Applied Microeconometrics - Program Evaluation |
|
University of Cologne, WS 2008/2009
Cologne Graduate School in Management, Economics, and Social Sciences
|
Lecturer:
Dr. Marco Caliendo Institute for the Study of Labor Schaumburg-Lippe-Str. 5-9 53113 Bonn Contact: 0228/3894-512, E-Mail |
Details
|
Time: Thursday, January 15, 2009, 9am-5pm Friday, January 16, 2009, 9am-5pm Thursday, January 22, 2009, 9am-5pm Friday, January 23, 2009, 9am-5pm Friday, January 30, 2009, 9am-5pm Seminar: Friday, February 13, 2009, 2am-6pm Exam: Monday, February 16, 10-12am Location: Seminar-Room 14a (Ground floor), IBW-Building, Herbert-Lewin-Str. 2 The seminar takes place at IZA in Bonn and the exam will be held in Seminarraum 58, Philosophikum. Detailed Outline: PDF |
Course Description
|
Objectives: The aim of this course is to provide participants with a deeper understanding of microeconometric estimation techniques. We will use the topic "Program Evaluation" to illustrate and discuss several methods, e.g., selection models, instrumental variables, difference-in-differences, panel data models, regression-discontinuity design and matching estimators. The course will be split in ten theoretical and ten practical sessions. There will also be time to discuss specific problems and present own research in a seminar at the end of the course. |
|
Requirements: Attendance and active participation in all sessions is required; at the end of the course there will be a 60min exam. |
|
Pre-Requisites: Attendance and active participation in all sessions is required; at the end of the course there will be a 60min exam. During the practical sessions we are going to implement the discussed estimators with Stata. Hence, a basic knowledge of Stata (data handling, running do-files, etc.) is a pre-requisite for the course. If you are not familiar with Stata you might want to check the online introduction (including lecture movies) from the UCLA Academic Technology Service http://www.ats.ucla.edu/stat/Stata/notes3/. The relevant estimation commands and ado-files will be explained during the course. |
Downloads
|
Downloads require username and password! Lecture Slides: Lecture 1: Introduction in Program Evaluation Lecture 2: Basic Econometric Principles I - OLS Lecture 3: Basic Econometric Principles II - Limited Dependent Variable Models Lecture 4: The Principle of Unconfoundedness Lecture 5: The Implementation of Matching I Lecture 6: The Implementation of Matching II Lecture 7: Instrumental Variables Lecture 8: Selection Models Lecture 9: Other Topics |
|
Exercises: Exercise 1: Introduction in Program Evaluation Exercise 2: OLS Exercise 3: LDV Exercise 4: Review Questions Exercise 5: Matching Exercise 6: Instrumental Variables Exercise 7: Selection Models Getting started with STATA: pdf |
| Datasets: Complete Data.zip |
Selected References
|