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1-2 |
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Review of Probability and Distribution |
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- Probability and Distribution
- Expectation and Moments
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- Wooldridge, J. M. Introductory Econometrics. Appendices A and B.
- Goldberger, A. S. A Course in Econometrics. Chap. 1-7.
- DeGroot, M. H., and M. J. Schervish. Probability and Statistics. Chap. 1-5.
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Review Problem Set (PDF) |
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3-5 |
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Review of Statistical Inference (Point and Interval Estimation; Hypothesis Testing) |
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- Sampling Distributions and Inference
- Approximate [Asymptotic] Distribution of the Sample Mean
- Confidence Intervals
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- Wooldridge. Appendix C.
- Goldberger. Chap. 8-10.
- DeGroot. Chap. 6-8.
- Woodbury, S. A., and R. Spiegelman. "Bonuses to Workers and Employers to Reduce Unemployment: Randomized Trials in Illinois."
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Problem Set 1 (PDF) |
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6-11 |
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Regression I -- Why and How? |
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- Bivariate Regression
- Sampling Distribution of Regression Estimates
- Residuals, Fitted Values, and Goodness of Fit
- Introduction to Multivariate Regression
- Multivariate Regression (cont.)
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- Wooldridge. Chap. 1-5.
- Goldberger. Chap. 13-16.
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Problem Set 2 (PDF)
Problem Set 3 (PDF)
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12a-12b |
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Regression II -- Using Multiple Regression |
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- Using Multivariate Regression
- Regression analysis of "Natural Experiments" -- the minimum wage controversy
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- Wooldridge. Chap. 6-7 and 19.
- Goldberger. Chap. 17-24.
- Krueger, A. "How Computers Have Changed the Wage Structure: Evidence from Micro Data."
- DiNardo, J., and J. S. Pischke. "The Returns to Computer Use Revisited: Have Pencils Changed the Wage Structure Too?"
- Krueger, A. and S. B. Dale. "Estimating the Payoff to Attending a More Selective College: An Application of Selection on Observables and Unobservables."
- Card, D., and A. Krueger. Myth and Measurement: The New Economics of the Minimum Wage. Select chapters.
See also the article below.
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Problem Set 4 (PDF) |
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13a-13b |
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Inference Problems -- Autocorrelation and Heteroscedasticity |
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- Heteroscedasticity, Linear Probability Models
- Serial Correlation
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- Wooldridge. Chap. 8 and 12.
- Goldberger. Chap. 27-28.
- Freeman, R., and A. Castillo-Freeman. "When the Minimum Wage Really Bites: The Effect of the US-Level Minimum on Puerto Rico."
- Graddy, K. "Testing for Imperfect Competition at the Fulton Fish Market."
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Problem Set 5 (PDF) |
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14a-14b |
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Instrumental Variables |
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- Instrumental Variables for Omitted-Variables Problems
- IV and Measurement Error
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- Wooldridge. Chap. 15.
- Goldberger. Chap. 31.
- Angrist, J. "Lifetime Earnings and the Vietnam Era Draft Lottery: Evidence from Social Security Administrative Records."
- Angrist, J., and W. E. Evans. "Children and Their Parents' Labor Supply: Evidence from
Exogenous Variation in Family Size."
- Angrist, J., and A. Krueger. "Does Compulsory School Attendance Affect Schooling and Earnings?"
- Ashenfelter, O., and A. Krueger. "Estimates of the Economic Returns to Schooling from a New Sample of Twins."
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Problem Set 6 (PDF) |
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15-16 |
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Simultaneous-Equation Models |
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- Simultaneous Equations Models -- Motivation and Identification
- Simultaneous Equations Models -- Estimation
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- Wooldridge. Chap. 16.
- Goldberger. Chap. 32-34.
- Angrist, J., G. Imbens, and K. Graddy. "The Interpretation of Instrumental Variables Estimators in Simultaneous Equations Models with an Application to the Demand for Fish."
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