1 00:00:00,000 --> 00:00:02,550 ♪ [音乐] ♪ 2 00:00:03,800 --> 00:00:05,800 - [旁白] 欢迎收看“诺奖得主畅谈系列” 3 00:00:07,040 --> 00:00:08,100 在这一集中 4 00:00:08,100 --> 00:00:11,570 Josh Angrist 和 Guido Imbens 与 Isaiah Andrews 5 00:00:11,570 --> 00:00:14,600 将讨论计量经济学领域是如何发展的 6 00:00:16,100 --> 00:00:18,750 - [Isaiah] 那么,Guido 和 Josh 7 00:00:18,750 --> 00:00:21,500 你们都是开发经济学实证研究工具的先驱 8 00:00:21,500 --> 00:00:23,174 所以我想了解你对这个领域的发展方向的想法 9 00:00:23,174 --> 00:00:25,300 10 00:00:25,709 --> 00:00:28,079 经济学、计量经济学,整个领域 11 00:00:28,510 --> 00:00:31,302 首先,我很想听听你是否觉得 12 00:00:32,171 --> 00:00:35,200 局部平均处理效应框架的方式 13 00:00:35,200 --> 00:00:38,510 14 00:00:38,800 --> 00:00:42,187 对经济学中的新经验法如何发展和传播 15 00:00:42,187 --> 00:00:44,300 或它们应如何发展和传播有任何榜样 16 00:00:44,560 --> 00:00:45,960 - [Josh] 这是个好问题 17 00:00:46,610 --> 00:00:47,790 你先说吧 18 00:00:47,790 --> 00:00:49,240 [笑声] 19 00:00:49,700 --> 00:00:52,940 - [Guido] 是的,所以我认为重要的是 20 00:00:52,940 --> 00:00:58,550 要提出令人信服的案例 21 00:00:58,550 --> 00:01:02,207 其中问题清晰 22 00:01:02,400 --> 00:01:05,720 且方法普遍适用 23 00:01:06,253 --> 00:01:07,560 有一件事我... 24 00:01:08,192 --> 00:01:12,000 当我回顾较新的文献时 25 00:01:12,200 --> 00:01:16,700 我真的很喜欢回归不连续性文献 26 00:01:16,700 --> 00:01:19,670 其中显然有一堆非常有说服力的例子 27 00:01:19,670 --> 00:01:23,378 这让人们可以更清晰地思考 28 00:01:23,378 --> 00:01:27,200 更仔细地研究方法问题 29 00:01:27,400 --> 00:01:28,800 有着一些清晰的应用方法 30 00:01:28,800 --> 00:01:30,600 然后允许你思考: 31 00:01:30,600 --> 00:01:33,600 “哇,这些类型的假设在这里看起来合理吗? 32 00:01:33,600 --> 00:01:38,000 我们不喜欢早期论文中的哪些方面? 33 00:01:38,500 --> 00:01:39,802 我们如何改进这些方面?” 34 00:01:39,802 --> 00:01:44,210 因此,我认为有着明确的应用方法 35 00:01:44,210 --> 00:01:46,400 来激发这些文献是非常有帮助的 36 00:01:46,800 --> 00:01:48,050 - Guido,我很高兴 你提到了回归不连续性 37 00:01:48,050 --> 00:01:49,382 38 00:01:49,382 --> 00:01:53,300 我认为 IV 和 RD、 39 00:01:54,700 --> 00:01:57,060 工具变量和回归不连续性之间有很多互补性 40 00:02:00,506 --> 00:02:03,260 回归不连续性的许多计量经济学应用 曾经被称为“模糊” RD 41 00:02:03,260 --> 00:02:04,520 42 00:02:04,520 --> 00:02:07,230 43 00:02:07,230 --> 00:02:11,620 它在截止时不是离散的或确定的 44 00:02:11,620 --> 00:02:14,900 而只在速率或强度上有着变化 45 00:02:14,900 --> 00:02:17,737 LATE 框架帮助我们理解这些应用方法 46 00:02:17,737 --> 00:02:18,740 47 00:02:18,740 --> 00:02:21,140 并为我们提供了一个清晰的解释 48 00:02:21,140 --> 00:02:25,000 比如在我与 Victor Lavy 的论文中 49 00:02:25,000 --> 00:02:28,100 我们使用了 Maimonides 规则 班级规模截断 50 00:02:28,430 --> 00:02:30,030 那么你这里了解到了什么? 