SyllabusV2-Microeconometria - Identificacion y Causalidad en Modelos Empiricos

FacultaddeCienciasEconmicas
UniversidadNacionalMayordeSanMarcos
Microeconometra:IdentificacinyCausalidadenModelosEmpricos
1. Profesor: StanislaoMaldonado,PhD(c) UniversidaddeCalifornia,Berkeley. Email:smaldonadoz@berkeley.edu 2. Asistentededocencia TaniaLozano MetisGaia Email:tlozano@metisgaia.com 3. Objetivogeneralydescripcinbsicadelcurso. El objetivo general del curso es contribuir a la formacin de investigadores mediante el entrenamiento en el uso intensivo de mtodos microeconomtricos modernos. En ese sentido, este curso es esencialmente metodolgico y pondr especial nfasis en el diseo de investigacin y el uso de la microeconometra como herramienta para testear hiptesis econmicas de inters ms que en la discusindelaspropiedadestericasdeestimadores.Enesadireccin,losparticipantesdelcursosern entrenados en el uso de mtodos avanzados para la identificacin de efectos causales, aprendern como implementarlos mediante el uso de software especializado como STATA y R, y aprendern como relacionarlosconeldiseodeunainvestigacinespecifica. 4. Duracinyhorario. El curso se dictar los das sbados. El horario de clases ser de 3:00 pm a 6:00 pm. Las sesiones prcticassedictarande6:00a7:00pm. 5. Ubicacin. Elauladeclasesesla215,enel2dopisodelPabellndeCienciasEconmicasdelaUNMSM. 6. Pblicoobjetivo. El curso est dirigido prioritariamente a estudiantes de ltimo ao que hayan completado los cursos de lasecuenciadeeconometrayseencuentrentrabajandoensusproyectosdetesis. 7. Librosdetexto. Loslibrosdetextosugeridossonlossiguientes: Textosintroductorios: Stock,JamesyMarkWatson(2007),IntroductiontoEconometrics.Pearson/AddisonWesley.(SW) Scott Long, J. (1997), Regression Models for Categorical and Limited Dependent Variables. Sage Publications.(SL) Wooldridge,Jeffrey(2009),IntroductoryEconometrics:AModernApproach.CengageLearning.(JWI)
ltimaRevisin:17deSeptiembredel2011
Textosavanzados: Cameron,A.ColinyPravinTrivedi(2005),Microeconometrics.CambridgeUniversityPress.(CT) Wooldridge, Jeffrey (2010), Econometric Analysis of Crosssection and Panel Data. 2nd Edition. MIT Press.(JWII) Lee, MyoungJae (2005), MicroEconometrics for Policy, Program, and Treatment Effects. Oxford UniversityPress.(ML) Rosenbaum,Paul(2002),ObservationalStudies.SecondEdition.Springer.(PR1) Rosenbaum,Paul(2010),TheDesignofObservationalStudies.Springer.(PR2) Pagan, Adrian and Aman Ullah (1999), Nonparametric Econometrics. Cambridge University Press. (PU) Otrostextosrelevantes: Angrist, Joshua and JornSteffen Pischke (2009), Mostly Harmless Econometrics: An Empiricists Companion.PrincetonUniversityPress.(AP) Morgan, Stephen and Christopher Winship (2007), Counterfactuals and Causal Inference: Methods andPrinciplesforSocialResearch.CambridgeUniversityPress.(MW) Shadish, William; Thomas Cook and Donald Campbell (2002), Experimental and QuasiExperimental DesignsforGeneralizedCausalInference.HoughtonMifflinCompany.(SCC) Pearl,Judea(2000),Causality:Models,Reasoning,andInference.CambridgeUniversityPress.(JP) Deaton, Angus (1997), The Analysis of Household Surveys: A Microeconomic Approach to DevelopmentPolicy.TheWorldBankPublications.(DT) Cochran,William(1983),PlanningandAnalysisofObservationalStudies.NewYork:Wiley. Freedman, David (2010), Statistical Models and Causal Inference: A Dialogue with the Social Sciences.DavidCollier,JasjeetS.Sekhon,andPhilipB.Stark,Editors.CambridgeUniversityPress. Otraslecturasrelevantes: Angrist, Joshua and Alan Krueger (1999), Empirical Strategies in Labor Economics, Handbook of LaborEconomics,Vol.3.ElsevierScience. Dinardo, John and David S. Lee (2010), Program Evaluation and Research Designs, Handbook of LaborEconomics,Vol.4A.ElsevierScience. Reiss, Peter and Frank Wolak (2007), Structural Econometric Modelling: Rationales and Examples fromIndustrialOrganization.HandbookofEconometrics,Volume6A.ElservierScience. Ravallion,Martin(2008),EvaluatingAntipovertyPrograms.HandbookofDevelopmentEconomics, Volume4.ElservierScience. Heckman, James and Edward Vytlacil (2007a), Econometric Evaluation of Social Programs, Part I: Causal Models, Structural Models and Econometric Policy Evaluation. Handbook of Econometrics, Vol6B.ElservierScience. Heckman, James and Edward Vytlacil (2007b), Econometric Evaluation of Social Programs, Part II: UsingtheMarginalTreatmentEffecttoorganizealternativeEconometricMethodstoevaluateSocial Programs and to Forecast their effects in New Environments. Handbook of Econometrics, Vol 6B. ElservierScience.
