Econometrics (Spring 2020)

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)

• Presentation 3: Hypothesis Testing (In Spanish)

Week 2. Violation of Assumptions / RCTs

• Data and do files can be downloaded from here

• Presentation 1: Violation of Assumptions (In Spanish)

• Presentation 2: RCTs (In Spanish)

• Presentation 3: RCTs Cont. (In Spanish)

• Presentation 4: Duflo, Dupas and Kremer (2011). "Peer Effects, Teacher Incentives, and the Impact of Tracking." The American Economic Review, 101(5): 1739-1774

• Presentation 5: Miguel and Kremer (2004). "Worms: Identifying impacts on education and health in the presence of treatment externalities." Econometrica, 72: 159-217

Week 3. Logit and Probit Models / Panel Data

• Data and do files can be downloaded from here

• Presentation 1: Logit and Probit Models (In Spanish)

• Presentation 2: ENIGH practice (In Spanish)

• Presentation 3: Panel Data (In Spanish)

Week 4. Differences in Differences Method

• Data and do files can be downloaded from here

• Presentation 1: Differences in Differences (In Spanish)

• Presentation 2: Parallel Trend Assumption

Week 5. Instrumental Variables

• Data and do files can be downloaded from here

• Presentation 1: Instrumental Variables