<table><tbody><tr class="firstRow"><th>主讲人：</th><td>范青亮</td></tr><tr><th>主讲人简介：</th><td>范青亮，香港中文大学经济学系副教授。2012年毕业于美国北卡罗来纳州立大学，获得经济学博士学位。主要研究领域为计量经济学。目前主要从事机器学习、因果推断、资产组合和定价预测模型的研究。在Journal of the Royal Statistical Society Series B, Review of Economics and Statistics, Journal of Econometrics, Strategc Management Journal等期刊发表多篇论文。 </td></tr><tr><th>主持人：</th><td>王中雷</td></tr><tr><th>简介：</th><td>Nonlinearity and endogeneity are prevalent challenges in causal analysis using observational data. This paper proposes an inference procedure for a nonlinear and endogenous marginal effect function, defined as the derivative of the nonparametric treatment function, with a primary focus on an additive model that includes high-dimensional covariates. Using the control function approach for identification, we implement a regularized nonparametric estimation to obtain an initial estimator of the model. Such an initial estimator suffers from two biases: the bias in estimating the control function and the regularization bias for the high-dimensional outcome model. Our key innovation is to devise the double bias correction procedure that corrects these two biases simultaneously. Building on this debiased estimator, we further provide a confidence band of the marginal effect function. Simulations and an empirical study of air pollution and migration demonstrate the validity of our procedures.</td></tr><tr><th>时间：</th><td>2024-09-27 (Friday) 16:40-18:00</td></tr><tr><th>地点：</th><td>经济楼N302</td></tr><tr><th>期数：</th><td><br></td></tr><tr><th>主办单位：</th><td>厦门大学经济学院、王亚南经济研究院、邹至庄经济研究院</td></tr><tr><th>承办单位：</th><td>厦门大学经济学院统计学与数据科学系</td></tr><tr><th>类型：</th><td>独立讲座</td></tr><tr><th>联系人信息：</th><td>周梦娜：2182886，zmn1994@xmu.edu.cn</td></tr><tr><th>语言：</th><td>中文</td></tr></tbody></table>
