Topics in Applied Econometrics for Public Policy, Part I

• Syllabus

• Cameron and Trivedi's  book 

• Wooldridge's Econometrics book

• Bruce Hansen's Econometrics book

Slides

• Handout 0:

  Introduction: Overview of the Course.Review of Basic Concepts 

    

• Handout 1: 

  Non-parametric estimation of the density function  

Readings 

•  Refresh basic concepts reading the notes and/or any good econometrics/statistics book (Greene, for instance)

•  Read Cameron and Trivedi (CT), sections 9.1-9.3

 Additional Materials 

• STATA example  

 Slides

•  Handout 2: 

  Nonparametric Kernel Regression 

   

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Readings:

• Cameron and Trivedi (CT), sections 9.4 and 9.5 

Additional Materials 

•  STATA Example

• Problemset 1   

Slides

Handout 3: 

Non parametric Series Regression

Handout 4: 

Semiparametric Regression 

Readings:

• Chapter 20, Hansen's book (relevant sections)   

• Section 9.7, CT 

• On stata and semiparametric methods 

Additional Materials 

• STATA Example 

 Slides:

•  Handout 5

  Introduction to Quantile Regression 

Readings:

•  Mostly Harmless Econometrics, Chapter 7

• Cameron and Trivedi, Microeconometrics using STATA, chapter 7 

Additional Materials  

•   Problemset  2

• STATA example

 Handout 6:

Quantile Regression, II 

Readings:

Chapter 7, Mostly Harmless

Chapter 24, Hansen's book 

Cameron and Trivedi (Microeconomics using STATA), Chapter 7  

Abadie, Angrist and Imbens paper, 2002 Econometrica    

 Additional Materials