Topics

  • Regression Discontinuity Designs
    Literature: Imbens and Lemieux (2008)

  • Robust Inference
    Literature: Cameron, Gelbach, and Miller (2011)

  • Testing for Systematically Missing Values
    Literature: Little (1988)

  • Instrumental Variables
    Literature: Davidson and MacKinnon (2004) Ch. 8

  • Difference-in-Differences Estimations
    Literature: Bertrand, Duflo, and Mullainathan (2004), Cerulli (2015) Ch. 3.4

  • Multiple Testing
    Literature: F. Bretz (2010), Lehmann and Romano (2006) Ch. 9

  • Panel Data Analysis
    Literature: Hsiao (2014), Greene (2003), and Baltagi (2008), Wooldridge (2010)

  • Nonparametric Regression
    Literature: Li and Racine (2007), Fan and Gijbels (1996), and Wand and Jones (1994)

  • Functional Data Analysis
    Literature: Kokoszka and Reimherr (2017)

  • Bootstrap and Resampling Methods
    Literature: Davison and Hinkley (1997)

  • Statistical Learning with Sparsity (Lasso and Generalizations)
    Literature: Hastie, Tibshirani, and Wainwright (2015)

  • Generalized Methods of Moments
    Literature: Hayashi (2000), Wooldridge (2010)

  • Methods in Causal Inference
    Literature: Huber (2019), Cunningham (2020)

References

Baltagi, B. 2008. Econometric Analysis of Panel Data. John Wiley & Sons.
Bertrand, Marianne, Esther Duflo, and Sendhil Mullainathan. 2004. “How Much Should We Trust Differences-in-Differences Estimates?” The Quarterly Journal of Economics 119 (1): 249–75.
Cameron, A. Colin, Jonah B. Gelbach, and Douglas L. Miller. 2011. “Robust Inference with Multiway Clustering.” Journal of Business & Economic Statistics 29 (2): 238–49.
Cerulli, Giovanni. 2015. Econometric Evaluation of Socio-Economic Programs. Advanced Studies in Theoretical and Applied Econometrics Series. Springer.
Cunningham, Scott. 2020. Causal Inference: The Mixtape. Yale University Press. https://mixtape.scunning.com/.
Davidson, Russell, and James G MacKinnon. 2004. Econometric Theory and Methods. Oxford University Press New York.
Davison, Anthony Christopher, and David Victor Hinkley. 1997. Bootstrap Methods and Their Application. 1. Cambridge university press.
F. Bretz, P. Westfall, T. Hothorn. 2010. Multiple Comparisons Using r. Chapman; Hall/CRC.
Fan, J., and I. Gijbels. 1996. Local Polynomial Modelling and Its Applications. 1. ed. Vol. 66. Monographs on Statistics and Applied Probability. Chapman & Hall/CRC.
Greene, W. H. 2003. Econometric Analysis. Pearson.
Hastie, T., R. Tibshirani, and M. Wainwright. 2015. Statistical Learning with Sparsity: The Lasso and Generalizations. CRC press.
Hayashi, Fumio. 2000. Econometrics. Princeton Univ. Press.
Hsiao, C. 2014. Analysis of Panel Data. Cambridge university press.
Huber, Martin. 2019. “An Introduction to Flexible Methods for Policy Evaluation.” arXiv Preprint arXiv:1910.00641.
Imbens, Guido W, and Thomas Lemieux. 2008. “Regression Discontinuity Designs: A Guide to Practice.” Journal of Econometrics 142 (2): 615–35.
Kokoszka, Piotr, and Matthew Reimherr. 2017. Introduction to Functional Data Analysis. Chapman; Hall/CRC.
Lehmann, Erich L, and Joseph P Romano. 2006. Testing Statistical Hypotheses. Springer.
Li, Q., and J. S. Racine. 2007. Nonparametric Econometrics: Theory and Practice. Princeton University Press.
Little, Roderick J. A. 1988. “A Test of Missing Completely at Random for Multivariate Data with Missing Values.” Journal of the American Statistical Association 83 (404): 1198–1202.
Wand, M. P., and M. C. Jones. 1994. Kernel Smoothing. Vol. 60. Chapman & Hall/CRC.
Wooldridge, Jeffrey M. 2010. Econometric Analysis of Cross Section and Panel Data. MIT press.