51 00:02:30,290 --> 00:02:31,820 当然,你可以用线性常数效应模型 来回答这个问题 52 00:02:31,820 --> 00:02:33,900 53 00:02:34,200 --> 00:02:36,310 但事实证明我们并不局限于此 54 00:02:36,310 --> 00:02:39,889 RD 仍然非常强大和有启发性 55 00:02:40,630 --> 00:02:43,092 即使在这种情况和类型规模下 56 00:02:43,092 --> 00:02:45,866 截止和感兴趣的变量之间的相关性是局部的 57 00:02:45,866 --> 00:02:49,133 58 00:02:49,133 --> 00:02:51,000 甚至可能不是那么强 59 00:02:52,000 --> 00:02:54,999 所以肯定有着平行发展 60 00:02:54,999 --> 00:02:56,400 这也很有趣... 61 00:02:57,253 --> 00:02:59,780 当我们在读研究生时,没有人谈论回归不连续性设计 62 00:02:59,780 --> 00:03:01,220 63 00:03:01,220 --> 00:03:02,843 这是其他社会科学家感兴趣的东西 64 00:03:02,843 --> 00:03:05,300 65 00:03:05,800 --> 00:03:09,507 它与 LATE 框架一起成长 66 00:03:09,507 --> 00:03:11,927 我们都曾基于这两种应用方式和方法进行工作 67 00:03:11,927 --> 00:03:14,565 68 00:03:14,565 --> 00:03:18,377 而且能看到它的发展并变得如此重要 69 00:03:18,377 --> 00:03:19,800 我感到非常兴奋 70 00:03:20,000 --> 00:03:21,767 我认为,这是朝着可靠的识别策略 71 00:03:21,767 --> 00:03:26,086 因果效应的普遍演变的一部分 72 00:03:26,086 --> 00:03:27,441 73 00:03:29,393 --> 00:03:30,642 使计量经济学更多地关注 因果问题而不是模型 74 00:03:30,642 --> 00:03:33,300 75 00:03:33,640 --> 00:03:34,650 就未来而言 76 00:03:34,650 --> 00:03:37,660 我认为 LATE 帮助促进的一件事是 77 00:03:37,660 --> 00:03:42,008 朝着更具创造性的随机试验迈进 78 00:03:42,008 --> 00:03:44,400 其中有着一些有趣的东西 79 00:03:45,500 --> 00:03:48,460 它不可能或直接能被简单地关闭或开启 80 00:03:48,460 --> 00:03:50,700 81 00:03:51,000 --> 00:03:54,584 但你可以鼓励或阻止它 82 00:03:54,584 --> 00:03:58,200 因此,例如,你能通过经济援助 来补贴学校教育 83 00:03:59,000 --> 00:04:02,080 所以现在我们有了 一个完整的框架来解释这一点 84 00:04:03,600 --> 00:04:07,113 它打开了对以前似乎不可能的事情 进行随机试验的大门 85 00:04:07,113 --> 00:04:09,265 86 00:04:10,300 --> 00:04:12,471 87 00:04:14,500 --> 00:04:17,864 我们在麻省理工学院 Blueprint实验室中 88 00:04:17,864 --> 00:04:21,160 大量使用了这一点 89 00:04:22,360 --> 00:04:26,600 我认为,我们正在以 非常有创意的方式利用随机分配 90 00:04:28,100 --> 00:04:31,395 - [以赛亚] 与此相关,您是否看到有助于计量经济学研究的特定因素? 91 00:04:31,395 --> 00:04:34,445 92 00:04:34,445 --> 00:04:38,443 您已经提到它与实际出现的问题有明确的联系,并且经验实践通常是一个好主意。 93 00:04:38,443 --> 00:04:40,300 94 00:04:40,300 --> 00:04:42,862 95 00:04:43,290 --> 00:04:45,000 - 这不是一个好主意吗?我经常发现自己坐在一个计量经济学理论研讨会上,比如哈佛麻省理工学院的研讨会,我在想,“这个人在解决什么问题?谁有这个问题?” 96 00:04:45,700 --> 00:04:50,112 97 00:04:50,700 --> 00:04:52,500 98 00:04:53,400 --> 00:04:56,350 99 00:04:56,350 --> 00:04:57,960 100 00:04:57,960 --> 00:04:59,800 而且,你知道……如果我问的话,有时会出现令人尴尬的沉默,或者可能会有一个相当人为的场景。 101 00:05:01,600 --> 00:05:04,700 102 00:05:04,900 --> 00:05:08,300 103 00:05:08,800 --> 00:05:11,600 我想看看这个工具在哪里有用。 104 00:05:12,500 --> 00:05:14,765 有一些纯粹的基础工具——我确实明白这一点。 