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)

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

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.

Davidson, Russell, and James G MacKinnon. 2004. Econometric Theory and Methods. Oxford University Press New York.

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.

F. Bretz, P. Westfall, T. Hothorn. 2010. Multiple Comparisons Using R. Chapman; Hall/CRC.

Greene, W.H. 2003. Econometric Analysis. Pearson.

Hsiao, C. 2014. Analysis of Panel Data. Cambridge university press.

Imbens, Guido W, and Thomas Lemieux. 2008. “Regression Discontinuity Designs: A Guide to Practice.” Journal of Econometrics 142 (2): 615–35.

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.