Training and Events
Microeconometric Methods in Policy Evaluation (few places remaining)
Richard Blundell (organiser) and Jeffrey Wooldridge (speaker)
27/06/2012 - 28/06/2012
UCL Christopher Ingold Auditorium, 20 Gordon Street.
View in Google Maps (WC1H 0AJ)
Kylie Groves at firstname.lastname@example.org
This course will focus on the use of control function methods for policy analysis. The term "control function" will be used broadly, so that traditional endogeneity problems are covered along with the Chamberlain-Mundlak approach to correlated random effects panel data models. Panel data models with both endogeneity and unobserved heterogeneity will be covered.The special problems with discrete endogenous explanatory variables, and the limitations for the control function approach for nonlinear models with such variables, will be covered.Other topics include difference-in-differences estimation - both parametric and some nonparametric approaches - and the issues that arise with clustered data. We will also study methods of dealing with missing data, including imputation and probability weighting. Time permitting, approaches for handling unbalanced panels will be covered.
Intermediate (some prior knowledge)
Please see PEPA website http://www.ifs.org.uk/events/768
Website and registration