Matching, Regression Discontinuity, Difference in Differences, and Beyond PDF Download

Author: Myoung-jae Lee
Publisher: Oxford University Press
ISBN: 0190258756
Category : Business & Economics
Languages : en
Pages : 281

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Book Description
Myoung-jae Lee reviews the three most popular methods (and their extensions) in applied economics and other social sciences: matching, regression discontinuity, and difference in differences. This book introduces the underlying econometric and statistical ideas, shows what is identified and how the identified parameters are estimated, and illustrates how they are applied with real empirical examples. Lee emphasizes how to implement the three methods with data: data and programs are provided in a useful online appendix. All readers-theoretical econometricians/statisticians, applied economists/social-scientists and researchers/students-will find something useful in the book from different perspectives.

Author: Myoung-jae Lee
Publisher: Oxford University Press
ISBN: 0190258764
Category : Business & Economics
Languages : en
Pages : 281

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Book Description
Myoung-jae Lee reviews the three most popular methods (and their extensions) in applied economics and other social sciences: matching, regression discontinuity, and difference in differences. This book introduces the underlying econometric and statistical ideas, shows what is identified and how the identified parameters are estimated, and illustrates how they are applied with real empirical examples. Lee emphasizes how to implement the three methods with data: data and programs are provided in a useful online appendix. All readers-theoretical econometricians/statisticians, applied economists/social-scientists and researchers/students-will find something useful in the book from different perspectives.

Author: Neil R. Ericsson
Publisher:
ISBN: 9780198774044
Category : Business & Economics
Languages : en
Pages : 436

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Book Description
This book discusses the nature of exogeneity, a central concept in standard econometrics texts, and shows how to test for it through numerous substantive empirical examples from around the world, including the UK, Argentina, Denmark, Finland, and Norway. Part I defines terms and provides the necessary background; Part II contains applications to models of expenditure, money demand, inflation, wages and prices, and exchange rates; and Part III extends various tests of constancy and forecast accuracy, which are central to testing super exogeneity. About the Series Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.

Author: Myoung-jae Lee
Publisher: Oxford University Press, USA
ISBN: 0199267685
Category : Business & Economics
Languages : en
Pages : 263

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Book Description
In many disciplines of science it is vital to know the effect of a 'treatment' on a response variable of interest; the effect being known as the 'treatment effect'. Here, the treatment can be a drug, an education program or an economic policy, and the response variable can be an illness,academic achievement or GDP. Once the effect is found, it is possible to intervene to adjust the treatment and attain a desired level of the response variable.A basic way to measure the treatment effect is to compare two groups, one of which received the treatment and the other did not. If the two groups are homogenous in all aspects other than their treatment status, then the difference between their response outcomes is the desired treatment effect. Butif they differ in some aspects in addition to the treatment status, the difference in the response outcomes may be due to the combined influence of more than one factor. In non-experimental data where the treatment is not randomly assigned but self-selected, the subjects tend to differ in observedor unobserved characteristics. It is therefore imperative that the comparison be carried out with subjects similar in their characteristics. This book explains how this problem can be overcome so the attributable effect of the treatment can be found.This book brings to the fore recent advances in econometrics for treatment effects. The purpose of this book is to put together various economic treatments effect models in a coherent fashion, make it clear which can be parameters of interest, and show how they can be identified and estimated underweak assumptions. The emphasis throughout the book is on semi- and non-parametric estimation methods, but traditional parametric approaches are also discussed. This book is ideally suited to researchers and graduate students with a basic knowledge of econometrics.

Author: Paul J. Gertler
Publisher: World Bank Publications
ISBN: 1464807809
Category : Business & Economics
Languages : en
Pages : 444

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Book Description
The second edition of the Impact Evaluation in Practice handbook is a comprehensive and accessible introduction to impact evaluation for policy makers and development practitioners. First published in 2011, it has been used widely across the development and academic communities. The book incorporates real-world examples to present practical guidelines for designing and implementing impact evaluations. Readers will gain an understanding of impact evaluations and the best ways to use them to design evidence-based policies and programs. The updated version covers the newest techniques for evaluating programs and includes state-of-the-art implementation advice, as well as an expanded set of examples and case studies that draw on recent development challenges. It also includes new material on research ethics and partnerships to conduct impact evaluation. The handbook is divided into four sections: Part One discusses what to evaluate and why; Part Two presents the main impact evaluation methods; Part Three addresses how to manage impact evaluations; Part Four reviews impact evaluation sampling and data collection. Case studies illustrate different applications of impact evaluations. The book links to complementary instructional material available online, including an applied case as well as questions and answers. The updated second edition will be a valuable resource for the international development community, universities, and policy makers looking to build better evidence around what works in development.

