Temple University

Department of Economics

Economics 8190

Special Topics: Econometrics

 

Syllabus

 

 

Week

Topic

Lecturer

Readings Homework

9/2

Introduction

Buck

   

9/9

Chapters 1 -- 5 of Wooldredge

Buck

   

9/16

Systems of Equations

Buck

   

9/23

Systems of Equations

Buck

   

9/30

Propensity Scores and Matching

Buck

   

10/7

Current Research: Using Propensity Scores and Matching

Leeds

  1. Training Programs - Lalonde - motivation
  2. Propensity Score - Dehejia & Wahba - controversy
  3. Go for the Gold - an example

Problem Set 1

Data JTrain2

Data Description

10/14

Application: Classroom Exercises in Propensity Scores and Matching.  Bring your PC.

Buck

   

10/21

Theory: Fixed Effects, Random Effects, and Differences in Differences

Buck

 

Problem Set 2

Data wagepan.raw

Description of wage panel

Data murder.raw

Description of murder data

10/28

Current Research: Using FE, RE and Diff in Diff

Ritter

   

11/4

Theory and Examples: Quantile Regression

Buck

Koenker-Hallock

QR Powerpoint

QR mcd

Morra Hearn Buck

JASA 1999

Gas Prices

Quantile_hwk_prg

QR Example

Homework

Hwk Dummies

 

11/11

Current Research: Quantiles

Leeds/Kowaleski

Background: Matching and Turnover

Quantiles and the Glass Ceiling

 

 

11/18

Theory: Regression Discontinuity Chapter 6 of Harmless

 

Buck

Research Methods Knowledge Base Essay  

11/23

Heckman Correction for Truncation, Greene, 6th edition, Chapter 24

 

Treatment effects and Quantile Regression, mostly Harmless, Chapter 7.2

 

 

Buck

Quantile Treatment Effects  

12/2

Current Research: Regression Discontinuity

Stull and Densch

 

Problem Set 3

Ancillary Readings:

Divide and Koenker

Divide and Koenker Redux

Appendix A to the Prob Set

Inequality: Tutorial One and Two

Data Set for Phuzics