Applied Econometrics (M1)
The aim of this class is three-fold: to give students a first experience in applied econometrics based on applications of the tools covered in the Introduction to econometrics class; to introduce students to the practice of softwares used in data analysis in academic and professional research; last, to give examples of real world public policies issues on which economics and psychology provide relevant answers.
The software used in class is Stata (https://www.stata.com/) which has been introduced in the Introduction to econometrics class. For an introduction to the software, refer to:
- Cameron and Trivedi (2010). Microeconometrics Using Stata, Stata Press, Revised Edition, Chapter 1.
Students are more than welcome to implement the programs shown in class using R, based e.g. on this tutorial: https://www.princeton.edu/~otorres/RStata.pdf
- Application based on Edo, Jacquemet, Yannelis C. Language Skills and Homophilous Hiring Discrimination: Evidence from Gender- and Racially-Differentiated Applications, Review of Economics of the Household. [dataset] [do file]
Chap. 3. Statistical tests and inference.