Abbring, Jaap and James Heckman (2007), Econometric Evaluation of Social Programs, Part III: Distributional Treatment Effects, Dynamic Treatment Effects, Dynamic Discrete Choice and General EquilibriumPolicyEvaluation.HandbookofEconometrics,Vol6B.ElservierScience. Imbens, Guido and Jeffrey Wooldridge (2009), Recent Developments in the Econometrics of ProgramEvaluation.JournalofEconomicLiterature,March2009.
Textosparasesionesempricas: Baum,Cristopher(2006),AnIntroductiontoModernEconometricsusingSTATA.STATAPress. Baum,Cristopher(2009),AnIntroductiontoPrograminginSTATA.STATAPress. Cameron,A.ColinandPravinTrivedi(2009),MicroeconometricsusingSTATA.STATAPress. Kleiber,ChristianandAchimZeileis(2010),AppliedEconometricswithR.Springer. Sheater,Simon(2009),AModernApproachtoRegressionwithR.Springer. Muenchen,Robert(2010),RforSTATAusers.Springer. 8. Programa Sesin1:Introduccinalacausalidadeneconometra Sumilla: Introduccin alcurso.Introduccinaldiseodeinvestigacin. Enfoquescausaleseneconoma.Modelos estructuralesversusmodelosdeenfoquespotenciales.Epistemologa.Ejemplos. Bibliografabsica: Holland, P. W. (1986), Statistics and Causal Inference, Journal of the American Statistical Association,81,945970. Cox, D. R. (1992), Causality: Some Statistical Aspects, Journal of the Royal Statistical Society, 155 (2),pp.291301. Rubin,DonaldB.(1974),Estimatingcausaleffectsoftreatmentsinrandomizedandnonrandomized studies,JournalofEducationalPsychology,66(5),pp.688701. Haavelmo,Trygve(1944),TheProbabilityApproachinEconometrics,Econometrica,12,1115. Heckman, James (2000), Causal Parameters and Policy Analysis in Economics: A Twentieth Century Perspective,QuarterlyJournalofEconomics,115,4597. Cochran, William G. (1965), The Planning of Observational Studies of Human Populations, Journal oftheRoyalStatisticalSociety.SeriesA(general),128(2),pp.234255. Goldberger, A. (1972), Structural Equations Methods in the Social Sciences, Econometrica, 40 (6) (November),pp.9791002. Leamer,Edward(1983),LetstaketheConoutofEconometrics,AmericanEconomicReview,73(1), 3143. Freedman, David (1991), Statistical Models and the Shoe Leather, Sociological Methodology, 21, 291313. MW,Chapter2.
FacultaddeCienciasEconmicas CT,Chapter2. PR,Chapter1.
