凡是搞计量经济的，都关注这个号了
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关于一些计量方法的合辑，各位学者可以参看如下文章：①“实证研究中用到的200篇文章, 社科学者常备toolkit”、②实证文章写作常用到的50篇名家经验帖, 学者必读系列、③过去10年AER上关于中国主题的Articles专辑、④AEA公布2017-19年度最受关注的十大研究话题, 给你的选题方向，⑤2020年中文Top期刊重点选题方向, 写论文就写这些。后面，咱们又引荐了①使用CFPS, CHFS, CHNS数据实证研究的精选文章专辑！，②这40个微观数据库够你博士毕业了, 反正凭着这些库成了教授，③Python, Stata, R软件史上最全快捷键合辑！，④关于(模糊)断点回归设计的100篇精选Articles专辑！，⑤关于双重差分法DID的32篇精选Articles专辑！，⑥关于合成控制法SCM的33篇精选Articles专辑！⑦最近80篇关于中国国际贸易领域papers合辑！，⑧最近70篇关于中国环境生态的经济学papers合辑！⑨使用CEPS, CHARLS, CGSS, CLHLS数据库实证研究的精选文章专辑！⑩最近50篇使用系统GMM开展实证研究的papers合辑！
正文
关于门槛回归方法，我们引荐过①截面, 时间和面板的门槛回归模型, threshold，②面板门槛回归Stata程序xthreg，③动态面板门槛回归程序公布, 使用方法介绍。鉴于门槛/门限回归越来越广泛应用于经济管理等学科，我们接下来引荐一些应用门槛回归方法开展实证研究的经典文章。需要提醒的是，你现在可以不用看这些文章，等需要用到他们的时候再回过头来查看即可。
Adam, C. S. and D. L. Bevan (2005). "Fiscal deficits and growth in developing countries." Journal of Public Economics 89(4): 571-597.This paper examines the relation between fiscal deficits and growth for a panel of 45 developing countries. Based on a consistent treatment of the government budget constraint, it finds evidence of a threshold effect at a level of the deficit around 1.5% of GDP. While there appears to be a growth payoff to reducing deficits to this level, this effect disappears or reverses itself for further fiscal contraction. The magnitude of this payoff, but not its general character, necessarily depends on how changes in the deficit are financed (through changes in borrowing or seigniorage) and on how the change in the deficit is accommodated elsewhere in the budget. We also find evidence of interaction effects between deficits and debt stocks, with high debt stocks exacerbating the adverse consequences of high deficits.Bessec, M. and J. Fouquau (2008). "The non-linear link between electricity consumption and temperature in Europe: A threshold panel approach." Energy Economics 30(5): 2705-2721.This paper investigates the relationship between electricity demand and temperature in the European Union. We address this issue by means of a panel threshold regression model on 15 European countries over the last two decades. Our results confirm the non-linearity of the link between electricity consumption and temperature found in more limited geographical areas in previous studies. By distinguishing between North and South countries, we also find that this non-linear pattern is more pronounced in the warm countries. Finally, rolling regressions show that the sensitivity of electricity consumption to temperature in summer has increased in the recent period.Chang, T.-H., et al. (2009). "Threshold effect of the economic growth rate on the renewable energy development from a change in energy price: Evidence from OECD countries." Energy Policy 37(12): 5796-5802.能源价格变化对经济增长率对可再生能源发展的阈值影响：经合组织国家的证据This paper uses a panel threshold regression (PTR) model to investigate the influence that energy prices have on renewable energy development under different economic growth rate regimes. The empirical data are obtained from each of the OECD member-countries over the period from 1997 to 2006. We show that there is one threshold in the regression relationship, which is 4.13% of a one-period lag in the annual gross domestic product (GDP) growth rate. The consumer price index (CPI), in so far as it relates to variations in energy, is significantly positively correlated with the contribution of renewables to energy supply in the regime with higher-economic growth, but there is no relationship in the regime with lower economic growth. Therefore, countries characterized by high-economic growth are able to respond to high energy prices with increases in renewable energy use, while countries characterized by low-economic growth countries tend to be unresponsive to energy price changes when they come to their level of renewable energy.Guriev, S. and E. Vakulenko (2015). "Breaking out of poverty traps: Internal migration and interregional convergence in Russia." Journal of Comparative Economics 43(3): 633-649.We study barriers to labor mobility using panel data on gross region-to-region migration flows in Russia in 1996–2010. Using both parametric and semiparametric methods and controlling for region-to-region pairwise fixed effects, we find a non-monotonic relationship between income and migration. In richer regions, higher incomes result in lower migration outflows. However, in the poorest regions, an increase in incomes