Seminar
Webinar: Handling Spillover Effects in Empirical Research
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SeriesErasmus Finance Seminars
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SpeakersTobias Berg (Frankfurt School of Finance & Management, Germany)
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FieldFinance, Accounting and Finance
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LocationOnline Semniar
Online -
Date and time
September 15, 2020
15:30 - 16:45
co-authored with Daniel Streitz (Copenhagen Business School)Despite their importance, the discussion of spillover effects in
empirical research misses the rigor dedicated to endogeneity concerns. We show
that i) even with random treatment, spillovers lead to an intricate bias in
estimating treatment effects, ii) there is a trade-off between endogeneity and
spillover concerns, iii) the practice of using individual level regressions to
identify direct effects and aggregate level regressions to learn about
spillover effects can lead to misleading conclusions. We develop a simple
guidance for empirical researchers, apply it to two empirical settings, and
highlight differences in the results compared to current empirical practice.
Link to the seminar:
Zoom Meeting:
https://eur-nl.zoom.us/j/99523366469?pwd=YmtaUkhuMWQzVDN0L2hVQmZqMzZWZz09
Meeting ID: 995 2336 6469
Passcode: 165650
Some information and suggestions:
- Your microphone will be on mute upon joining the meeting, please leave it like that and unmute it only if you want to ask a question.
- Asking questions: please just go ahead and ask questions in the “usual way” (i.e.,, don’t use the chat unless you want to notify me/host of any problem related to seminar).