Table of Contents

Introduction

1. The Intern

2. The Book

3. The Outline

4. Hello R World

1. minimum wage .csv

5. Discussion and Further Reading

Experiments

Ch1: Ordinary Least Squares

• 1. Introduction

  2. Estimating the Causal Effect

  3. Matrix Algebra of the OLS Model

  4. Least Squares Method for OLS

  5. Measuring Uncertainty

  6. Returns to Schooling

     1. Data (Google Sheets)

     2. Card (1993), Using Geographic Variation

  7. Discussion and Further Reading

  8. Problems

  9. Julia code

Ch2: Multiple Regression

• 1. Introduction

  2. Long and Short Regression

  3. Collinearity and Multicollinearity

  4. Returns to Schooling

     1. Data (Google Sheets)

     2. Card (1993), Using Geographic Variation

  5. Causal Pathways

  6. Are Bankers Greedy or Racist?

     1. HMDA data (Google Sheets)

     2. Code Book (pdf)

  7. Discussion and Further Reading

  8. Problems

  9. Julia code

Ch3: Instrumental Variables

• 1. Introduction

  2. A Confounded Model

  3. IV Estimator

  4. Returns to Schooling

     1. Data (Google Sheets)

     2. Card (1993), Using Geographic Variation

  5. Instrument Validity

  6. Better LATE than Nothing

  7. Discussion and Further Reading

  8. Problems

  9. Julia code

Ch4: Bounds Estimation

• 1. Introduction

  2. Potential Outcomes

  3. Average Treatment Effect

  4. Kolmogorov Bounds

  5. Do "Nudges" Increase Savings?

     1. Ashraf, Nava; Karlan, Dean; Yin, Wesley, 2014, "Tying Odysseus to the Mast: Evidence from a Commitment Savings Product in the Philippines", https://doi.org/10.7910/DVN/27854, Harvard Dataverse, V2

     2. Data (Google Sheets - dta file)

  6. Manski Bounds

  7. More Guns, Less Crime?

     1. https://works.bepress.com/john_donohue/89/

     2. https://works.bepress.com/john_donohue/89/2/download/

  8. Discussion and Further Reading

  9. Problems

  10. Julia code

Structural Estimation

Ch5: Estimating Demand

• 1. Introduction

  2. Revealed Preference

  3. Discrete Choice

  4. Maximum Likelihood

  5. McFadden’s Random Utility Model

  6. Multinomial Choice

  7. Demand for Rail

     1. National Household Travel Survey

  8. Discussion and Further Reading

  9. Problems

  10. Julia code

Ch6: Estimating Selection Models

• 1. Introduction

  2. Modeling Censored Data

  3. Censoring Due to Minimum Wages

     1. NLSY Data at BLS: https://www.nlsinfo.org/investigator/pages/login.jsp. Note that you need to register but it is free.

     2. NLSY97_min.csv (Google Sheets)

  4. Modeling Selected Data

  5. Analyzing the Gender Wage Gap

     1. NLSY97_gender_book.csv (Google Sheets)

  6. Back to School Returns

     1. Data (Google Sheets)

     2. Card (1993), Using Geographic Variation

  7. Discussion and Further Reading

  8. Problems

  9. Julia code

Ch7: Demand Estimation with IV

• 1. Introduction

  2. Modeling Competition

  3. Estimating Demand in Hotelling's Model

  4. Berry Model of Demand

  5. The Introduction of Apple Cinnamon Cheerios

     1. Dominicks Scanner Data

     2. James Eagan's Cereal Data

     3. dominicks.csv

     4. Code used to create the data.

  6. Discussion and Further Reading

  7. Problems

  8. Julia code

Ch8: Estimating Games

1. Introduction

2. Mixed Strategy Nash Equilibrium

3. General Method of Moments

4. Estimating the Third Down Game

5. Are NFL Coaches Rational?

   1. NFLQ1 (Google Sheets)

   2. Original data from https://www.kaggle.com/maxhorowitz/nflplaybyplay2009to2016

   3. Code used to transform the data.

6. Discussion and Further Reading

7. Problems

8. Julia code

Ch9: Estimating Auction Models

• 1. Introduction

  2. Sealed Bid Auctions

  3. English Auctions

  4. Are Loggers Rational?

     1. auctions.csv (Google Sheets)

     2. Phil Haile's Timber Auction Data

  5. Are Loggers Colluding?

  6. Discussion and Further Reading

  7. Problems

Repeated Measurement

Ch10: Panel data

• 1. Introduction

  2. First Differences

  3. Difference in Difference

  4. Effect of Minimum Wage Increase in New Jersey

     1. Data (Google sheet)

     2. http://davidcard.berkeley.edu/data_sets.html (original data)

  5. Fixed effects

  6. Effect of a Federal Minimum Wage Increase

     1. Data (Google sheet)

     2. Column Names (Google sheet)

  7. Discussion and Further Reading

  8. Problems

Ch11: Synthetic Controls

• 1. Introduction

  2. Beyond "Parallel Trends"

  3. Abadie Estimator

     1. Data (Google sheet)

     2. Column Names (Google Sheet)

  4. Regularization

  5. Factor Models

  6. Discussion and Further Reading

  7. Problems

Ch12: Mixture Models

• 1. Introduction

  2. Two-Type Mixture Models

  3. Two Signal Mixture Models

  4. Twin Reports and Returns to Schooling

     1. https://dataspace.princeton.edu/jspui/handle/88435/dsp01xg94hp567

  5. Revisiting Minimum Wage Effects

     1. http://davidcard.berkeley.edu/data_sets.html

  6. Discussion and Further Reading

  7. Problems

Appendix

1. Measuring Uncertainty

   1. Introduction

   2. Classical Statistics

   3. Bayesian Statistics

   4. Empirical Bayesian Estimation

   5. The Sultan of the Small Sample Size

      1. bat_ave.csv

      2. Original data from Sean Lahman: http://www.seanlahman.com/baseball-archive/statistics/

      3. R code to tranform data.

   6. Decision Theory

   7. Discussion and Further Reading

2. Statistical Programming in R

   1. Introduction

   2. Objects in R

   3. Interacting with Objects

   4. Statistics

   5. Control

   6. Optimization

   7. Discussion and Further Reading

Additional Material

• 1. Entry Game

  2. Do Policies that Lower Prices Actually Lower Prices?

     1. National Average Drug Acquisition Cost data from CMS

     2. FDA Orange Book

     3. Drug Products Q4 2018 (provides linking variable)

     4. Code used to create the data

     5. drugs.csv (Google Sheets)