Bibliografiacomplementaria: Heckman,James(2005),AScientificModelofCausality,SociologicalMethodology,35,1150. Hoover, Kevin (2006), Causality in Economics and Econometrics. Paper prepared for the New PalgraveDictionaryofEconomics. Holmes, Thomas (2010), Structural, Experimentalist and Descriptive Approaches to Empirical Work inRegionalEconomics,JournalofRegionalScience,50(1),522. Heckman, James J. and Edward Vytlacil (2005), Structural Equations, Treatment Effects, and EconometricPolicyEvaluation,Econometrica,73(3),pp.669738. Pearl, Judea (2009), Causal inference in statistics: an overview. Statistics Surveys, Vol. 3, pp. 96 146. Pearl, Judea (2010), An Introduction to Causal inference, The International Journal of Biostatistics, Vol.6,Article7. Imai, Kosuke, Gary King, and Elizabeth Stuart (2008), "Misunderstandings among Experimentalists and Observationalists about Causal Inference," Journal of the Royal Statistical Society, Series A 171, part2,pp.481502. JP,Chapter5. HeckmanandVytlacil(2007). ReissandWolak(2007). DinardoandLee(2010). Sesin2:Diseosexperimentales Sumilla: Experimentos en economa. Experimentos y el enfoque de resultados potenciales. Problemas con experimentos. Inferencia de aleatorizacin. Uso de regresiones con datos experimentales. Uso de datos experimentalesparaevaluarmtodosnoexperimentales. Bibliografabsica: Neyman, Jerzy (1923/1990), On the Application of Probability Theory to Agricultural Experiments. EssayonPrinciples.Section9,StatisticalScience,5(4),465472. Rubin, Donald (1990), Comment: Neyman (1923) and Causal Inference in Experiments and ObservationalStudies,StatisticalScience,5(4),472480. Rosenbaum, Paul (2002), Covariance Adjustment in Randomized Experiments and Observational Studies(withdiscussion),StatisticalScience,17,286327. Bowers,JakeandCostasPanagopoulos(2011),Fishersrandomizationmodeofstatisticalinference, thenandnow,Mimeo,UniversityofIllinoisatUrbanaChampaign. Rubin,Donald(1990),Formalmodesofstatisticalinferenceforcausaleffects,JournalofStatistical PlanningandInference,25,279292.
Bibliografiasuplementaria: LaLonde, Robert (1986), Evaluating the Econometric Evaluations of Training Programs with ExperimentalData,AmericanEconomicReview,76,604620. McKenzie, David, J.Gibson, and S.Stillman (2010), "How important is selection? Experimental versus nonexperimental gains from migration", Journal of the European Economic Association, 8(4), 913 945. Heckman, James, H.Ichimura, J.Smith and P.Todd (1998), "Characterizing Selection Bias Using ExperimentalData",Econometrica,66,10171098. Heckman, James (1995), Assessing the Case for Social Experiments, Journal of Economic Perspectives,9,85110. Banerjee,AbhijitandEstherDuflo(2009),TheExperimentalApproachtoDevelopmentEconomics, AnnualReviewofEconomics,1,151178. Levitt, Steven and John List (2009), Field experiments in economics: the past, the present and the future,EuropeanEconomicReview,53,118. Cartwright, Nancy (2010), What are randomized controlled trial good for?. Philosophical Studies, 147,5970. Bruhn, Miriam and David McKenzie (2009), In Pursuit of Balance: Randomization in Practice in DevelopmentFieldExperiments."AmericanEconomicJournal:AppliedEconomics,1,200232. SSC,Chapter1. Sesin3y4:Revisindeeconometrabsica,seleccinsobreobservablesymtodosderegresin Sumilla: Revisin de MCO. Propiedades de estimadores MCO. Propiedades de muestra pequea. Introduccin a la teora de muestras grandes. Consistencia y eficiencia asinttica. Problemas con MCO. Funcin de
Burtless, Gary (1995), The Case for Randomized Field Trials in Economic and Policy Research, JournalofEconomicPerspectives,9(2),pp.6384. Heckman, James J. (1992), Randomization and Social Policy Evaluation, in Evaluating Welfare and TrainingPrograms,CharlesManskiandI.Garfinkel(eds.).Cambridge,HarvardUniversityPress. Duflo, Esther; Rachel Glannester and Micheal Kremer (2008), Using Randomization in Economic DevelopmentResearch:AToolkit,HandbookofDevelopmentEconomics,Vol.4,ElservierScience. Freedman, David (2008), On Regression Adjustment to Experimental Data. Advances in Applied Mathematics,40,180193. Freedman, David (2006), Statistical Models for Causation. What inferential leverage do they provide?EvaluationReview,30,691713. Cochran(1983),chapters1and7. SW,Chapter13. AP,Chapter2y3.13.2. MW,Chapter5.
