Labour Econometrics: Overview
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Overview
- : Transparency, Clarity, Replicability, Reproducibility
- [ Christensen and Miguel (2018, JEL)]
- Notebook showcase: [Krueger (1999, QJE)] on Project STAR.
- [Revision: Identification]
- advanced reading: [ Lewbel (2019, JEL)] “The Identification Zoo - Meanings of Identification in Econometrics”
- [Selection]
- Replication: Mroz (1987) “The Sensitivity of an Empirical Model of Married Women’s Hours of Work to Economic and Statistical Assumptions”
- [The RAND Health Insurance Experiment].
- useful statistical facts: [the normal distribution], [LSDV estimator]
- Replication: Ruhm (1996, JHE) “Alcohol policies and highway vehicle fatalities”
- [multiway FE modelling, AKM]
- [DiD]
- [elegant DID coding]
- Replication: [Card and Krueger (1994)] “Minimum Wages and Employment: A Case Study of the Fast-Food Industry in New Jersey and Pennsylvania”
- Replication: [Card (1992)] “Using regional variations in wages to measure the effects of the federal minimum wage”
- [Lissa and Liebman (1996] “Labour supply responses to the earned income tax credit” (EITC).
- [Robust Standard Errors and Clustering]
- [the art of making Sandwiches in practice] with replication of Peri (2012) and Krueger (1999).
- Replicating [Cameron et al. (2015, JHR)] “A Practitioner’s Guide to Cluster-Robust Inference”.
- If time permits: IVs
- On Bartik shift-share instruments: Replicating Autor et al. (2013, AER): China syndrome and Peri (2010).
Advanced (if time permits): Sorting in the Labour Market
aka Two-way Fixed Effects Modelling (AKM)
- Sorting in the Labour Market I: AKM
- [AKM: Identification and coding exercises]
- Sorting in the Labour Market II: Inequality in Germany (CHK and AKM)
- Sorting in the Labour Market III: Introduction to Search Theory (McCall, and Diamond’s paradox)
- : Dynamic Programming introductory slides: Backward induction (BI) and value function iterations (VFI).
- [McCall (in Julia)] Illustrating VFI in the McCall model.
- [Chetty (2008, R)] Illustrating BI in a modified McCall model with search effort.
- Sorting in the Labour Market IV: Identification of PAM in Structural Search and Matching Models
- [Shimer and Smith (2000, R)] Search and assortative matching: AKM using Shimer and Smith (2000).
Replication exercises
For replication studies, see The Replication Lab