results in higher emigration. This is consistent with the presence of geographical poverty traps: potential migrants want to leave the poor regions but cannot afford to move. We also show that economic growth and financial development have allowed most Russian regions to grow out of poverty traps bringing down interregional differentials of wages, incomes and unemployment rates.Hudson, J. and A. Minea (2013). "Innovation, Intellectual Property Rights, and Economic Development: A Unified Empirical Investigation." World Development 46: 66-78.Summary Two important strands of literature investigate the way the effect of intellectual property rights (IPR) on innovation depends on either the initial IPR level or the level of economic development. We expand on this by studying their joint effect, in a single, unified, empirical framework. We find that the effect of IPR on innovation is more complex than previously thought, displaying important nonlinearities depending on the initial levels of both IPR and per capita GDP. The policy implications of this are examined and include the conclusion that a single global level of IPR is in general sub-optimal.Khan, M. S. and A. S. Senhadji (2003). "Financial Development and Economic Growth: A Review and New Evidence." Journal of African Economies 12(suppl_2): ii89-ii110.In recent years there has been substantial theoretical and empirical work on the role that financial markets play in fostering economic growth and development. This paper provides a selective review of the literature, as well as new empirical evidence on the relationship between financial development and economic growth for a large sample of countries. While the results indicate that the effect of financial development on growth is positive, the size of the effect varies with different indicators of financial development, estimation method, data frequency and the functional form of the relationship.Khan, M. S. and A. S. Ssnhadji (2001). "Threshold Effects in the Relationship between Inflation and Growth."IMF Staff Papers 48(1): 1-21.This paper re-examines the issue of the existence of threshold effects in the relationship between inflation and growth, using new econometric techniques that provide appropriate procedures for estimation and inference. The threshold level of inflation above which inflation significantly slows growth is estimated at 1-3 percent for industrial countries and 11-12 percent for developing countries. The negative and significant relationship between inflation and growth, for inflation rates above the threshold level, is quite robust with respect to the estimation method, perturbations in the location of the threshold level, the exclusion of high-inflation observations, data frequency, and alternative specifications.Lensink, R. and N. Hermes (2004). "The short-term effects of foreign bank entry on domestic bank behaviour: Does economic development matter?" Journal of Banking & Finance 28(3): 553-568.外资银行进入对国内银行行为的短期影响：经济发展重要吗？This paper investigates the short-term effects of foreign bank entry on the behaviour of the domestic banking sector. We hypothesise that these effects are dependent on the level of economic development of the host country. Our investigation shows that at lower levels of economic development foreign bank entry is generally associated with higher costs and margins for domestic banks. At higher levels of economic development the effects appear to be less clear: foreign bank entry is either associated with a fall of costs, profits and margins of domestic banks, or is not associated with changes in these domestic bank variables.Lensink, R., et al. (2003). "Business groups, financing constraints and investment: the case of India." The Journal of Development Studies 40(2): 93-119.Panizza, U. and A. Presbitero (2014). "Public debt and economic growth: Is there a causal effect?" Journal of Macroeconomics 41(C): 21-41.This paper uses an instrumental variable approach to study whether public debt has a causal effect on economic growth in a sample of OECD countries. The results are consistent with the existing literature that has found a negative correlation between debt and growth. However, the link between debt and growth disappears once we correct for endogeneity. We conduct a battery of robustness tests and show that our results are not affected by weak instrument problems and are robust to relaxing our exclusion restriction. Our finding that there is no evidence that public debt has a causal effect on economic growth is important in the light of the fact that the negative correlation between debt and growth is sometimes used to justify policies that assume that debt has a negative causal effect on economic growth.Rafiq, S., et al. (2016). "Urbanization, openness, emissions, and energy intensity: A study of increasingly urbanized emerging economies." Energy Economics 56: 20-28.