expectativas condicionadas y regresin como herramienta estadstica. Diseos de seleccin sobre observables. Bibliografabsica: JWII,chapter4. SW,chapters4y5. CT,Sections4.14.4. DT,Chapter2. MW,Chapter5. Sesin5y6:Econometranoparamtricaymtodosdeemparejamiento(matching) Sumilla: Introduccinalaeconometranoparamtrica.Estimacindedensidades.Sesgoyvarianza.Introduccin a los mtodos de emparejamiento. Mtodos basados en el propensity score. Matching gentico. Coarsenedexactmatching.Otrosmtodosdeemparejamiento. Bibliografabsica: AP,Chapter3.13.2. MW,Chapter4. PU,Chapter2and3. Rubin(2006),chapters35,811and14. Imbens, Guido (2004), Nonparametric Estimation of Average Treatment Effects Under Exogeneity: AReview,ReviewofEconomicsandStatistics,86,429. Heckman, James J., Hidehiko Ichimura, and Petra Todd (1998), Matching as an econometric evaluationestimator,ReviewofEconomicStudies,65(2),pp.261294. Stuart, Elizabeth (2010), Matching Methods for Causal Inference: A Review and a Look Forward. StatisticalScience,25,121. Abadie, Alberto and Guido Imbens (2010), BiasCorrected Matching Estimators for Average TreatmentEffects.JournalofBusinessandEconomicStatistics,Forthcoming. Abadie, Alberto and Guido Imbens (2006), Large Sample Properties of Matching Estimators for AverageTreatmentEffects,Econometrica,74(1),pp.235267. Dehejia, Rajeev and Sadek Whaba (2002), Propensity ScoreMatching Methods for NonExperimentalCausalStudies.TheReviewofEconomicsandStatistics,84,151161. Diamond, Alexis and Jasjeet Sekhon (2010), Genetic Matching for Estimating Causal Effects: A General Multivariate Matching Method for Achieving Balance in Observational Studies. Mimeo, DepartmentofPoliticalScience,UCBerkeley. Iacus, Stefano; Gary King and Giuseppe Porro (2011), Causal Inference without Balance Checking: CoarsenedExactMatching.ForthcominginPoliticalAnalysis. Imbens, Guido (2000), The Role of the Propensity Score in Estimating DoseResponse Functions, Biometrika,87(3),pp.706710.
Bibliografiasuplementaria: Dehejia,RajeevandSadekWahba(1999),CausalEffectsinNonExperimentalStudies:Reevaluating theEvaluationofTrainingPrograms,JournaloftheAmericanStatisticalAssociation,94,10531062. Smith, Jeffrey A. and Petra E. Todd (2001), Reconciling Conflicting Evidence on the Performance of Propensity Score Matching Methods, American Economic Review Papers and Proceedings, 91 (2) pp.112118. Smith, Jeffrey and Petra Todd (2005), Does Matching Overcome LaLondes Critique of Non experimentalMethods?JournalofEconometrics,125,305353. Arceneaux, Kevin; A. S. Gerber and D. P. Green (2006), Comparing Experimental and Matching MethodsUsingaLargeScaleVoterMobilizationExperiment,PoliticalAnalysis,14,3762. Caliendo, Marco and Sabine Kopeining (2008), Some practical guidance for the implementation of propensityscorematching,JournalofEconomicSurveys,22(1),pp.3172. Sesin7:Variablesinstrumentales Sumilla: Introduccin a las variables instrumentales. Problemas con instrumentos dbiles. Efectos heterogneos detratamiento.Estimadorlocaldeefectospromediosdeltratamiento(LATE). Bibliografabsica: JWII,Chapter5. AP,Chapter4. MW,Chapter7. Angrist, Joshua and Alan Krueger (2001), Instrumental Variables and the Search for Identification: From Supply and Demand to Natural Experiments, Journal of Economic Perspectives, 15(4), pp.69 87. Angrist, Joshua; Guido Imbens and Donald Rubin (1996), Identification of Causal Effects Using InstrumentalVariables,JournaloftheAmericanStatisticalAssociation,91,444455. Imbens, Guido W. and Joshua Angrist (1994), Identification and Estimation of Local Average TreatmentEffects,Econometrica,62,467475. Heckman, James (1997), Instrumental Variables: A Study of Implicit Behavioral Assumptions in One WidelyUsedEstimator,JournalofHumanResources,32,441462. Angrist, Joshua and Guido Imbens (1995), TwoStage Least Squares Estimation of Average Causal EffectsinModelswithVariableTreatmentIntensity,JournaloftheAmericanStatisticalAssociation, 90,430,pp.431442. Bound, J., D. Jaeger, and R. Baker (1995), Problems with Instrumental Variables Estimation when the Correlation between the Instruments and the Endogenous Explanatory Variables is Weak, JournaloftheAmericanStatisticalAssociation,90,443450. Hahn, J., and J. Hausman (2003), Weak Instruments: Diagnosis and Cures in Empirical Econometrics,AmericanEconomicReviewPapersandProceedings,93(2),pp.118125.