Author: Myoung-Jae Lee
Publisher:
ISBN: 9781635190267
Category :
Languages : en
Pages :

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Book Description

Author: James Durbin
Publisher: OUP Oxford
ISBN: 0191627194
Category : Business & Economics
Languages : en
Pages : 369

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Book Description
This new edition updates Durbin & Koopman's important text on the state space approach to time series analysis. The distinguishing feature of state space time series models is that observations are regarded as made up of distinct components such as trend, seasonal, regression elements and disturbance terms, each of which is modelled separately. The techniques that emerge from this approach are very flexible and are capable of handling a much wider range of problems than the main analytical system currently in use for time series analysis, the Box-Jenkins ARIMA system. Additions to this second edition include the filtering of nonlinear and non-Gaussian series. Part I of the book obtains the mean and variance of the state, of a variable intended to measure the effect of an interaction and of regression coefficients, in terms of the observations. Part II extends the treatment to nonlinear and non-normal models. For these, analytical solutions are not available so methods are based on simulation.

Author: Halbert White
Publisher: Oxford University Press, USA
ISBN: 9780198296836
Category : Business & Economics
Languages : en
Pages : 512

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Book Description
A collection of essays in honour of Clive Granger. The chapters are by some of the world's leading econometricians, all of whom have collaborated with and/or studied with both) Clive Granger. Central themes of Granger's work are reflected in the book with attention to tests for unit roots and cointegration, tests of misspecification, forecasting models and forecast evaluation, non-linear and non-parametric econometric techniques, and overall, a careful blend of practical empirical work and strong theory. The book shows the scope of Granger's research and the range of the profession that has been influenced by his work.

Author: Scott Cunningham
Publisher: Yale University Press
ISBN: 0300255888
Category : Business & Economics
Languages : en
Pages : 585

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Book Description
An accessible, contemporary introduction to the methods for determining cause and effect in the Social Sciences “Causation versus correlation has been the basis of arguments—economic and otherwise—since the beginning of time. Causal Inference: The Mixtape uses legit real-world examples that I found genuinely thought-provoking. It’s rare that a book prompts readers to expand their outlook; this one did for me.”—Marvin Young (Young MC) Causal inference encompasses the tools that allow social scientists to determine what causes what. In a messy world, causal inference is what helps establish the causes and effects of the actions being studied—for example, the impact (or lack thereof) of increases in the minimum wage on employment, the effects of early childhood education on incarceration later in life, or the influence on economic growth of introducing malaria nets in developing regions. Scott Cunningham introduces students and practitioners to the methods necessary to arrive at meaningful answers to the questions of causation, using a range of modeling techniques and coding instructions for both the R and the Stata programming languages.

Author: Suresh Babu
Publisher: Academic Press
ISBN: 0128011505
Category : Law
Languages : en
Pages : 406

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Book Description
Nutrition Economics: Principles and Policy Applications establishes the core criteria for consideration as new policies and regulations are developed, including application-based principles that ensure practical, effective implementation of policy. From the economic contribution of nutrition on quality of life, to the costs of malnutrition on society from both an individual and governmental level, this book guides the reader through the factors that can determine the success or failure of a nutrition policy. Written by an expert in policy development, and incorporating an encompassing view of the factors that impact nutrition from an economic standpoint (and their resulting effects), this book is unique in its focus on guiding other professionals and those in advanced stages of study to important considerations for correct policy modeling and evaluation. As creating policy without a comprehensive understanding of the relevant contributing factors that lead to failure is not an option, this book provides a timely reference. - Connects the direct and indirect impacts of economic policy on nutritional status - Provides practical insights into the analysis of nutrition policies and programs that will produce meaningful results - Presents a hands-on approach on how to apply economic theory to the design of nutritional policies and programs