Econometrics for Policy Research II

Readings

Outline is preliminary and subject to change.

  1. Causation and Regression Review
    • MHE, Chapters 1, 2, and beginning of Chapter 3 (3.1 to 3.1.2)
    • 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
  2. Fixed Effects
    • MHE, Sections 3.1.4 and 5.1
    • 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
  3. Differences-in-differences
    • MHE, Sections 5.2 and 5.2.1
    • 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
  4. 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
  5. Instrumental Variables I
    • MHE, Sections 4.1 (but not 4.1.3) and 4.4 (only 4.4.1 and 4.4.2)
    • Angrist and Kreuger, “Does Compulsory School Attendance Affect Schooling and Earnings?”, Quarterly Journal of Economics, 1991. [link]
      • Section II.C is optional
  6. Instrumental Variables II
    • MHE, Section 4.6.4
    • split the class between
      • Collins and Margo, “The Economic Aftermath of the 1960s Riots in American Cities: Evidence from Property Values”, Journal of Economic History. 2007. [link]
      • Nguyen, Luu, “Do Bank Branches Still Matter? The Effect of Closings on Local Economic Outcomes” working paper, 2016. [link]
    • 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
  7. Regression Discontinuity I
    • Lee and Lemiuex, “Regression Discontinuity Designs in Economics,” NBER Working Paper 14723, 2009. [link]
      • Read only through Section 3.3.
    • Keys, et al, “Did Securitization Lead to Lax Screening?” Quarterly Journal of Economics, 2010. [link]
      • Pages 307-334; focus on regression discontinuity design
    • Supplemental
      • MHE, Chapter 6
  8. Regression Discontinuity II
    • Turner, Lesley, “The Road to Pell is Paved with Good Intentions: The Economic Incidence of Federal Student Grant Aid” U of Maryland Working Paper, 2013. [link]
      • Sections 5 and 6 are optional
    • discuss fuzzy RD, RD kink
  9. Matching I
    • Todd, Petra, “A Practical Guide to Implementing Matching Estimators,” Unpublished notes, 1999. [link]
    • Brooks, Leah, “Volunteering to be Taxed: Business Improvement Districts and the Provision of Public Safety,” Journal of Public Economics 2008. [link]
      • Ignore Section 6
    • Supplemental
      • MHE, Section 3.3 (skip starred section)
  10. Matching II: Synthetic Controls
    • Abadie, Diamond and Hainmueller, “Comparative Politics and the Synthetic Control Method,” American Journal of Political Science, 2015.[link]
  11. Standard Errors and Workshop
    • First half class: Cameron, A. Colin and Douglas L. Miller, “A Practitioner's Guide to Cluster-Robust Inference,” Journal of Human Resources, 2015. [link]
      • Read only sections 1, 2 A-C, 4, 5A
    • Second half class: workshop on papers
  12. Student Presentations
    • Students: TBA
  13. Student Presentations
    • Students: TBA
  14. Structural Estimation
    • Lecture by Brooks. No reading required.