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