ECON 626: Empirical Microeconomics, University of Maryland, Fall 2019

Instructors: Pamela Jakiela [Email | Webpage] ; Owen Ozier [Email | Webpage]
TA: Ming Fang [Email]
Syllabus: ECON-626 2019 Syllabus (pdf)
TA office hours: Every Wednesday, 10:30AM-12:30PM, 3115A Tydings
Stata Review: Contact the TA
Other exam review: TBD
Midterm Friday Oct 18th, IN CLASS
Final Friday Dec 6th, IN CLASS


Lecture 1 - Fri Aug 30 Rubin Causal Model, Experimental Ideal
Lecture 1 Slides [printable handout format] [presentation format]
Random variable review sheet
Lecture 2 - Fri Sep 6 Regression, Data Generating Processes
Lecture 2 Slides [printable handout format] [presentation format]
L2 Activity 1 Questions (Attenuation Bias) [STATA suggested answers]
L2 Activity 2 Questions (Probit vs OLS) [STATA suggested answers]
Lecture 3 - Fri Sep 13 Difference-in-Differences
Lecture 3 Slides [printable handout format] [presentation format]
L3 Activity 1 Questions (Diff-in-diff basics) [STATA suggested answers]
L3 Activity 2 Questions (Trust diff-in-diff? [clustering]) [STATA suggested answers]
L3 Activity 3 Questions (Timing and weights) [STATA suggested answers]
L3 Activity 3 Supporting Files (zip)
Lecture 4 - Fri Sep 20 Instrumental Variables
Lecture 4 Slides [printable handout format] [presentation format]
L4 Activity 1 Questions (IV basics) [STATA suggested answers]
L4 Activity 2 Questions (Dinkelman electrification) [STATA suggested answers]
L4 Activities 1 and 2 Supporting Files (zip)
No class - Fri Sep 27
Lecture 5 - Fri Oct 4 Regression Discontinuity
Lecture 5 Slides [printable handout format] [presentation format]
Ozier JHR 2018 Slides
L5 Activity installation file L5 Activity data file ozier_jhr_small.dta
L5 Activity 1 Questions [STATA suggested answers]
Lecture 6 - Fri Oct 11 Selection on Observables
Lecture 6 Slides [printable handout format] [presentation format]
L6 Activity 1 Questions (Coefficient stability) [STATA suggested answers]
L6 Activity 2 Questions (Introduction to Lasso) [STATA suggested answers]
L6 Activity 3 Questions (Post-double-lasso) [STATA suggested answer Q5]
[STATA suggested answer Q6]
Midterm exam - Fri Oct 18
Lecture 7 - Fri Oct 25 Power and Clustering, Randomization in Practice
Lecture 7 Slides [printable handout format] [presentation format]
[Installation .do file]
L7 Activity 1 Questions (Simulation) [STATA suggested answers]
L7 Activity 2 Questions (Simulation) [STATA suggested answers]
L7 Activity 3 Questions (Simulation) [STATA suggested answers]
L7 Bonus Activity 4 (ICC)
Lecture 8 - Fri Nov 1 Randomization Inference, Wild Cluster Bootstrap
Lecture 8 Slides [printable handout format] [presentation format]
L8 Nonparametric Bootstrap Activity Questions [STATA pseudocode]
[Supporting data files] [STATA discrete answers] [STATA continuous answers]
Lecture 9 - Fri Nov 8 Multiple Hypothesis Testing
Lecture 9 Slides [printable handout format] [presentation format]
L9 Multiple Testing Activity
[Michael Anderson's program]
[STATA answers to activity 1]
[STATA answers to activity 2]
[STATA answers to activity 2 question 3]
Lecture 10 - Fri Nov 15 Attrition, Lee Bounds, Manski Bounds
Lecture 10 Slides [printable handout format] [presentation format]
L10 Bounding Activity
[Data file ECON626L10A1data.dta]
[STATA answers to A1 bounding by hand]
[STATA answers to A2 Lee bounds in Stata]
Lecture 11 - Fri Nov 22 Censoring, Maximum Likelihood, Discrete Choice, Stata and MATLAB
Lecture 11 Slides [presentation format]
L11 Maximum Likelihood Activity
[STATA answers to A1 tobit]
[STATA answers to A2 CRRA]
Thanksgiving - no class - Fri Nov 29
Final exam - Fri Dec 6

Problem sets (6)

Problem Set 1       Problem Set 1 questions      
Problem Set 2       Problem Set 2 questions      
Problem Set 3       Problem Set 3 questions
Problem Set 4       Problem Set 4 questions      
Problem Set 5       Problem Set 5 questions      
Supporting files for PS5 (zip)
Problem Set 6       Problem Set 6 questions      

Supplementary material

Ronald Fisher's 1935 Design of Experiments (1971 reprint), chapters 1 and 2   (discussed in Lecture 1)      
Supplementary "discussion" of instrumental variables (and economics graduate work more broadly)   (discussed in Lecture 4)      
Ozier (2015) paper on secondary schooling in Kenya   (discussed in Lecture 5)      
Evans (2013) "Regression Discontinuity Porn"   (relevant to Lecture 5)      
Evans and Popova (2016) "What Really Works to Improve Learning in Developing Countries?
An Analysis of Divergent Findings in Systematic Reviews"
  (relevant to Lecture 7)      
Cochrane Handbook   (relevant to Lecture 7)      
Blog post on statistical refinements to pre-analysis plans (Anderson and Magruder, Fafchamps and Labonne)   (relevant to Lecture 9)      
Jesse Shapiro on how to present applied micro work   (relevant more broadly)      
Example Excel spreadsheet for calculating q-values   (relevant to multiple hypothesis testing)