Stock, J. and M. Yogo (2005), "Testing for Weak Instruments," Chapter 5, in Identification and InferenceforEconometricModels:EssaysinHonorofThomasRothenberg,Andrews,D.W.K.andJ.H. Stock(editors).CambridgeUniversityPress.
Bibliografasuplementaria: Angrist, Joshua and Alan Krueger (1991), Does Compulsory School attendance affect Schooling and Earnings?,QuarterlyJournalofEconomics,106(4),pp.9791014. Angrist, Joshua (2004), Treatment Effect Heterogeneity in Theory and Practice, Economic Journal, 114,C52C83. Staiger, Douglass and James Stock (1997), Instrumental Variables Regression with Weak Instruments,Econometrica,65(3),pp.557586. Murray, Michael (2010), "The Bad, the Weak, and the Ugly: Avoiding the Pitfalls of Instrumental VariablesEstimation,"Mimeo,BatesCollege. Rosenzweig, Mark and Kenneth Wolpin (2000). Natural "Natural Experiments" in Economics. JournalofEconomicLiterature,38,827874. Card, David (1993), Using geographic variation in college proximity to estimate the return to schooling.WorkingPaper4483,NationalBureauofEconomicResearch. Sesin8:Mtodosderegresindiscontinua Sumilla: Introduccin a los mtodos de regresin discontinua. Regresiones discontinuas paramtricas y no paramtricas. Bibliografabsica: CT,Section25.6 AP,Chapter6. DiNardoandLee(2010). Hahn,J.,P.Todd,andW.vanderKlaauw(2001).EstimationofTreatmentEffectswithaRegression DiscontinuityDesign,Econometrica,69,201209. Imbens,GuidoandThomasLemieux(2008).RegressionDiscontinuityDesigns:AGuidetoPractice, JournalofEconometrics,142,615635. Lee, David and Thomas Lemieux (2010), Regression Discontinuity Design in Economics, Journal of EconomicLiterature,48(2),pp.281355. Van der Klaauw, Wilbert (2008), "Regression Discontinuity Analysis: A Survey of Recent DevelopmentsinEconomics,"Labour,22(2),pp.219245. Lee, David and David Card (2008), Regression Discontinuity Inference with Specification Error, JournalofEconometrics,142(2),655674. Bibliografasuplementaria: Lee, David (2008), Randomized Experiments from NonRandom Selection in U.S. House Elections, JournalofEconometrics,142,pp.675697.
McCrary, Justin (2008), Manipulation of the Running Variable in the Regression Discontinuity Design:ADensityTest,JournalofEconometrics,142(2),pp.698714. Imbens, Guido and Karthik Kalyanaraman (2009), Optimal Bandwidth Choice for the Regression DiscontinuityEstimator,WorkingPaper14726,NationalBureauofEconomicResearch. Cook, Thomas and Vivian Wong (2009), Empirical Test for the Validity of the Regression DiscontinuityDesign,Mimeo,NorthwesternUniversity. Green, Donald; T. Leong, H. Kern, A. Gerber and C. Larimer (2009), Testing the Accuracy of the RegressionDiscontinuityAnalysisusingExperimentalBenchmarks,PoliticalAnalysis,17,400417.
