Further readings about research


One  blog to rule them all
A Fine Theorem, the must-read Blog for anyone who wants to learn about the insights of theory in the social sciences.



About theoretical models and policy
Beware of the chameleons: models with few assumptions meant for intuition, which are then taken very seriously as realistic models to use as-is for policy making.
For more click here:
https://www.gsb.stanford.edu/sites/default/files/research/documents/Chameleons%20-The%20Misuse%20of%20Theoretical%20Models%20032614.pdf



About correlation and causation
Why theory (or common sense) should guide empirical research



And, for a more convincing argument, see this paper (presented at a major journal conference)


About the importance of collecting good data


Methodology cannot replace the collection of useful data, and its analysis, to answer fundamental questions



About good empirical methods, beyond OLS



We cannot conclude much from diff-in-diff without any non-parametric corrections for serial correlation, see classic paper here.
Instruments should be carefully applied, and subjected to existing validity tests, see bad instruments here, and weak instruments here.