简介

理悦CEMA-知与行系列研讨会2026年第二讲将于1月9日（周五）中午11：30-13：00在学术会堂712会议室举行，由中央财经大学何晓奇副教授报告理论计量经济学论文：“Spillover Effects Over a Large Network: an IV approach”（大规模网络下的溢出效应：一种工具变量方法）。欢迎广大师生（尤其是对科研有兴趣和追求的本科生、硕士生和博士生）参加。

题目

Spillover Effects Over a Large Network: an IV approach

报告人

何晓奇

中央财经大学管理科学与工程学院副教授，研究方向为计量经济学，因果推断的理论和应用。2016年在不列颠哥伦比亚大学获得经济学博士学位。研究成果“Measuring diffusion over a large network”，发表于国际顶级top five中的The Review of Economic Studies。

摘要

When considering the spillover effects in a social network, the treatment received may not satisfy the random assignment. In this paper, we consider an instrumental variable approach, by adopting a period-by-period analogue of the local average treatment effect (LATE) as our causal parameter and establishing its identification. The main challenge in the development stems from the individual heterogeneity of outcome distributions due to the complex nature of a large network that the distributions depend on. To address this challenge, we introduce a randomized LATE analogue as our causal parameter and demonstrate how this randomization makes feasible identification and estimation of the parameter in this setting with a complex, heterogeneous dependence structure. We propose permutation-based confidence intervals for the measure of diffusion, and establish their asymptotic validity as the size of the graph grows to infinity. Our Monte Carlo simulation studies demonstrate the superior finite sample stability of the permutation-based inference over that based on the asymptotic critical values across a wide range of network configurations. We illustrate the usefulness of our approach through an empirical example of anti-conflict participation decisions and find positive results of the role of the network in the spillovers.

时间

1月9日11:30-13:00

地点

学术会堂712

活动对象

创新发展学院师生

主办单位

创新发展学院

中国经济与管理研究院

撰稿：何晓奇

审稿：裘骏峰

编辑：沈嘉怡

审核：林艺茹