LFU:online

This course is for PhD students with some prior training in econometrics, who are ideally working on an empirical dissertation. The methods discussed are also useful in an experimental setting. Students should be at least familiar with the basics of linear regression and have experience with Stata. Students without prior knowledge in Stata should contact me at the beginning of the semester, I can provide them with supporting materials and resources for self-study. By the end of the course, students should have a firm grasp of the types of research designs that allow a convincing estimation of causal effects and be ready to apply methods to their own research questions and data.

This course covers the basic econometric concepts and methods used in modern applied microeconometrics to estimate causal effects in the presence of potentially unobserved confounding factors. Both theoretical and applied work will be discussed. The emphasis is, however, on application rather than on method. Methods will be illustrated by papers drawn from the most recent literature. Students will also use Stata to estimate models with actual data.

Lecture, discussions and assignments.

Final exam.

Primary textbook: Angrist, J. and Pischke, J.-S. (2008). Mostly Harmless Econometrics: An Empiricist’s Companion. Princeton University Press, Princton, NJ. 

Articles: A detailed reading list will be provided in the first meeting.