Sesin9:Regresionescuantilicasyefectoscausales Sumilla: Introduccin a las regresiones cuantilicas. Efectos de tratamiento por cuantiles bajo exogeneidad. Regresoresendgenosysolucionesdevariablesinstrumentales. Bibliografabsica: Abadie, A., J. Angrist, and G. Imbens (2002), Instrumental Variables Estimates of the Effect of SubsidizedTrainingontheQuantilesofTraineeEarnings,Econometrica,70,91117. Koenker,Roger,andG.Bassett(1978),RegressionQuantiles,Econometrica,46,3350. Koenker, Roger and Hallock, Kevin F (2001), Quantile regression. The Journal of Economic Perspectives,15,143156. Firpo, Sergio (2007), Efficient Semiparametric Estimation of Quantile Treatment Effects, Econometrica,75,259276. Chernozhukov, Victor and Christian Hansen (2005), An IV model of quantile treatment effects, Econometrica,73,245261. Sesin10y11:Mtodosdediferenciasendiferencias,modelosdeefectosfijosycontrolessintticos Sumilla: Introduccinalosmtodosdeseleccinsobrenoobservables.Experimentosnaturales.Introduccina los datos de panel. Efectos fijos y efectos aleatorios. Introduccin a paneles dinmicos. Mtodos de diferenciasendiferencias.Controlessintticos.Extensiones:matchingydiferenciasendiferencias. Bibliografabsica: AP,Chapter5. CT,Chapter21. JW,Chapter10. Meyer, Bruce (1995), Natural and QuasiNatural Experiments in Economics, Journal of Business andEconomicStatistics,13,151161. Athey, Susan and Guido Imbens (2006), Identification and Inference in Nonlinear DifferenceIn DifferencesModels,Econometrica,74,pp.431497.
Abadie, Alberto (2005), Semiparametric difference in difference estimators, Review of Economic Studies,72,119. Abadie, Alberto; Alexis Diamond and Jens Hainmueller (2011), Synthetic Control Methods for ComparativeCaseStudies:EstimatingtheEffectofCalifornia'sTobaccoControlProgram.Journalof AmericanStatisticalAssociation,105,493505.
Bibliografiasuplementaria: ML,Sections4.54.6. Rosenzweig, Mark and Kenneth Wolpin (2000), Natural "Natural Experiments" in Economics. JournalofEconomicLiterature,38,827874. Donald, S. G. and K. Lang (2007), Inference with DifferenceinDifferences and Other Panel Data, ReviewofEconomicsandStatistics,89,pp.221233. McKinnish, T. (2000), Model Sensitivity in Panel Data Analysis: Some Caveats About the InterpretationofFixedEffectsandDifferencesEstimators,Mimeo,UniversityofColorado. Sesin12y13:Modelosdevariabledependientelimitada Sumilla: Revisin de aproximaciones estndar a los modelos de variable dependiente limitada. Implicaciones causales.Probit,logits.Censuraytruncamiento. Bibliografabsica: Angrist,Joshua(2001),EstimationofLimitedDependentVariableModelswithDummyEndogenous Regressors: Simple Strategies for Empirical Practice, Journal of Business and Economics Statistics, 19,216. Horowitz,JoelandN.E.Savin(2001),BinaryResponseModels:Probit,LogitsandSemiparametrics, JournalofEconomicPerspectives,15,4356. AP,Section3.4.2. JWII,Chapter15. SL,Chapters3,7and8. Sesin14:Erroresestndar,clusteringybootstrap Sumilla: Correccindeloserroresestndar.Cluster.Mtodosdebootstrap. Bibliografabsica: AP,Chapter8. CT,Chapter24. Wooldridge,Jeffrey(2003),ClusterSample MethodsinApplied Econometrics,AmericanEconomic Review,93,133139.
