Applied Econometrics (2023 Fall) 

Syllabus 

Suggestive Textbooks

• Huntington-Klein, N. (2021), The Effect: An Introduction to Research Design and Causality

• Scott Cunningham (2020), Causal Inference: The Mixtape

• Alberto Abadie1 and Matias D. Cattaneo (2018), Econometric Methods for Program Evaluation

• Angrist and Pischke (2016), Mastering Metrics: The Path from Cause to Effect (MM)

• Angrist and Pischke (2009), Mostly Harmless Econometrics (MHE)

• Gareth James, Daniela Witten, Trevor Hastie and Robert Tibshirani (2017), An Introduction to Statistical Learning with Applications in R

Learning Resources 

• Stata

• R

• Latex (overleaf)

• GitHub

Class Data 

• You can get access to the data or program used in this class through this link

Class Slides 

• 9/6

  • Course Introduction 

• 9/13

  • Potential Outcome Framework

    • Preview Videos on The Effect

      • Ep 21: Treatment Effects

      • Ep 22: Conditional Average Treatment Effects

  • Selection Bias

  • Data Source

    • 中研院資料申請範例

  • STATA Section

    • Introduction to STATA 

• 9/20

  • Randomized Controlled Trial

  • Matching Methods

    • Preview Videos on The Effect

      • Ep 35: Matching

      • Ep 36: Five Questions About Matching

      • Ep 37: Distance Matching

      • Ep 38: Propensity Score Matching

  • STATA Section

    • Read  Data 

• 9/27

  • Regression and Causal Inference

    • Preview Videos on The Effect

      • Ep 25: Regression and The Error Term

      • Ep 26: Regression and Sampling Variation

      • Ep 27: Reading Regression Tables

      • Ep 28: Interpreting a Regression Coefficient

      • Ep 29: Polynomials in Regression

      • Ep 30: Logarithms in Regression

      • Ep 31: Categorical Predictors

      • Ep 32: Interaction Terms

      • Ep 33: Your Standard Errors are Wrong

  • STATA Section

    • Examine Data

    • Create Sample for Analysis: Part 1

• 10/4

  • Causal Machine Learning

  • STATA Section

    • Create Sample for Analysis: Part 1

  • Homework 1(due on 11/1)

    • Please upload your answer sheet and log file to here before 11/1 class (1:20pm, 11/1) 

    • The format of answer sheet: here 

• 10/11

  • Problem of Bad Controls

  • Fixed Effects Regression

    • Preview Videos on The Effect

      • Fixed Effects

      • Estimating Fixed Effects

  • Difference-in-Differences Design

    • Preview Videos on The Effect

      • Difference in Differences

      • Parallel Trends

      • Estimating Difference in Differences

      • Supporting Parallel Trends

      • Dynamic Difference-in-Differences

      • Staggered Treatment in Difference-in-Differences

• 10/17、10/18、10/23 and 10/24

  • Compulsory Office Hour 1

    • Guideline

    • Please book a slot: here

    • Please upload your slides: here

• 10/25

  • Synthetic Control Method

    • Preview Videos on The Effect

      • Other Standard Research Designs

  • STATA Section

    • Create Sample for Analysis: Part 2

    • Graphs

    • How to Use Log File

  • R Section

    • Introduction

    • Basic

  • Reading Group Presentation (3-4人一組)

    • Guideline

    • Please sign up: here

  • Latex Template

    • Homework: here

    • Slides: here

    • Term Paper: here

• 11/1

  • Regression Discontinuity Design

  • R Section

    • Read Data

    • Create Sample for Analysis

• 11/8

  • Regression Discontinuity Design

  • R Section

    • Implement Causal Inference

    • Graph

  • Homework 2(due on 12/13)

    • Please upload your answer sheet and R script to here before 12/13 class (1:20pm, 12/13) 

    • The format of answer sheet: here 

• 11/15

  • 校慶放假

• 11/22

  • Instrumental Variable Design

  • Latex Template

    • 本機端執行的tex檔: here

  • Guidelines for Final Presentation

    • Choose presentation date: link

    • Upload your slides: link

• 11/29

  • Reading Group Presentation

    • Download slides:link

    • Presentation order: link 

    • Peer evaluation: link

• 12/6

  • Reading Group Presentation

    • Download slides:link

    • Presentation order: link 

    • Peer evaluation: link

• 12/13

  • Final Presentation

    • Download slides:link

    • Presentation order: link 

    • Peer evaluation: link

  • Concluding Remarks for This Course

• 12/20

  • Final Presentation

    • Download slides:link

    • Presentation order: link 

    • Peer evaluation: link

• 12/30

  • Term Paper (due on 12/30) 

    • Guideline for Your Term Paper

    • Upload your paper: link

    • Latex Template

      • 本機端執行的tex檔: here

      • Overleaf端執行的tex檔: here

    • Term Paper Example

      • Example 1: here

      • Example 2: here