ECON 383- ECONOMETRICS II

Claremont Graduate University

Fall2016
Instructor: Professor Serkan Ozbeklik
Office: BauerNorth 102
Phone: 909-601-0121
Office Hours: Monday 3pm-4.30pm, Thursday 9am-11am

Course description and goals:

The aim of this course is to expose students to the most frequently used econometric techniques for the
analysis ofcross-sectional and panel data, and for causal inference. It will cover regression analysis and
matching, instrumental variables estimation, differences-in-differences, regression discontinuity
designs,limited dependent variable models as well as commonly used panel data estimation methods.
Although the course will teach the basic econometric theory behind these techniques, the focus u'ill be
on their empirical applications. We will also discuss a number of papers that have used the techniques
outlined in class. Students are expected to read the assigrued papers. The familiarity rvith STATA is
required to complete some assignments and the replication exercise (see below).

Textbook and course readings:

Required:

6*Sr"t
L?'.ess,

Wooldridge , Econornetric Analysis of Cross-Sectional and PanelDala, Second Edition,

2010, ISBN- 1 3 : 978-0-262-23258-6.

MIT

Joshua Angrist and Jorn Steffen Pischke, Mostly Harmless Econometrics. An Empiricist's Companion,
Princeton University Press, 2009, ISBN-13: 97 8-9-691-12035-5.

Recommended

Colin Cameron and Pravin Trivedi, Microeconometrics Using STATA: Revised Edilion, Second Edition,
Stata Press, 2010, ISBN-i3: 978-1 597 180133.

Prerequisites:
ECON 382 or permission of the instructor.

Grading Scheme:
Biweekly problem sets - 25oA
Replication project - 25%
Cumulative Final Exam -35%
Research Proposal - 15%

Reading List

ECON 383

Treatment Effects, Randomized Control Trials and Basic Linear Regression Models
Wooldridge, Chapter 4, Chapter 21 (21.1and
21.2)

Angrist and Pischke, Chapters 2-3

ff

nane4ee, Abhijit, Esther Duflo, Rachel Glennerster, Cynthia Kinnan. 2015" The Miracle of
Microfinance? Evidence from a Randomized Evaluation." American Econornic Journal: Applied
Economics, 7 (I): 22-53.

xBettinger, Eric, Bridget Long, Philip Oreopoulos, and Lisa Sanbonmatsu. 2012. "Helping
Complete College Financial Aid Applications: Evidence from a Randomized Tnal ri'ith H&R
Block" Quarterly Journal of Ec onontic s, 127 (3) : 1205 -1242.
Card, David and Dean Hyslop. 2005. "E,stimating the Effects of a Time-Limited Eamings Subsidy
for Welfare-Leavers. " E c o no m e tr i c a, 7 3 (6): l1 23 -11 1 0.

Kling, Jeffry R., Jeffiy B.Liebman, and LawrenceKatz.2007. "Experimental Analysis of

Neighborhood Effects." Econometrica,

5(l):

B3-1 19.

*Krueger, Alan B. 1999. "Experimental Estimates of Education Production Functions," Quarterly

Journal of Economics, 114(2): 491 -532.
Suruey Article:

Levitt, Steven D. and John A. List. 2009. Field Experiments in Economics: The Past, the Present
and the Future." European Economic Reviev',53(1): 1-18.
Practical Guidelines .for

Res earchers

Duflo, Esther, Rachel Glesnnerster, and Michael Kremer. 2006. "Using Randomization in
Development Economics Research: A Toolkit" NBER Technical Working Paper No. 333.
List, John A.201,1. "Why Economists Should Conduct Field Experiments and 14 Tips for Pulling
One off." Journal of Economic Perspectives,25(3):3-16.

II.

Matching Estimators
Wooldridge Chapter

Algrist

2l

(21.3)

and Pischke, Chapter 3