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Applied Microeconometrics - Program Evaluation
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University of Cologne, WS 2010/2011
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 |
Location:
Bauwens-Building, Richard-Strauss-Str. 2
Time:
Thursday, November 18, 2010, 9am-5pm (Room 1.A13, first floor)
Friday, November 19, 2010, 9am-5pm (0.A01)
Thursday, November 25, 2010, 9am-5pm (0.A01)
Friday, November 26, 2010, 9am-5pm (0.A01)
Friday, December 3, 2010, 9am-5pm (0.A01)
Seminar: Friday, December 10, 2010, 2-6pm (IZA, Bonn)
Exam: Friday, December 17, 2010, 10-11am (0.A01)
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, 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 seminar and a 60min exam.
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Pre-Requisites:
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/. 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: (please save and do not open!)
- Excercise 1.1/1.2
- Excercise 1.1/1.2
- Exercise 2.1
- Exercise 2.2
- Exercise 2.3
- Exercise 2.4
- Exercise 2.5
- Exercise 2.6
- Exercise 2.7
- Exercise 3.1
- Exercise 3.2
- Exercise 3.3
- Exercise 6.1
- Exercise 6.2
- Exercise 7.1
- Exercise 7.2
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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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