enough for your PhD graduation; 2. The Chinese industrial enterprise database matches the complete program and 160 steps Corresponding data; 3. Night light data of Chinese provinces/prefecture-level cities; 4. 1997-2014 authoritative version of China's marketization index; 5. 1998-2016 China's prefecture-level cities' annual average PM2.5; 6. Econometric economic circle economic and social database collection; 7. Chinese dialects, officials, administrative approval and the opening of the provincial governor database; 8. 2005-2015 China's CO2 data by province and industry; 9. Data evolution and contemporary issues in international trade research; 10. Chinese microdata manuals commonly used in economic research.
The following short-linked articles belong to a collection and can be collected and read, otherwise they will not be found in the future.
In 2 years, nearly 1,000 articles were published on the official account of the econometric circle,
Econometrics Circle