Friday, December 28, 2012

Resources for microeconometrics

This post will be updated throughout the year. Suggestions welcome. Mainly aimed at people working with micro-econometric techniques at graduate level in this research group.

Textbooks:

Baltagi: Econometric Analysis of Panel Data

Cameron and Trivedi: Microeconometrics 

Cameron and Trivedi: Microeconometrics using STATA

Greene: Econometrics

Jones et al: Applied Health Economics

Verbeek: A Guide to Modern Econometrics 

Wooldridge: Econometric Analysis of Cross-Section and Panel Data 

Useful papers/talks/books/links:

Angrist and Pischke: Mostly Harmless Econometrics 

This is a nice summary of the different terms used in psychology and economics to describe the same variables.

Blundell and Costas-Dias: Alternative Approaches to Evaluation in Empirical Microeconomics

Chris Dougherty's LSE page on his course is one of the best resources for revising econometrics on the web

Deaton: "Instruments of development: Randomization in the tropics, and the search for the elusive keys to economic development"

Heckman Nobel Lecture &  McFadden Nobel Lecture 

Journal of Economic Perspectives Symposium on Taking the Con out of Econometrics

NBER course from 2007 by Imbens and Wooldrige on Micro-econometrics 

William Greene's publication page has many useful links

Two Chicago Booth Professors advice on how economists should write code

Software and Guides:

STATA

Mark McGovern: Practical Introduction to STATA 

Princeton STATA help page 

R

STATA website UCLA 

Some links for R from this blog 

EdX Platform has regularly updated list of online courses, some of which are relevant

UNC STATA Tutorials

Data:

National Longitudinal Survey of Youth 

General Social Survey 

3 comments:

Enda Hargaden said...

Some suggestions for data:

National Longitudinal Survey of Youth - http://www.bls.gov/nls/

General Social Survey - http://www3.norc.org/gss+website/

UK Data Archive - http://www.data-archive.ac.uk/

National Center for Education Statistics - http://nces.ed.gov/

Liam Delaney said...

Cheers Enda - added those.

Liam Delaney said...

thinking about which general surveys of microeconometric literatures to ad.