城市化，开放性，排放和能源强度：对日益城市化的新兴经济体的研究This paper analyses the impact of urbanization and trade openness on emissions and energy intensity in twenty-two increasingly urbanized emerging economies. We employ three second-generation heterogeneous linear panel models as well as recently developed nonlinear panel estimation techniques allowing for cross-sectional dependence. The empirical results show that population density and affluence increase emissions and energy intensity while renewable energy seems to be dormant in these emerging economies, but non-renewable energy increases both CO2 emissions and energy intensity. In addition, openness significantly reduces both pollutant emissions and energy intensity whereas urbanization significantly increases energy intensity, but it is insignificant in increasing emissions. This may be, in part, due to the recent increasing trend in adopting cleaner technologies in these increasingly urbanized developing economies.Samargandi, N., et al. (2015). "Is the Relationship Between Financial Development and Economic Growth Monotonic? Evidence from a Sample of Middle-Income Countries." World Development 68: 66-81.金融发展与经济增长之间的关系是否单调？来自中等收入国家样本的证据Summary We revisit the relationship between financial development and economic growth in a panel of 52 middle-income countries over the 1980–2008 period. Using pooled mean group estimations in a dynamic heterogeneous panel setting, we show that there is an inverted U-shaped relationship between finance and growth in the long run. In the short run, the relationship is insignificant. This suggests that too much finance can exert a negative influence on growth in middle-income countries. The finding of a non-monotonic effect of financial development on growth is confirmed by estimating a threshold model.Zhang, D., et al. (2016). "Non-performing loans, moral hazard and regulation of the Chinese commercial banking system." Journal of Banking & Finance 63: 48-60.Non-performing loans (NPLs) represent a major obstacle to the development of banking sector. One of the key objectives of the banking sector reforms in China has therefore been to reduce the high level of NPLs. To do so, Chinese regulatory authorities have injected significant capital into the banking system and scrutinized NPLs since 2003. This paper examines the impact of NPLs on bank behavior in China. Using a threshold panel regression model and a dataset covering 60 city commercial banks, 16 state-owned banks and joint-stock banks, and 11 rural commercial banks during 2006–2012, we test whether lending decisions of Chinese banks exhibit moral hazard. The results support the moral hazard hypothesis, suggesting that an increase in the NPLs ratio raises riskier lending, potentially causing further deterioration of the loan quality and financial system instability. Policy implications of findings are evaluated.Bilman, M. E. and S. Karaoğlan (2020). "Does the twin deficit hypothesis hold in the OECD countries under different real interest rate regimes?" Journal of Policy Modeling 42(1): 205-215.在不同的实际利率制度下，双赤字假说在经合组织国家中是否成立？This paper explores the validity of the twin deficit hypothesis in selected 25 OECD countries with annual data for 2005–2016 by considering different real interest rate regimes. A non-dynamic panel threshold model, introduced by Hansen (1999), is employed. The novelty of the empirical findings from the present study is that there exists a non-linear relationship between the budget deficit and the trade balance, which is driven by a critical threshold level in the real interest rates. The findings suggest that twin deficit hypothesis holds only under the low real interest rate regime, that is, rises in budget deficits lead to deteriorations in the trade balance when the real interest rate is below the threshold level. When the high real interest rate (i.e. above-the-threshold) regime is concerned, increasing budget deficits give rise to improvements in