Warwick Q-Step Masterclass: Applied Methods with Historical Data
Date and time
Location
Online event
Warwick Q-Step Masterclass: Applied Methods with Historical Data
About this event
The Warwick Q-Step Centre is delighted to host this Masterclass on Applied Methods with Historical Data, delivered by Dr Gunes Gokmen - Assistent Professor at the Department of Economics, Lund University.
This Masterclass is aimed primarily at postgraduate students in the social sciences and humanities. Final year undergraduate students, interested in learning enhancement opportunities, are also invited to attend.
Aim
The goal of this Masterclass is to familiarise 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.
Content
1. Linear Models - Causality Issues
2. 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
Materials
Textbooks and materials
Angrist, 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 materials
Cameron, 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.
