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

http://www.tylervigen.com/

http://www.labnol.org/internet/music-taste-linked-to-intelligence/7489/

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

https://www.aeaweb.org/articles.php?doi=10.1257/jel.52.3.820

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.