Econometrics for Policy Research II
Readings
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- Causation and Regression Review
- MM, Chapters 1 and 2
- Causation handout
- Supplemental
- Helpful overview: Imbens and Wooldridge, 2009. “Econometrics of Program Evaluation,” Journal of Economic Literature. [link]
- Example of controlling for observables: Brooks et al, “The Cabals of a Few or the Confusion of a Multitude” American Economic Journal: Economic Policy 2011. [link]
- Unit of observation discussion by Social Security
- Fixed Effects
- MM, Chapter 2, cont'd
- Black, Sandra et al., 2005. “The More the Merrier? The Effect of Family Size and Birth Order on Childrens' Education” [link]
- skip III.D.-III.G., and sections V & VI
- Differences-in-differences
- MM, Chapter 5
- Autor, David et al, “The Impact of Disability Benefits on Labor Supply: Evidence from the VA's Disability Compensation Program,” Working paper 2015. [link]
- Skim section 5
- Differences-in-difference extensions
- Milligan, Kevin. “Subsidizing the Stork: New Evidence on Tax Incentives and Fertility” Review of Economics and Statistics, 2005. [link]
- Skip Section 5
- Bertrand et al. “How Much Should We Trust Differences-in-differences Estimates?” Quarterly Journal of Economics, 2004. [link]
- Skim Section 4, with the exception of 4C, which you should read carefully
- Milligan, Kevin. “Subsidizing the Stork: New Evidence on Tax Incentives and Fertility” Review of Economics and Statistics, 2005. [link]
- Instrumental Variables I
- MM, Chapter 3
- Angrist and Kreuger, “Does Compulsory School Attendance Affect Schooling and Earnings?”, Quarterly Journal of Economics, 1991. [link]
- Section II.C is optional
- Instrumental Variables II
- split the class between
- Supplemental
- Bound, Baker and Jaeger, “Problems with Instrumental Variables Estimation When the Correlation Between the Instruments and the Endogeneous Explanatory Variable is Weak,” Journal of the American Statistical Association, 1995. [link]
- An entertaining lament from David Jaeger on the fate of this critique
- Regression Discontinuity I
- MM, Chapter 4
- Anderson, Michael L., “Subways, Strikes and Slowdowns: The Impacts of Public Transit on Traffic Congestion” American Economic Review, 2014. [link]
- Focus on Section 3, which what we will discuss in class
- Supplemental
- Lee and Lemiuex, “Regression Discontinuity Designs in Economics,” NBER Working Paper 14723, 2009. [link]
- Regression Discontinuity II
- Manoli and Turner, “Cash-on-Hand and College Enrollment: Evidence from Population Tax Data and the Earned Income Tax Credit” [link]
- Read through Section 3.3; skim 3.4
- discuss fuzzy RD, RD kink
- Manoli and Turner, “Cash-on-Hand and College Enrollment: Evidence from Population Tax Data and the Earned Income Tax Credit” [link]
- Matching I
- Matching II: Synthetic Controls
and Paper Workshop- This class will be online. WebEx link coming via Piazza.
- Lecture notes here
- Split class between
- No lecture.
Student Presentations- Class canceled. No presentations. Syllabus weight of presentations goes to paper workshop.
- Please feel free to book me for consultations during this time. Use the scheduler here.
- Syllabus weight of presentations goes to paper workshop.
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Students: Jingwen, Leslie, Jason, Genevieve, Ruairi, Alysha, Madison
- Paper Workshop
Student Presentations- Full draft of paper required.
- See instructions on handout tab.
- Please sign up so I can drop in on your group at the time on this sheet. Tell me how to contact you. /li>
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Students: Madison, Matthew, Tom, Kara, Stephanie, Vernicia, Emma
- Student Consultations in Lieu of Class
- Structural Estimation
- Lecture Notes
- Lecture links by email. No reading required.
- Readings referenced in the lecture
- Taylor, Lucian “ Why are CEOs rarely fired?” Journal of Finance, 2010. [link]
- Wiswall, Matthew. “ Liscensing and Occupational Sorting in the Market for Teachers ”, Working paper, 2010. [link]
- Alvin Murphy, Sebastian Galiani, and Juan Pantano. “Estimating Neighborhood Choice Models: Lessons from a Housing Assistance Experiment”, American Economic Review, vol. 105, no. 11, November 2015. [link]