Econometrics (Fall 2021)
Universidad Autónoma Chapingo, Department of Economics
Resources
Required textbook: "Mostly Harmless Econometrics" by Joshua D. Angrist and. Jörn-Steffen Pischke
Syllabus of this course
Week 1. Linear Regression Model
Data and do files can be downloaded from here.
Presentation 1: Linear Regression Model - Assumptions (In Spanish)
Presentation 2: Multivariate Regression - ENOE practice (In Spanish)
Ugly slides (white board)
Week 2. Linear Regression Model
Data and do files can be downloaded from here
Presentation 3: Hypothesis Testing (In Spanish)
Example 1
Example 2
Ugly slides (white board).
Week 3. Violation of Assumptions
Data and do files can be downloaded from here
No class on Monday and Tuesday due to Día de Muertos holiday
Presentation 4: Violation of Assumptions (In Spanish)
Ugly slides (white board)
Week 4. RCTs
Data and do files can be downloaded from here
Presentation 5: RCTs (In Spanish)
Presentation 6: RCTs Cont. (In Spanish)
Presentation 7: Duflo, Dupas and Kremer (2011). "Peer Effects, Teacher Incentives, and the Impact of Tracking." The American Economic Review, 101(5): 1739-1774
Week 5. RCTs / Logit and Probit Models
Data and do files can be downloaded from here
Presentation 8: Miguel and Kremer (2004). "Worms: Identifying impacts on education and health in the presence of treatment externalities." Econometrica, 72: 159-217
Presentation 9: Logit and Probit Models (In Spanish)
Presentation 10: ENIGH practice (In Spanish).
Week 6. Panel Data / Difference-in-Differences Method
Data and do files can be downloaded from here
Presentation 11: Panel Data (In Spanish)
Presentation 12: Example
Presentation 13: Difference-in-Differences (In Spanish)
Ugly slides (white board)
Week 7. Difference-in-Differences Method / Instrumental Variables
Data and do files can be downloaded from here
Presentation 14. DiD and Parallel Trend Assumption
Ugly slides (white board)
Presentation 15. Example
Presentation 16. Instrumental Variables
Week 8. Instrumental Variables
Data and do files can be downloaded from here
Presentation 17. Example