the trade balance, a finding consistent with the twin divergence hypothesis. Thus, the effect on the trade balance of an expansionary fiscal policy that worsens the budget balance reverses substantially depending on the threshold level of the real interest rates. The major policy implication of this paper is that the policy makers in the selected OECD countries should pay a greater attention to fiscal discipline in order to prevent the trade balance from worsening, because the majority of the countries fall into the low real interest rate regime over the recent years of the sample period (i.e. between 2010 and 2016).Castro Campos, B. (2019). "Are there asymmetric relations between real interest rates and agricultural commodity prices? Testing for threshold effects of US real interest rates and adjusted wheat, corn, and soybean prices." Empirical Economics.实际利率与农产品价格之间是否存在不对称关系？ 检验美国实际利率和调整后的小麦，玉米和大豆价格的阈值影响This article analyzes whether there are asymmetric relations between real interest rates and agricultural commodity prices using quarterly data of US interest rates and agricultural commodity prices over the period of 1983q1–2014q4. While the literature has identified statistically significant negative relations between real interest rates and agricultural commodity prices, this article extends the analysis by testing for threshold effects using Hansen’s (J Econom 93(2):345–368. https://doi.org/10.1016/S0304-4076(99)00025-1, 1999) fixed-effect panel threshold model and testing procedure. The empirical results indicate that real interest rates and agricultural commodity prices follow a U-shaped relationship, with − 1.45 being the turning point from negative to positive effects. Specifically, if real interest rates below the threshold of − 1.45 are increased by 1%, agricultural commodity prices will decrease by 8.1%, and if real interest rates are equal or above − 1.45 and are increased by 1%, agricultural commodity prices will increase by 3.4%. As the literature suggests an inverse proportional relation between real interest rates and agricultural commodity prices, a theoretical explanation for this phenomenon has yet to be found but is probably related to assumptions about market participants’ expectations and risk behavior.d'Errico, M., et al. (2019). "Resilience Thresholds to Temperature Anomalies: A Long-run Test for Rural Tanzania." Ecological Economics 164: 106365.对温度异常的弹性阈值：对坦桑尼亚农村地区的长期检验The existence of thresholds constitutes an important frontier topic for resilience analysis and measurement. This paper contributes to the literature by identifying critical resilience thresholds below which rural Tanzanian households are unable to absorb the negative effects of temperature anomalies on long-run growth. To make up for the lack of long micro panels, we generate a synthetic panel covering the time span 2000–2013. We show that 25%–47% of households in our sample lie below the estimated thresholds. The evidence of resilience-driven regime shifts and non-linear dynamics has important implications for adaptation to climate change in developing countries and is of significant interest for policy interventions.Du, W. C. and X. H. Xia (2018). "How does urbanization affect GHG emissions? A cross-country panel threshold data analysis." Applied Energy 229: 872-883.Taking the balanced panel data of 60 countries from 1971 to 2012 years as a sample, the relationship between urbanization and greenhouse gas (GHG) emissions was checked based on the threshold model. It was found that the relationship between the urbanization ratio and GHG emissions was always positive, suggesting that urbanization will inevitably lead to an increase in GHG emissions, irrespective of how high the rate of urbanization is. However, when the urbanization ratio passed 23.59% or the GHG emissions exceed 42,287 kt of CO2 equivalent, urbanization will have more impact on GHG. Also, the urbanization paths influence the relationship between urbanization and GHG emissions. When the population in urban agglomerations of more than 1 million of total population is higher than 20.01% or the population in the largest city of urban population is above 48.27%, positive correlation between urbanization and environmental pollution will be more significant.Hanaoka, C., et al. (2018). "Do Risk Preferences Change? Evidence from the Great East Japan Earthquake."American Economic Journal: Applied Economics 10(2): 298-330.Letta, M., et al. (2018). "Temperature shocks, short-term growth and poverty thresholds: Evidence from rural Tanzania." World Development 112: 13-32.