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Moulton, B.R. (1990), An Illustration of a Pitfall in Estimating the Effects of Aggregate Variables on MicroUnits,ReviewofEconomicsandStatistics,72,33438. Cameron, Colin and Douglass Miller (2010), Robust Inference with Clustered Data, forthcoming in theHandbookofEmpiricalEconomicsandFinance. Cameron,Colin;JonahB.Gelbach,andDouglasL.Miller(2008),Bootstrapbasedimprovementsfor inferencewithclusterederrors.ReviewofEconomicsandStatistics,90,414427. Bertrand, Marianne; Esther Duflo and Sendhil Mullainathan (2004), How Much Should We Trust DifferencesinDifferencesEstimates?QuarterlyJournalofEconomics,119,249275. Deaton, Angus (1997), The Analysis of Household Surveys: A Microeconomic Approach to DevelopmentPolicy.WorldBankPublications.Chapter1and2.
Sesin15:Controversiasrecientes Sumilla: Resultados potenciales versus modelos estructurales. Criticas estructuralistas a aproximaciones de formareducida. Bibliografabsica: Keane, Micheal (2010), Structural vs atheoretic Approaches to Econometrics. Journal of Econometrics,156,320. Deaton, Angus (2009), Instruments of Development: Randomization in the Tropics, and the Search fortheElusiveKeystoEconomicDevelopment.NBERWorkingPaper14690. Heckman, James and Sergio Urzua (2010). Comparing IV With Structural Models: What Simple IV CanandCannotIdentify.JournalofEconometrics,156,2737. Imbens,Guido(2010),BetterLATEThanNothing:SomeCommentsonDeaton(2009)andHeckman andUrzua(2009).JournalofEconomicLiterature,48,399423. Angrist, Joshua D. and JrnSteffen Pischke (2010), The Credibility Revolution in Empirical Economics:HowBetterResearchDesignisTakingtheConoutofEconometrics,JournalofEconomic Perspectives,Vol.24,No.2,pp.330. Heckman,JamesJ.(2010),Buildingbridgesbetweenstructuralandprogramevaluationapproaches toevaluatingpolicy,JournalofEconomicLiterature,Vol.48,No.2,pp.356398. Keane, Michael P. (2010), A Structural Perspective on the Experimentalist School, Journal of EconomicPerspectives,Vol.24,No.2,pp.4758. Leamer, Edward E. (2010), Tantalus on the road to Asymptopia, Journal of Economic Perspectives, Vol.24,No.2,pp.3146. 9. Sesionesprcticas. Lassesionesprcticasincluirnladiscusindeaspectostericoscomplementariosyeltrabajocondatos empricos en STATA y R. Los contenidos se definirn en funcin al progreso mostrado por los participantesenclase.
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Adicionalmente, cada estudiante deber presentar un artculo durante las sesiones prcticas. Dichos artculos contienen aplicaciones de los mtodos cubiertos en clase. Estos podrn ser elegidos del siguientelistado. Diseosexperimentales Schultz, T. Paul (2004). School Subsidies for the Poor: Evaluating the Mexican Progresa Poverty Program.JournalofDevelopmentEconomics.June,199250. Olken, Ben (2007). Monitoring Corruption: Evidence from a Field Experiment in Indonesia. Journal ofPoliticalEconomy,115,200249. Chattopadhyay, Raghabendra and Esther Duflo (2004). Women as Policy Makers: Evidence from a RandomizedPolicyExperimentinIndia.Econometrica,72,14091443. Gerber, Alan S., and Donald P. Green (2000). The Effects of Canvassing, Direct Mail, and Telephone ContactonVoterTurnout:AFieldExperiment.AmericanPoliticalScienceReview,94,65363. Miguel, Edward and Micheal Kremer (2004). Worms: Identifying Impacts on Education and Health inthePresenceofTreatmentExternalities,Econometrica,72,159217. Seleccinsobreobservables,regresinymatching Krueger, Alan (1993). How Computers Have Changed the Wage Structure: Evidence from Microdata,19841989QuarterlyJournalofEconomics,108,3360. DiNardo, John E and Pischke, JornSteffen (1997). "The Returns to Computer Use Revisited: Have PencilsChangedtheWageStructureToo?"TheQuarterlyJournalofEconomics,112,291303. Jalan,JyotsnaandMartinRavallion(2003).DoesPipedWaterReduceDiarrheaforChildreninRural