105 00:05:14,765 --> 00:05:16,250 106 00:05:16,250 --> 00:05:21,735 有些人正在研究...的概念基础,它变得更像数理统计。 107 00:05:22,600 --> 00:05:25,300 108 00:05:25,800 --> 00:05:27,653 我的意思是,我记得一个我很难理解的早期例子是随机等连续性的概念,我的论文顾问之一惠特尼·纽维(Whitney Newey)使用它取得了很好的效果,我试图理解这一点。这真的很基础。 109 00:05:27,653 --> 00:05:29,920 110 00:05:29,920 --> 00:05:32,500 111 00:05:32,500 --> 00:05:35,070 112 00:05:35,070 --> 00:05:36,479 113 00:05:36,479 --> 00:05:38,821 114 00:05:40,600 --> 00:05:42,034 115 00:05:42,034 --> 00:05:45,200 它不是驱动它的应用程序——至少不是立即的。 116 00:05:45,890 --> 00:05:47,300 117 00:05:48,600 --> 00:05:53,200 但是大多数事情不是这样的,所以应该有问题。 118 00:05:53,800 --> 00:05:59,247 我认为这取决于这类事情的卖家,因为有机会成本、时间和注意力,以及理解事情的努力。 119 00:06:00,480 --> 00:06:02,250 120 00:06:02,250 --> 00:06:05,295 121 00:06:05,980 --> 00:06:07,200 122 00:06:07,400 --> 00:06:08,900 123 00:06:09,400 --> 00:06:12,900 124 00:06:12,900 --> 00:06:15,200 125 00:06:16,097 --> 00:06:18,280 126 00:06:18,280 --> 00:06:20,700 127 00:06:20,700 --> 00:06:22,900 128 00:06:22,900 --> 00:06:26,570 129 00:06:26,570 --> 00:06:28,347 130 00:06:28,705 --> 00:06:31,500 131 00:06:31,500 --> 00:06:34,322 132 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--> 00:07:58,810 162 00:07:58,810 --> 00:08:01,510 163 00:08:01,510 --> 00:08:03,483 164 00:08:03,483 --> 00:08:05,200 165 00:08:07,100 --> 00:08:09,900 166 00:08:10,300 --> 00:08:15,100 167 00:08:15,100 --> 00:08:17,600 168 00:08:20,426 --> 00:08:21,663 169 00:08:22,800 --> 00:08:24,067 170 00:08:24,067 --> 00:08:26,480 171 00:08:26,480 --> 00:08:29,783 172 00:08:29,783 --> 00:08:32,111 173 00:08:32,811 --> 00:08:38,361 174 00:08:39,100 --> 00:08:42,050 175 00:08:42,050 --> 00:08:45,379 176 00:08:45,379 --> 00:08:48,604 177 00:08:48,604 --> 00:08:50,306 178 00:08:50,306 --> 00:08:52,985 179 00:08:52,985 --> 00:08:54,154 180 00:08:54,154 --> 00:08:56,110 181 00:08:56,110 --> 00:08:58,600 182 00:08:58,600 --> 00:09:01,129 183 00:09:01,129 --> 00:09:03,505 184 00:09:03,505 --> 00:09:05,116 185 00:09:05,116 --> 00:09:08,371 186 00:09:08,371 --> 00:09:09,641 187 00:09:10,400 --> 00:09:11,440 188 00:09:11,440 --> 00:09:14,085 189 00:09:14,085 --> 00:09:15,164 190 00:09:16,559 --> 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220 00:10:49,924 --> 00:10:51,770 221 00:10:51,770 --> 00:10:53,118 222 00:10:53,118 --> 00:10:54,870 223 00:10:54,870 --> 00:10:56,550 224 00:10:56,550 --> 00:10:58,915 225 00:10:58,915 --> 00:11:01,510 226 00:11:01,510 --> 00:11:03,097 227 00:11:03,097 --> 00:11:04,750 228 00:11:04,750 --> 00:11:06,802 229 00:11:07,269 --> 00:11:09,617 230 00:11:09,617 --> 00:11:11,685 231 00:11:11,892 --> 00:11:13,339 232 00:11:14,500 --> 00:11:16,800 233 00:11:16,800 --> 00:11:19,514 234 00:11:19,514 --> 00:11:21,573 235 00:11:21,573 --> 00:11:25,049 236 00:11:25,049 --> 00:11:26,395 237 00:11:27,000 --> 00:11:29,870 238 00:11:32,426 --> 00:11:36,179 239 00:11:36,179 --> 00:11:38,070 240 00:11:38,700 --> 00:11:41,300 241 00:11:41,500 --> 00:11:43,900 242 00:11:44,800 --> 00:11:48,900 243 00:11:48,900 --> 00:11:50,010 244 00:11:51,100 --> 00:11:54,670 245 00:11:56,260 --> 00:11:57,750 246 00:11:57,750 --> 00:12:00,230 247 00:12:00,230 --> 00:12:03,765 248 00:12:03,765 --> 00:12:04,994 249 00:12:04,994 --> 00:12:07,563 250 00:12:07,563 --> 00:12:09,840 251 00:12:09,840 --> 00:12:11,600 252 00:12:11,600 --> 00:12:13,950 253 00:12:14,600 --> 00:12:16,770 254 00:12:16,770 --> 00:12:21,000 255 00:12:21,800 --> 00:12:27,530 256 00:12:28,000 --> 00:12:29,300 257 00:12:29,300 --> 00:12:32,030 258 00:12:32,600 --> 00:12:35,500 259 00:12:35,500 --> 00:12:37,000 260 00:12:37,400 --> 00:12:42,362 261 00:12:43,228 --> 00:12:46,700 262 00:12:46,700 --> 00:12:49,250 263 00:12:49,250 --> 00:12:50,800 264 00:12:52,000 --> 00:12:54,250 265 00:12:54,250 --> 00:12:56,100 266 00:12:56,100 --> 00:12:59,736 267 00:12:59,736 --> 00:13:02,143 268 00:13:02,143 --> 00:13:04,290 269 00:13:04,800 --> 00:13:07,000 270 00:13:07,600 --> 00:13:09,501 271 00:13:09,920 --> 00:13:12,805 272 00:13:13,100 --> 00:13:15,400 273 00:13:15,900 --> 00:13:17,730 274 00:13:17,730 --> 00:13:19,231 275 00:13:19,231 --> 00:13:22,616 276 00:13:22,616 --> 00:13:25,100 277 00:13:25,230 --> 00:13:27,534 278 00:13:27,534 --> 00:13:30,900 279 00:13:31,700 --> 00:13:36,068 280 00:13:37,900 --> 00:13:41,190 281 00:13:41,190 --> 00:13:42,900 282 00:13:43,200 --> 00:13:47,280 283 00:13:47,280 --> 00:13:51,180 284 00:13:51,180 --> 00:13:53,272 285 00:13:54,906 --> 00:13:56,477 286 00:13:56,477 --> 00:13:59,300 287 00:13:59,643 --> 00:14:01,992 288 00:14:01,992 --> 00:14:05,657 289 00:14:05,657 --> 00:14:07,910 290 00:14:07,910 --> 00:14:09,557 291 00:14:10,100 --> 00:14:13,389 292 00:14:13,389 --> 00:14:14,688 293 00:14:16,300 --> 00:14:17,414 294 00:14:19,000 --> 00:14:21,700 295 00:14:22,120 --> 00:14:23,370 296 00:14:23,370 --> 00:14:26,780 297 00:14:27,200 --> 00:14:28,780 298 00:14:28,780 --> 00:14:32,836 299 00:14:33,370 --> 00:14:36,325 300 00:14:36,325 --> 00:14:37,807 301 00:14:37,807 --> 00:14:39,289 302 00:14:39,289 --> 00:14:42,100 303 00:14:44,846 --> 00:14:47,500 304 00:14:47,500 --> 00:14:49,467 305 00:14:49,467 --> 00:14:54,212 306 00:14:54,212 --> 00:14:56,920 307 00:14:56,920 --> 00:14:58,950 308 00:14:58,950 --> 00:15:01,140 309 00:15:01,140 --> 00:15:02,723 310 00:15:03,900 --> 00:15:07,630 311 00:15:07,630 --> 00:15:09,430 312 00:15:09,430 --> 00:15:12,730 313 00:15:12,730 --> 00:15:15,480 314 00:15:15,480 --> 00:15:16,800 315 00:15:17,100 --> 00:15:18,550 316 00:15:18,550 --> 00:15:20,900 317 00:15:22,104 --> 00:15:23,732 318 00:15:23,732 --> 00:15:26,783 319 00:15:26,783 --> 00:15:32,772 320 00:15:32,772 --> 00:15:35,595 321 00:15:35,595 --> 00:15:38,290 322 00:15:38,290 --> 00:15:40,300 323 00:15:40,300 --> 00:15:42,300 324 00:15:42,300 --> 00:15:44,400 325 00:15:44,400 --> 00:15:45,890 326 00:15:45,890 --> 00:15:48,200 327 00:15:49,100 --> 00:15:52,200 328 00:15:52,200 --> 00:15:53,675 329 00:15:53,675 --> 00:15:56,390 330 00:15:56,913 --> 00:15:59,400 331 00:15:59,980 --> 00:16:02,840 332 00:16:02,840 --> 00:16:05,112 333 00:16:05,112 --> 00:16:07,100 334 00:16:07,380 --> 00:16:08,900 335 00:16:10,200 --> 00:16:13,929 336 00:16:13,929 --> 00:16:15,950 337 00:16:15,950 --> 00:16:17,330 338 00:16:18,200 --> 00:16:21,241 339 00:16:21,241 --> 00:16:27,430 340 00:16:27,430 --> 00:16:31,600 341 00:16:31,600 --> 00:16:33,274 342 00:16:35,500 --> 00:16:38,600 343 00:16:38,600 --> 00:16:42,893 344 00:16:42,893 --> 00:16:46,330 345 00:16:46,330 --> 00:16:48,300 346 00:16:48,600 --> 00:16:51,500 347 00:16:52,718 --> 00:16:53,868 348 00:16:53,868 --> 00:16:56,920 349 00:16:56,920 --> 00:17:00,533 350 00:17:00,800 --> 00:17:03,240 351 00:17:03,240 --> 00:17:05,420 352 00:17:05,420 --> 00:17:07,600 353 00:17:07,600 --> 00:17:09,700 354 00:17:09,700 --> 00:17:13,370 355 00:17:15,110 --> 00:17:18,230 356 00:17:18,500 --> 00:17:22,900 357 00:17:23,400 --> 00:17:24,933 358 00:17:24,933 --> 00:17:27,570 359 00:17:27,570 --> 00:17:30,300 360 00:17:31,700 --> 00:17:35,204 361 00:17:35,204 --> 00:17:38,516 362 00:17:38,516 --> 00:17:43,400 363 00:17:44,600 --> 00:17:47,020 364 00:17:47,020 --> 00:17:48,200 365 00:17:48,200 --> 00:17:50,500 366 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