温度冲击，短期增长和贫困线：来自坦桑尼亚农村的证据Using the LSMS-ISA Tanzania National Panel Survey by the World Bank, we study the relationship between rural household consumption growth and temperature shocks over the period 2008–2013. Temperature shocks have a negative and significant impact on household growth if their initial consumption lies below a critical threshold. As such, temperature shocks slow income convergence among households, at least in the short run. Crop yields and total factor productivity in agriculture are the main transmission channels. Extrapolating from short-term elasticities to long-run phenomena, these findings support the Schelling Conjecture: economic development would help poor farming households to reduce the impacts of climate change. Hence, closing the yield gap, modernizing agriculture and favouring the structural transformation of the economy are all crucial issues for adaptation of farmers to the negative effects of global warming.Longden, T. (2018). "Measuring temperature-related mortality using endogenously determined thresholds."Climatic Change 150(3): 343-375.Heat-related mortality tends to be associated with heatwaves that do not allow for sufficient acclimatisation to hot temperatures. In contrast, damage functions and most heatwave emergency response plans do not account for acclimatisation. Using an excess heat measure that accounts for acclimatisation, this paper produces estimates of temperature-related mortality for the five largest Australian capital cities. Fixed effects panel threshold regressions are applied to establish the thresholds that coincide with heightened mortality during extreme temperature events. The estimated parameters associated with these thresholds are then used to develop hindcast estimates for cold temperatures, moderate temperatures, hot temperatures and extreme heat. The estimated thresholds coincide with a notable impact of hot temperatures on mortality, but a limited cold temperature impact. This shows that the burden of risk associated with mortality related to future temperatures and climate change within Australia coincides with heatwaves rather than coldwaves. This is in contrast to recent studies that found that cold temperature-related mortality within Australian capital cities has and will continue to be notable. These studies also found a net benefit from climate change in Australia due to reduced cold temperature deaths.Sahni, H., et al. (2020). "The African economic growth experience and tourism receipts: A threshold analysis and quantile regression approach." Tourism Economics: 1354816620908688.非洲经济增长经验和旅游收入：阈值分析和分位数回归方法By applying threshold analysis and quantile regression techniques, we investigate the linearity of the relationship between tourism receipts and economic growth. We find that a threshold exists, below and above which the relationship between tourism receipts and economic growth changes. In our sample, the threshold for tourism receipts is at 3.82% of gross domestic product. Specifically, our findings suggest that tourism receipts have a more pronounced effect on economic growth below the threshold than above the threshold. From the quantile regression analysis, we further find that countries have greater benefits from tourism at lower levels of economic growth. Thus, policy makers designing tourism policy may consider that the marginal benefit of tourism on growth wanes beyond certain levels in spite of the fact that tourism receipts are an important driver of economic growth at all levels of growth.Salisu, A. A., et al. (2020). "The heterogeneous behaviour of the inflation hedging property of cocoa." The North American Journal of Economics and Finance 51: 101093.In this paper, we examine distinctly the inflation hedging potential of cocoa in net cocoa-exporting and net cocoa-importing countries. The choice of cocoa is motivated by its significance as a key ingredient in the production of chocolate which is largely consumed at every household and therefore serves as a major source of revenue to cocoa investors in exporting and importing countries. Based on our preliminary analyses including panel causality tests, we formulate both panel threshold regression model and panel smooth transition regression model in order to account for any inherent nonlinearity, time-variation and structural breaks in the inflation-cocoa returns nexus. We find that cocoa offers better inflation hedging characteristics in cocoa importing countries than their cocoa exporting counterparts. While the results are robust to alternative frequency and market size, we are able to establish that ignoring the presence of threshold effects may lead to wrong conclusions.Xie, R.