Program
Participants will have the opportunity to replicate published studies, learn the methods, and apply econometric techniques in STATA to conduct their own research. In this way, they will acquire a modern STATA background knowledge and apply it to their respective fields of interest.
Course Outline - Program
Sunday July 2 2023
Arrival of the participants and Welcome Reception at 19:00 at Anargyrios and Korgialenios School of Spetses Foundation – Spetses
(https://akss.gr/main/en/ )
Monday July 3 2023
09:30-11:00 Lecture 1 (Jeffrey M. Wooldridge)11:00-11:30 Coffee break
11:30-13:00 Lecture 2 (Jeffrey M. Wooldridge)
13:00 -14:30 Lunch
14:30—16:00 Lab Session 1
Tuesday July 4 2023
09:30-11:00 Lecture 3 (Jeffrey M. Wooldridge)11:00-11:30 Coffee break
11:30-13:00 Lecture 4 (Jeffrey M. Wooldridge)
13:00 -14:30 Lunch
14:30—16:00 Lab Session 2
Wednesday July 5 2023
09:30-11:00 Lecture 5 (Jeffrey M. Wooldridge)11:00-11:30 Coffee break
11:30-13:00 Lecture 6 (Jeffrey M. Wooldridge)
13:00 -14:30 Lunch
14:30—16:00 Lab Session 3
Thursday July 6 2023
09:30-11:00 Lecture 7 (Jeffrey M. Wooldridge)11:00-11:30 Coffee break
11:30-13:00 Lecture 8 (Jeffrey M. Wooldridge)
13:00 -14:30 Lunch
14:30—16:00 Lab Session 4
20:00 Farewell dinner
Friday July 7 2023
09:30-11:00 Lecture 9 (Jeffrey M. Wooldridge)11:00-11:30 Coffee break
11:30-13:00 Lecture 10 (Jeffrey M. Wooldridge)
13:00 -14:30 Lunch
14:30—16:00 Lab Session 5
16:00 – 17:00 Optional Poster Presentation of Participants (PhD candidates and young researchers)
Daily Content
Day 1
Potential outcomes and parameters of interest. Randomization. Unconfoundedness and overlap. Identification. Regression adjustment, inverse probability weighting, normalized weights. Covariate balancing propensity score estimation. Matching and doubly robust estimators. Improved efficiency under randomized controlled trials. Multiple treatments.
Day 2
Potential treatment status. Constant effect model. Compliers and defiers. One-sided non-compliance. Identification of LATE and LATT. Including covariates for LATE and LATT estimation. Control function methods. Regression discontinuity (if time permits).
Day 3
Two-period difference-in-differences; no anticipation and parallel trends; controlling for covariates via regression adjustment and propensity score methods. General common timing case and heterogeneous effects.
Day 4
Staggered interventions. Parameters of interest. Parallel trends. Shortcomings of the constant effect model. Regression-based methods. Two-period difference-in-differences; no anticipation and parallel trends; controlling for covariates via regression adjustment and propensity score methods. Repeated cross sections.
Day 5
Parallel trends in nonlinear models. Nonlinear DiD with two periods. Staggered interventions. Adding covariates. Binary, fractional, and nonnegative responses (count, corner). Imputation estimates. Pooled quasi-maximum likelihood estimation. Estimation with a canonical link function. Repeated cross sections.