Index

Author

Affiliation

Eduard Bukin

Institute of Agricultural Policy and Market Research. Faculty 09. Justus Liebig University Giessen.

mp223-2023-aem-R-public

Repository with the materials of the course MP223 - Applied Econometrics Methods in the Social Sciences for summer Semester 2023 at the JLU.

Course plan

This is an approximate course plan that is updated before each lecture with the slides and materials relevant for each lecture.

Week 1. April 12. Lecture: Introduction. Ceteris Paribus and Selection Bias.

Slides:

Exercises:

ex01-rct.zip - the R project with code and data
Supplementary recording on how to execute the analysis https://youtu.be/-ednrypEv4o.

Week 2. April. 19. MLR - Multiple Linear Regression (Lecture)

Slides: See Ilias.

Week 3. April. 26. MLR and where it comes from? Hedonic model. Practice with MLR.

Slides:

w03-mlr-part1 + pdf

Exercises + Recordings:

ex03-regression-part1.zip - the R project with code and data
ex.03.a Regression basics https://youtu.be/rUlpdHsXPRw
ex.03.b Wage and Education https://youtu.be/5zwYnnjnZXo
ex.03.c Hedonic regression https://youtu.be/-tIylFJUNX4

Week 4. May 3. MLR. Production function. Linear transformation. Assumptions validation.

Slides:

w04-mlr-part2 + pdf

Exercises:

ex04-regression-part2.zip - the R project with code and data
ex.04.b Complex production function https://youtu.be/DMxFupZSzTs

Week 5. May 10. Impact Evaluation: Counterfactual and DID (Lecture)

Slides: See Ilias.

Week 6. May 17. Interaction terms and DiD. R: DID.

Slides:

w06a-interactions + pdf
- Pre-recorded materials on interaction term https://youtu.be/2M4LRVGPgoI
w06b-DiD + pdf

Exercises:

ex06-did-and-interactions.zip - the R project with code and data
- ex.06.a Interaction terms https://youtu.be/GJLt36FAj48
- ex.06.b DiD https://youtu.be/QAI3-Rh1Sok
- ex.06.C DiD Card Krueger https://youtu.be/ogaVyGCO_6c

Week 7. May 24. OVB - Omitted Variable Bias (Lecture). OBV formula

Slides:

w07-OVB + pdf
- w07 OVB Lecture https://youtu.be/AM6fhMby0W4

Exercises:

ex07-ovb.zip - R project with code and data
- ex.07.a Wage, Education and ability https://youtu.be/x3g9z63xqFE
- ex.07.b Wage, union membership and education https://youtu.be/EJhmkJGLsBc

Week 8. May 31. FE - Fixed Effect / Panel Regression (Lecture)

Slides:

Exercises:

ex08-panel-regression.zip - R project with code and data

Week 9. June 7. R: FE practice

Week 10. June 14. IV - Instrumental Variable (Lecture) + R: IV

Slides:

w10a-IV + pdf
w10b-IV-examples + pdf

Exercises:

ex10-IV.zip - R project with code and data

Week 11. June 21. RDD - Regression Discontinuity (Lecture) + R: RDD

Slides:

w11-RDD + pdf

Week 12. June 28. Binary outcome variable (see Ilias)

Week 13. July 5. R: Binary outcome variable (see Ilias)

Week 14. July 12. (see Ilias / StudIP)

Week 15. July 19. Exam 1.

