Econometric analysis of cross section and panel data

Abstract:

The course will teach basic concepts in econometrics with a focus on the design-based approach. Such designs are sometimes called quasi-experimental and sometimes natural experiments. The course deals with cross sectional and panel data. The design stems from the type of data that the researcher has available, but the estimators will basically always be some form of regression estimator. For this reason, the first part of the course will deal with “what do regression estimators identify?” and in discussing valid inferences to the population under different sampling designs.

Book:

Wooldridge Jeffrey M., Econometric Analysis of Cross Section and Panel Data

Imbens Guido W. and Jeffrey M. Wooldridge (2009), Recent Developments in the Econometrics of Program Evaluation, Journal of Economic Literature 2009, 47:1, 5–86