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Applied Microeconometrics - Program Evaluation
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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
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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
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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.
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Requirements:
Attendance and active participation in all sessions is required;
at the end of the course there will be a 60min exam.
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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. |
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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
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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
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Datasets: Complete Data.zip
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Selected References |
- Becker, S.O. and Caliendo, M. (2007): Sensitivity Analysis for Average Treatment Effects, Stata Journal, 7(1), 71-83.
- Caliendo, M., and R. Hujer (2006): “The Microeconometric Estimation of Treatment Effects - An Overview,”
Allgemeines Statistisches Archiv, 90(1), 197–212.
- Caliendo, M., and S. Kopeinig (2008): “Some Practical Guidance for the Implementation of Propensity Score Matching,” Journal of Economic Surveys, 22(1), 31–72.
- Dehejia, R. (2005): “Practical Propensity Score Matching: A Reply to Smith and Todd,” Journal of Econometrics,
125, 355–364.
- Dehejia, R. H., and S. Wahba (1999): “Causal Effects in Nonexperimental Studies: Reevaluating the Evaluation
of Training Programs,” Journal of the American Statistical Association, 94(448), 1053–1062.
- LaLonde, R. (1986): “Evaluating the Econometric Evaluations of Training Programs with Experimental Data,” American Economic Review, 76(4), 604–620.
- Smith, J., and P. Todd (2005a): “Does Matching Overcome LaLonde’s Critique of Nonexperimental Estimators?,”Journal of Econometrics, 125(1-2), 305–353.
- Smith, J., and P. Todd (2005b): “Rejoinder,” Journal of Econometrics, 125, 365–375.
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