--- title: "Index" editor: source format: html editor_options: chunk_output_type: console --- # mp223-2023-aem-R-public Repository with the materials of the course MP223 - Applied Econometrics Methods in the Social Sciences for summer Semester 2023 at the JLU. ## Course plan This is an approximate course plan that is updated before each lecture with the slides and materials relevant for each lecture. ### Week 1. April 12. Lecture: Introduction. Ceteris Paribus and Selection Bias. Slides: - [w01a-introduction](slides/w01a-introduction.qmd) + [pdf](https://github.com/EBukin/mp223-2023-aem-R-public/raw/main/files/w01a-introduction.pdf) - [w01b-selection-bias](slides/w01b-selection-bias.qmd) + [pdf](https://github.com/EBukin/mp223-2023-aem-R-public/raw/main/files/w01b-selection-bias.pdf) - [w01c-r-rstudio-intro](slides/w01c-r-rstudio-intro.qmd) + [pdf](https://github.com/EBukin/mp223-2023-aem-R-public/raw/main/files/w01c-r-rstudio-intro.pdf) Exercises: - [ex01-rct.zip](https://github.com/EBukin/mp223-2023-aem-R-public/raw/main/exercises/ex01-rct.zip) - the R project with code and data - Supplementary recording on how to execute the analysis <https://youtu.be/-ednrypEv4o>. ### Week 2. April. 19. MLR - Multiple Linear Regression (Lecture) Slides: See Ilias. ### Week 3. April. 26. MLR and where it comes from? Hedonic model. Practice with MLR. Slides: - [w03-mlr-part1](slides/w03-mlr-part1.qmd) + [pdf](https://github.com/EBukin/mp223-2023-aem-R-public/raw/main/files/w03-mlr-part1.pdf) Exercises + Recordings: - [ex03-regression-part1.zip](https://github.com/EBukin/mp223-2023-aem-R-public/raw/main/exercises/ex03-regression-part1.zip) - the R project with code and data - ex.03.a Regression basics <https://youtu.be/rUlpdHsXPRw> - ex.03.b Wage and Education <https://youtu.be/5zwYnnjnZXo> - ex.03.c Hedonic regression <https://youtu.be/-tIylFJUNX4> ### Week 4. May 3. MLR. Production function. Linear transformation. Assumptions validation. Slides: - [w04-mlr-part2](slides/w04-mlr-part2.qmd) + [pdf](https://github.com/EBukin/mp223-2023-aem-R-public/raw/main/files/w04-mlr-part2.pdf) Exercises: - [ex04-regression-part2.zip](https://github.com/EBukin/mp223-2023-aem-R-public/raw/main/exercises/ex04-regression-part2.zip) - the R project with code and data - ex.04.b Complex production function <https://youtu.be/DMxFupZSzTs> ### Week 5. May 10. Impact Evaluation: Counterfactual and DID (Lecture) Slides: See Ilias. ### Week 6. May 17. Interaction terms and DiD. R: DID. Slides: - [w06a-interactions](slides/w06a-interactions.qmd) + [pdf](https://github.com/EBukin/mp223-2023-aem-R-public/raw/main/files/w06a-interactions.pdf) - Pre-recorded materials on interaction term <https://youtu.be/2M4LRVGPgoI> - [w06b-DiD](slides/w06b-DiD.qmd) + [pdf](https://github.com/EBukin/mp223-2023-aem-R-public/raw/main/files/w06b-did.pdf) Exercises: - [ex06-did-and-interactions.zip](https://github.com/EBukin/mp223-2023-aem-R-public/raw/main/exercises/ex06-did-and-interactions.zip) - the R project with code and data - ex.06.a Interaction terms <https://youtu.be/GJLt36FAj48> - ex.06.b DiD <https://youtu.be/QAI3-Rh1Sok> - ex.06.C DiD Card Krueger <https://youtu.be/ogaVyGCO_6c> ### Week 7. May 24. OVB - Omitted Variable Bias (Lecture). OBV formula Slides: - [w07-OVB](slides/w07-OVB.qmd) + [pdf](https://github.com/EBukin/mp223-2023-aem-R-public/raw/main/files/w07-OVB.pdf) - w07 OVB Lecture <https://youtu.be/AM6fhMby0W4> Exercises: - [ex07-ovb.zip](https://github.com/EBukin/mp223-2023-aem-R-public/raw/main/exercises/ex07-ovb.zip) - R project with code and data - ex.07.a Wage, Education and ability <https://youtu.be/x3g9z63xqFE> - ex.07.b Wage, union membership and education <https://youtu.be/EJhmkJGLsBc> ### Week 8. May 31. FE - Fixed Effect / Panel Regression (Lecture) Slides: - [w08a-panel-regression](slides/w08a-panel-regression.qmd) + [pdf](https://github.com/EBukin/mp223-2023-aem-R-public/raw/main/files/w08a-panel-regression.pdf) - [w08b-panel-regression-production-function.qmd](slides/w08b-panel-regression-production-function.qmd) + [pdf](https://github.com/EBukin/mp223-2023-aem-R-public/raw/main/files/w08b-panel-regression-production-function.pdf) Exercises: - [ex08-panel-regression.zip](https://github.com/EBukin/mp223-2023-aem-R-public/raw/main/exercises/ex08-panel-regression.zip) - R project with code and data ### Week 9. June 7. R: FE practice ### Week 10. June 14. IV - Instrumental Variable (Lecture) + R: IV Slides: - [w10a-IV](slides/w10a-IV.qmd) + [pdf](https://github.com/EBukin/mp223-2023-aem-R-public/raw/main/files/w10a-IV.pdf) - [w10b-IV-examples](slides/w10b-IV-examples.qmd) + [pdf](https://github.com/EBukin/mp223-2023-aem-R-public/raw/main/files/w10b-IV-examples.pdf) Exercises: - [ex10-IV.zip](https://github.com/EBukin/mp223-2023-aem-R-public/raw/main/exercises/ex10-IV.zip) - R project with code and data ### Week 11. June 21. RDD - Regression Discontinuity (Lecture) + R: RDD Slides: - [w11-RDD](slides/w11-RDD.qmd) + [pdf](https://github.com/EBukin/mp223-2023-aem-R-public/raw/main/files/w11-RDD.pdf) ### Week 12. June 28. Binary outcome variable (see Ilias) ### Week 13. July 5. R: Binary outcome variable (see Ilias) ### Week 14. July 12. (see Ilias / StudIP) ### Week 15. July 19. Exam 1.