计量因果性

Econometric Causality

International Statistical Review · 2008
被引 254 · 同刊同年前 2%
ABS 3

中文导读

本文从计量经济学视角讨论因果建模,定义新因果参数以解决具体政策问题,区分预期与实现的主客观结果,并对比Neyman-Rubin模型与计量方法。

Abstract

Summary This paper presents the econometric approach to causal modelling. It is motivated by policy problems. New causal parameters are defined and identified to address specific policy problems. Economists embrace a scientific approach to causality and model the preferences and choices of agents to infer subjective (agent) evaluations as well as objective outcomes. Anticipated and realized subjective and objective outcomes are distinguished. Models for simultaneous causality are developed. The paper contrasts the Neyman–Rubin model of causality with the econometric approach.

计量经济学因果推断政策评估经济学方法论