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國立臺灣大學計量理論與應用研究中心 - CRETA



2022 年 6 月 24 日CRETA Seminar


2022 年 6 月 24 日CRETA Seminar


國立臺灣大學計量理論與應用研究中心 (CRETA) 及臺灣經濟計量學會 (TES) 將於 2022 年 6 月 24 日舉辦 CRETA Seminar。相關資訊如下。


 6  24  CRETA Seminar

日期:2022 年 6 月 24 日 (週五) 下午 2:00~3:30


講者:顏佑銘教授 (國立政治大學國際經營與貿易學系)

演講主題:Estimations of the Conditional Tail Average Treatment Effect


We study estimation of the conditional tail average treatment effect (CTATE), defined as a difference between conditional tail expectations of potential outcomes. The CTATE can capture heterogeneity and deliver aggregated local information of treatment effects over different quantile levels and is closely related to the notion of second-order stochastic dominance and the Lorenz curve. These properties render it a valuable tool for policy evaluations. We consider a semiparametric treatment effect framework under endogeneity for the CTATE estimation using a newly introduced class of consistent loss functions jointly for the conditional tail expectation and quantile. We establish the asymptotic theory of our proposed CTATE estimator and provide an efficient algorithm for its implementation. We then apply the method to the evaluation of effects from participating in programs of the Job Training Partnership Act in the US.



講者:顏佑銘教授 (國立政治大學國際經營與貿易學系)


為方便人數預估,欲參加CRETA Seminar的朋友們,煩請事先報名  

報名期限:2022/6/23 (四)  中午 12:00