Empirical Methods for Applied Analysis
Barcelona GSE, Fall 2009.
MSc International Trade, Fincance, and Development
Updates
3.2.09: Uploaded solution to application 7.
General Information
Introduction
- Slides: Introduction
- Please fill out this short survey
- Application 1: question, data (hand in by Wed Oct 7, 12noon)
- Solution to application 1: Stata do file, additional data
- A Quick Guide to Stata 10
Causal Effects and the Logic of Randomized Experiments
- Slides: Causal Effects and Experiments
- The Economist, Aug 13 2009, Eonomics focus: Cause and defect
- Articles about the 'current debate'
- Writing Group for the Women's Health Initiative Investigators (2002), Risks and Benefits of Estrogen Plus Progestin in Healthy Postmenopausal Women: Principal Results From the Women's Health Initiative Randomized Controlled Trial, Journal of the American Medical Association, 288:321-333.
- Jeremy D. Finn and Charles M. Achilles (1990), Answers and Questions About Class Size: A Statewide Experiment, American Educational Research Journal, 27, 557-577.
- Alan B. Krueger (1999), Experimental Estimates of Education Production Functions, The Quarterly Journal of Economics.
Linear Regression
- Handout Linear Regression: 2up, 1up
- Handout Linear Regression: 2up, 1up
- Handout Monte Carlo Simulations: 2up, 1up
- Handout Functional Form: 2up, 1up
- Slides Asymptotic Theory: 4up, 1up
- Handout Heteroscedasticity in the Linear Model: 2up, 1up
- Handout Clustering in the Linear Model: 2up, 1up
- Application 2: question, data (hand in by Wed Oct 21, 12noon)
- Solution to application 2: Stata do file
- Application 3: question, data (hand in by Wed Oct 28, 12noon)
- Solution to application 3: Stata do file
- Application 4: question (hand in by Wed Nov 5, in class)
- Solution to application 4: Stata do file
Instrumental Variables
- Handout Instrumental Variables: 2up, 1up
- Slides Simultaneous Equation Models: 4up, 1up
- Instrumental Variables are hot: Economist 1/8/2004
- Instrumental Variables are not obvious to everyone: New York Times, Economix Blog, May 22, 2009
- Application 5: Questions, data
- Solution to application 5: Stata do file
Panel Data
- Handout Panel Data: 2up, 1up
- Application 6: Questions, data
- Solution to application 6: Stata do file
Binary Response Models
- Handout Binary Response: 2up, 1up
- Slides Maximum Likelihood: 4up, 1up
- Application 7: Questions, data
- Solution to application 7: Stata do file
Regression Discontinuity (Stephan Litschig)
- Slides RDD: 1up