India?.JournalofEconometrics.January,153173. Gilligan,MichaelJ.andErnestJ.Sergenti(2008)"DoUNInterventionsCausePeace?UsingMatching toImproveCausalInference",QuarterlyJournalofPoliticalScience,3,89122. Persson, Torsten and Tabellini, Guido (2007). The Growth Effect of Democracy: Is It Heterogenous andHowCanitBeEstimated?.NBERWorkingPaper14723. Almond, Douglass; Kenneth Chay and David Lee (2005). The Cost of Low Birth Weight, Quaterly JournalofEconomics,120,10311083. Variablesinstrumentalesyregresionesdiscontinuas Angrist, Joshua (1990). "Lifetime Earnings and the Vietnam Era Draft Lottery: Evidence from Social SecurityAdministrativeRecords,"AmericanEconomicReview,80,313336. Miguel, Edward; S. Satyanath and E. Sergenti (2004). Economic Shocks and Civil Conflict: An InstrumentalVariablesApproach,JournalofPoliticalEconomy,112,725753. Acemoglu, Daron, Simon Johnson and James Robinson (2001). The Colonial Origins of Comparative Development:AnEmpiricalInvestigation,AmericanEconomicReview,91,13691401. Chay, Kenneth and Michael Greenstone (2005). Does Air Quality Matter? Evidence from the HousingMarket,JournalofPoliticalEconomy,133,376424. Manacorda, Marco, Edward Miguel, and Andrea Vigorito (2011). "Government Transfers and PoliticalSupport."AmericanEconomicJournal:AppliedEconomics,3(3):128.
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Angrist, Joshua and Victor Lavy (1999). Using Maimonides' Rule to Estimate the Effect of Class Size onScholasticAchievement,QuarterlyJournalofEconomics,114,533575. Lee, David; Enrico Moretti and Matthew Butler (2004). "Do Voters Affect or Elect Policies? Evidence fromtheU.S.House",QuarterlyJournalofEconomics,119,807859. Dell, Melissa (2010). The Persistent Effects of Peru's Mining Mita, Econometrica, 78 (6), 1863 1903. PetterssonLidbom, Per and Bjrn Tyrefors (2008). The Policy Consequences of Direct versus RepresentativeDemocracy:ARegressionDiscontinuityApproach,Mimeo. Angrist, Joshua D. and Alan B. Krueger (1991). Does compulsory school attendance affects schoolingandearnings?QuarterlyJournalofEconomics,106,9791014. Duflo,EstherandRohiniPande(2007).Dams.QuarterlyJournalofEconomics,May,601646.
Diferenciasendiferenciasyexperimentosnaturales Card, D. and A. Krueger (1994). Minimum Wages and Employment: A Case Study of the Fast Food Industry,AmericanEconomicReview,84,772793. Galiani, Sebastian, Gertler, Paul J. and Schargrodsky, Ernesto (2005). Water for Life: The Impact of the Privatization of Water Services on Child Mortality. Journal of Political Economy, 113, pp. 83 120. Levitt, Steven (1994). "Using Repeat Challengers to Estimate the Effect of Campaign Spending on ElectionOutcomesintheU.S.House."JournalofPoliticalEconomy,102,77798. Di Tella, Rafael, and Ernesto Schargrodsky (2004). "Do Police Reduce Crime? Estimates Using the AllocationofPoliceForcesafteraTerroristAttack."AmericanEconomicReview,94,115133. Di Tella, Rafael, Sebastian Galliani, and Ernesto Schargrodsky (2007). The Formation of Beliefs: EvidencefromtheAllocationofLandTitlestoSquatters.QuarterlyJournalofEconomics,122,209 41. 10. Materiales. Los materiales del curso sern distribuidos a travs de correo electrnico a los alumnos matriculados y enlasiguientepginaweb: http://are.berkeley.edu/~stanislao/microeconometricsUNMSM.html 11. Evaluacin. Elnfasisdelcursoeseneldiseodeinvestigacinemprica.Portalrazn,50%delanotafinaldelcurso consistirenunapropuestadeinvestigacin.El50%restanteserdivididoentrabajosprcticosconuso dedatos(40%)ylapresentacindeunartculoacadmicoconaplicacionesdelastcnicasdiscutidasen clasedurantelassesionesprcticas. Estudiantes libres son bienvenidos en clase. El nico requisito para ello ser la presentacin de un artculoenlassesionesprcticas.
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