## Empirical Methods for Applied Analysis

Barcelona GSE, Fall 2010

MSc International Trade, Fincance, and Development

### Latest Updates:

- Final Exam: Formulas and Tables
- Solution to application 7 (corrected decision model in b): Stata do file

### General Information:

### Causal Effects and the Logic of Randomized Experiments:

- Slides Causal Effects and Experiments: 4up, 1up
- Application 1: question, data. Due: Oct 6, 16:00 in office 20.145.
- Solution to application 1: Stata do file, additional data
- The Economist, Aug 13 2009, Eonomics focus: Cause and defect
- Joshua Angrist and Jorn-Steffen Pischke (2010), The Credibility Revolution in Empirical Economics: How Better Research Design is Taking the Con out of Econometrics, Journal of Economic Perspectives 24(2).
- Writing Group for the Women's Health Initiative Investigators (2002), Risks and Benefits of Estrogen Plus Progestin in Healthy Postmenopausal Women: Principal Results From the Women's Health Initiative Randomized Controlled Trial, Journal of the American Medical Association, 288:321-333.
- The Wyeth ghostwriting case: New York Times, Aug 4, 2009, PLoS

### Linear Regression:

- Handout Linear Regression: 2up, 1up, 2up matrix-free, 1up matrix-free
- Slides Asymptotic Theory: 4up, 1up, 4up matrix-free, 1up matrix-free
- Handout Function Form in the Linear Model: 2up, 1up, 2up matrix-free, 1up matrix-free
- Handout Heteroskedasticity in the Linear Model: 2up, 1up, 2up matrix-free, 1up matrix-free
- Application 2: question, data. Due: Oct 15, 18:00 in office 20.145.
- Solution to application 2: Stata do file
- Application 3: question, data. Due: Oct 22, 18:00 in office 20.145.
- Solution to application 3: Stata do file
- Application 4: question. Due: Oct 29, 18:00 in office 20.145.
- Solution to application 4: Stata do file

### Instrumental Variables:

- Handout Instrumental Variables: 2up, 1up, 2up matrix-free, 1up matrix-free
- Slides Simultaneous Equation Models: 4up, 1up, 4up matrix-free, 1up matrix-free
- Instrumental Variables are hot: Economist 1/8/2004
- Instrumental Variables are not obvious to everyone: New York Times, Economix Blog, May 22, 2009
- Application 5: Questions, data
- Solution to application 5: Stata do file
- Victor Chernozhukov and Christian Hansen (2008), The reduced form: A simple approach to inference with weak instruments, Economics Letters, 100, 68-71.

### Panel Data

- Handout Panel Data: 2up, 1up, 2up matrix-free, 1up matrix-free
- Application 6: Questions, data. Due Wed Nov 24, 2pm.
- Solution to application 6: Stata do file

### Binary Response Models

- Slides Maximum Likelihood: 4up, 1up, 4up matrix-free, 1up matrix-free
- Handout Binary Response: 2up, 1up, 2up matrix-free, 1up matrix-free
- Application 7: Questions, data
- Solution to application 7: Stata do file