2025年度に神戸大学で行った「ミクロ計量分析」の授業の講義資料です。自由に使ってもらって構いませんでが、間違いもあるかと思いますので、自己責任でお願いします。内容に関する質問には、多分応じられません。
主な参考文献(詳細なものはスライド中に記載)
Abadie, A. (2021): "Using Synthetic Controls: Feasibility, Data Requirements, and Methodological Aspects," Journal of Economic Literature, 59, 391-425.
Andrews, I., J. H. Stock and L. Sun (2019): "Weak Instruments in Instrumental Variables Regression: Theory and Practice," Annual Review of Economics, 11, 727-753.
Athey, S. and G. W. Imbens (2017): "The Econometrics of Randomized Experiments," Handbook of Economic Field Experiments, 1, 73-140.
Baker, A., B. Callaway, S. Cunningham, A. Goodman-Bacon and P. H. C. Sant'Anna (2025); "Difference-in-Differences Designs: A Practitioner's Guide," Journal of Economic Literature, forthcoming.
Imbens, G. W. and J. M. Wooldridge (2009): "Recent Developments in the Econometrics of Program Evalution," Journal of Economic Literature, 47, 5-86,
Hansen, B. E. (2022): Econometrics, Princeton University Press.
MacKinnon, J. G., M. O. Nielsen and M. D. Webb (2023): "Cluster-Robust Inference: A Guide to Emprical Practice," Journal of Econometrics, 232, 272-299.
Matias, D., N. Idrobo and R. Titiunik (2019): "A Practical Introduction to Regression Discontinuity Desings: Foundations," arXiv: 1911.09511.