Readings

1. Introductory Econometrics (Appendix B) - Wooldridge (2000) - South-Western College Publishing

2. A Course in Econometrics (Chapters 1–7) - Goldberger (1991) - Harvard University Press

3. Probability and Statistics (Chapters 1–5) - DeGroot (1986) - Addison-Wesley

4. "Are Targeted Wage Subsidies Harmful? Evidence from a Wage Voucher Experiment" - Burtless (1985) - Industrial and Labor Relations Review - Vol. 39

5. Lecture Note 1: Probability and Distribution

Readings

Lecture Note 2: Expectation and Moments

Readings

1. Introductory Econometrics (Appendix C) - Wooldridge (2000) - South-Western College Publishing

2. A Course in Econometrics (Chapters 8–10) - Goldberger (1991) - Harvard University Press

3. Probability and Statistics (Chapters 6–8) - DeGroot (1986) - Addison-Wesley

4. "Bonuses to Workers and Employers to Reduce Unemployment: Randomized Trials in Illinois" - Woodbury & Spiegelman (1987) - American Economic Review - Vol. 77 (4)

5. Lecture Note 3: Sampling Distributions and Inference

Readings

1. Lecture Note 4: Approximate [Asymptotic] Distribution of the Sample Mean

Readings

1. Lecture Note 5: Confidence Intervals

Readings

1. Introductory Econometrics (Chapters 1–5) - Wooldridge (2000) - South-Western College Publishing

2. A Course in Econometrics (Chapters 13–16) - Goldberger (1991) - Harvard University Press

3. Lecture Note 6: Bivariate Regression

Readings

1. Lecture Notes 7 & 8: Sampling Distribution of Regression Estimates

Readings

1. Lecture Note 9: Residuals, Fitted Values, and Goodness of Fit

Readings

1. Lecture Note 9: Residuals, Fitted Values, and Goodness of Fit

Readings

1. Introductory Econometrics (Chapters 6–7 & 19) - Wooldridge (2000) - South-Western College Publishing

2. A Course in Econometrics (Chapters 17–24) - Goldberger (1991) - Harvard University Press

3. "How Computers Have Changed the Wage Structure: Evidence from Micro Data" - Krueger (1993) - Quarterly Journal of Economics - Vol. 108 (1)

4. "The Returns to Computer Use Revisited: Have Pencils Changed the Wage Structure Too?" - DiNardo & Pischke (1997) - Quarterly Journal of Economics - Vol. 112 (1)

5. "Estimating the Payoff to Attending a More Selective College: An Application of Selection on Observables and Unobservables" - Krueger & Dale (2002) - Quarterly Journal of Economics - Vol. 117

6. Myth and Measurement: The New Economics of the Minimum Wage (Chapters 1–4) - Card & Krueger (1995) - Princeton University Press

7. Lecture Note 10: Introduction to Multivariate Regression

8. Lecture Note 11: Multivariate Regression (cont.)

9. Lecture Note 12a: Using Multivariate Regression

10. Lecture Note 12b: Regression Analysis of "Natural Experiments" - The Minimum Wage Controversy

Readings

1. Introductory Econometrics (Chapters 8 & 12) - Wooldridge (2000) - South-Western College Publishing

2. A Course in Econometrics (Chapters 27–28) - Goldberger (1991) - Harvard University Press

3. "When the Minimum Wage Really Bites: The Effect of the US-Level Minimum on Puerto Rico" - Freeman & Castillo-Freeman (1992) - in Borjas & Freeman (eds.) Immigration and the Work Force - University of Chicago Press

4. "Testing for Imperfect Competition at the Fulton Fish Market" - Graddy (1995) - RAND Journal of Economics - Vol. 26 (1)

5. Lecture Note 13a: Heteroscedasticity, Linear Probability Models

Readings

1. Lecture Note 13b: Serial Correlation

Readings

1. Introductory Econometrics (Chapter 15) - Wooldridge (2000) - South-Western College Publishing

2. A Course in Econometrics (Chapter 31) - Goldberger (1991) - Harvard University Press

3. "Lifetime Earnings and the Vietnam Era Draft Lottery: Evidence from Social Security Administrative Records" - Angrist (1990) - American Economic Review - Vol. 80 (3)

4. "Does Compulsory School Attendance Affect Schooling and Earnings?" - Angrist & Krueger (1991) - Quarterly Journal of Economics - Vol. 106 (4)

5. "Children and Their Parents' Labour Supply: Evidence from Exogenous Variation in Family Size" - Angrist & Evans (1998) - American Economic Review - Vol. 88

6. Lecture Note 14: Instrumental Variables for Omitted-Variables Problems

Readings

1. "Estimates of the Economic Returns to Schooling from a New Sample of Twins" - Ashenfelter & Krueger (1994) - American Economic Review - Vol. 84 (5)

2. Lecture Note 14b: IV and Measurement Error

Readings

1. "Using Maimonides' Rule to Estimate the Effects of Class Size on Scholastic Achievement" - Angrist & Lavy (1999) - Quarterly Journal of Economics - Vol. 114 (2)

2. Lecture Note 14c: Regression-Discontinuity

Readings

1. Introductory Econometrics (Chapter 16) - Wooldridge (2000) - South-Western College Publishing

2. A Course in Econometrics (Chapters 32–34) - Goldberger (1991) - Harvard University Press

3. Lecture Note 15: Simultaneous Equations Models - Motivation and Identification

Readings

1. "The Interpretation of Instrumental Variables Estimators in Simultaneous Equations Models with an Application to the Demand for Fish" - Angrist, Imbens & Graddy (2000) - Review of Economic Studies - Vol. 67 (3)

2. Lecture Note 16: Simultaneous Equations Models - Estimation