Warwick Q-Step Masterclass: Applied Methods with Historical Data

Warwick Q-Step Team, University of Warwick, Coventry, CV4 7ALEmail:Q-step@warwick.ac.ukTelephone: 024 765 73511

Warwick Q-Step Centre

PLEASE DO NOT REGISTER FOR THIS EVENT IF YOU HAVE NO INTENTION OF ATTENDING.Although places are free to students, the Q-Step Centre incurs substantial costs for these events which cannot be refunded in the event that registered students do not turn up on the day. Please make every effort to inform us in advance of the event if you are unable to attend or you can cancel your place directly on Eventbrite.The Warwick Q-Step Centre is delighted to host this Masterclass on Applied Methods with Historical Data, delivered by <a href="https://sites.google.com/site/gunesgokmen" target="_blank" data-msys-clicktrack="0" rel="nofollow noopener noreferrer">Dr Gunes Gokmen</a> - Assistent Professor at the Department of Economics, Lund University.This Masterclass is aimed primarily at postgraduate students on our three Quantitative Social Science degrees. Final year Q-Step undergraduate students, interested in learning enhancement opportunities, are also invited to attend. Depending on numbers we may be able to open the event up to PG students in other relevant subject areas throughout the University.<h2>Aim</h2>The goal of this Masterclass is to familiarize students with a range of techniques used in applied empirical methods with historical data. The emphasis will be on practical issues that one faces while working with historical data and using various econometric techniques rather than theoretical underpinnings.By the end of the class participants should have some understanding of the econometric tools helpful for understanding empirical studies. For example, students should have some familiarity with what historical instruments are commonly used and how to apply them.<h2>Content</h2>1. Linear Models - Causality Issues2. Research Design. The Quest for Causality. Can We Trust the CIA (Conditional Independence Assumption)? Selection on Observables. [AP2009 Chapters 1, 2, 3], [CT2005 Chapters 2, 25]3. Instrumental Variables. [AP2009 Chapter 4], [CT2005 Chapters 4, 25], [W2002 Chapters 5, 18]4. Some examples from the literature<h2>Materials</h2>Textbooks and materialsAngrist, Josh and Pischke, Jörn-Steffen (2009). Mostly Harmless Econometrics, Princeton University Press. [AP2009]Cameron, Colin A. and Trivedi, Pravin K. (2005). Microeconometrics: Methods and Applications, Cambridge University Press. [CT2005]Wooldridge, Jeffrey (2002). Econometric Analysis of Cross Section and Panel Data, MIT Press. [W2002]Additional materialsCameron, Colin A. and Trivedi, Pravin K (2009). Microeconometrics Using Stata, Stata Press. [CT2009]Kennedy, P. (2001). A Guide to Econometrics. 4th Edition, MIT Press. [K2001]Lee, Myoung-Jae (2005). Micro-Econometrics for Policy, Program, and Treatment Effects, Oxford University Press. [L2005] PLEASE NOTE: This event is for Warwick University students only. There is no option to attend parts of the Masterclass, you must be able to attend for the whole day. <a href="https://warwick.ac.uk/fac/cross_fac/q-step/study/masterclasses/schedule2021/" target="_blank" data-msys-clicktrack="0" rel="nofollow noopener noreferrer">Further information about the Warwick Q-Step Masterclass Programme 2020/21 can be found on our website</a>.

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