-h., et al. (2017). "Different Types of Environmental Regulations and Heterogeneous Influence on “Green” Productivity: Evidence from China." Ecological Economics 132: 104-112.不同类型的环境法规及其对“绿色”生产率的不同影响：来自中国的证据This paper attempts to examine if the “strong” version of Porter Hypothesis is supported in China by investigating how different regulatory instruments and the relative stringency impact “green” productivity. We use a slacks-based measure (SBM) and Luenberger Productivity Index, accounting for undesirable outputs, to evaluate the industrial “green” productivity growth rates of China's 30 provinces. The estimates imply an unsustainable development model in China with significant regional differences. By employing a panel threshold model and a province-level panel dataset during 2000–2012, empirical results show that both command-and-control and market-based regulation have a non-linear relationship with and can be positively related to “green” productivity but with different constrains on regulation stringency: there are double thresholds with the command-and-control and exists an optimal range of stringency for productivity improvement; while a single threshold has been found with the market-based regulation and its current stringency is reasonable for most of provinces. Moreover, based on China's reality, the productivity effect driven by market-based regulation is much stronger than that of the command-and-control. The mechanism of informal regulation is much more complicated. Consequently, we find evidence to support the “strong” Porter Hypothesis that reasonable stringency of environmental regulations may enhance rather than lower industrial competitiveness.Zakharov, N. (2019). "Does corruption hinder investment? Evidence from Russian regions." European Journal of Political Economy 56: 39-61.This paper investigates the relationship between corruption and fixed capital investment in the setting of a corrupt country. Using different measures of corruption – registered cases of bribe taking and incidents of experienced corruption by the population – we find a negative relationship between investment and corruption. We then address the problem of endogeneity of corruption using an instrumental variables approach: when corruption is instrumented with freedom of the press and violations of journalists' rights, we find an even bigger negative effect. Disaggregating investment by ownership-type shows that only private investment is affected by corruption, but not investment made by state-owned companies. The negative effect is larger for companies with full or partial foreign ownership. Additionally, we look at the relationship between corruption and foreign direct investment (FDI): similar to the investment in fixed capital, we find a negative relationship; however, its statistical significance varies across specifications with different data sources for FDI and different corruption measures.[1]邓仲良,张可云.中国经济增长的空间分异为何存在?——一个空间经济学的解释[J].经济研究,2020,55(04):20-36.
[2]李虹,邹庆.环境规制、资源禀赋与城市产业转型研究——基于资源型城市与非资源型城市的对比分析[J].经济研究,2018,53(11):182-198.
[3]郭玉清,孙希芳,何杨.地方财政杠杆的激励机制、增长绩效与调整取向研究[J].经济研究,2017,52(06):169-182.
[4]万建香,汪寿阳.社会资本与技术创新能否打破“资源诅咒”?——基于面板门槛效应的研究[J].经济研究,2016,51(12):76-89.
[5]黄寿峰.廉洁度、公共投资与基础设施质量:宏观表现与微观证据[J].经济研究,2016,51(05):57-71.
[6]陈璐,范红丽,赵娜,褚兰兰.家庭老年照料对女性劳动就业的影响研究[J].经济研究,2016,51(03):176-189.
[7]易先忠,欧阳峣,傅晓岚.国内市场规模与出口产品结构多元化:制度环境的门槛效应[J].经济研究,2014,49(06):18-29.
[8]柯善咨,赵曜.产业结构、城市规模与中国城市生产率[J].经济研究,2014,49(04):76-88+115.
[9]倪克勤,赵颖岚,徐凤.劳动生产率对我国贸易收支的传导效应研究[J].经济研究,2011,46(10):123-136.
关于一些常用数据库，各位学者可以参看如下文章：1.这40个微观数据库够你博士毕业了；2.中国工业企业数据库匹配160大步骤的完整程序和相应数据；3.中国省/地级市夜间灯光数据；4.1997-2014中国市场化指数权威版本；5.1998-2016年中国地级市年均PM2.5；6.计量经济圈经济社会等数据库合集(在社群里)；7.中国方言,官员, 行政审批和省长数据库开放；8.2005-2015中国分省分行业CO2数据；9.国际贸易研究中的数据演进与当代问题；10.经济学研究常用中国微观数据手册；11.疫情期Wind资讯金融终端操作指南；12.CEIC数据库操作指南；13.清华北大经管社科数据库有哪些? 不要羡慕嫉妒恨！14.金融领域三大中文数据库, CSMAR, CCER, Wind和CNRDS，15.EPS最新版本使用手册，16.疫情期计量课程免费开放！面板数据, 因果推断, 时间序列分析与Stata应用。
下面这些短链接文章属于合集，可以收藏起来阅读，不然以后都找不到了。