{"id":82,"date":"2019-01-28T16:50:30","date_gmt":"2019-01-28T20:50:30","guid":{"rendered":"http:\/\/sites.nd.edu\/william-evans\/?page_id=82"},"modified":"2021-07-20T09:12:37","modified_gmt":"2021-07-20T13:12:37","slug":"electronic-links-to-readings","status":"publish","type":"page","link":"https:\/\/sites.nd.edu\/william-evans\/econometrics-ii-graduate-2\/electronic-links-to-readings\/","title":{"rendered":"Electronic Links to Readings"},"content":{"rendered":"

ELECTRONIC LINKS TO READING LIST<\/strong><\/p>\n

ECON 60303: Econometrics II (Graduate)<\/strong><\/p>\n

I. A Brief Review of Linear Models<\/strong><\/p>\n

Greene, Chapters 2-4<\/p>\n

Angrist\u00a0and\u00a0Pischke, Chapters 2-3<\/p>\n

Wooldridge, Chapters 2-4<\/p>\n

 <\/p>\n

 <\/p>\n

II. Panel Data:\u00a0 Fixed and Random Effect, Difference in Difference Models<\/strong><\/p>\n

Greene, Chapter 8 (The Generalized Regression Model)<\/p>\n

Greene, Chapter 9 (Models for Panel Data)<\/p>\n

Angrist\u00a0and\u00a0Pischke, Chapter 5<\/p>\n

Wooldridge, Chapter 7 (Generalized Least Squares) and Chapter10 (Panel Data)<\/p>\n

Hausman, J., “Specification Tests in Econometrics,”\u00a0Econometrica<\/em>, 46, 1978, pp. 69-85.\u00a0Article.<\/a><\/p>\n

Hausman, J., and W. Taylor, “Panel Data and Unobserved Individual Effects,”\u00a0Econometrica<\/em>, 49, 1981, pp. 1377-1398.\u00a0Article.<\/a><\/p>\n

Meyer, B., W.K.\u00a0Viscusi, and D. Durbin (1995), “Worker Compensation and Injury Duration: Evidence from a Natural Experiment,”\u00a0American Economic Review<\/em>, Vol. 85, 322-40.\u00a0\u00a0Article.<\/a><\/p>\n

Angrist, J. and A.B. Krueger, “Empirical Strategies in Labor Economics,”\u00a0Handbook in Labor Economics<\/em>, edited by\u00a0Orley\u00a0Ashenfelter\u00a0and David Card, 1999, 1277-1366.\u00a0Article<\/a><\/p>\n

Meyer, B., “Natural and Quasi-experiments in economics,”\u00a0Journal of Business and Economic Statistics,\u00a0<\/em>12, 1995, 151-161.\u00a0Article<\/a><\/p>\n

Cook, P., and G.\u00a0Tauchen, “The Effect of Liquor Taxes on Heavy Drinking,”\u00a0Bell Journal of Economics<\/em>, 13, 1982, 379-389.\u00a0Article<\/a><\/p>\n

J.H. Tyler, R.J. Murnane, and J.B. Willett, “Estimating the Labor Market Signaling Value of the GED.”\u00a0Quarterly Journal of Economics<\/em>, v115, n2 (May 2000): 431-68.\u00a0Article<\/a><\/p>\n

Heckman, J.J., and J.V Hotz, “Choosing among Alternative\u00a0Nonexperimental\u00a0Methods for Estimating the Impact of Social Programs: The Case of Manpower Training,”\u00a0Journal of the American Statistical Association<\/em>, 84, December 1989, 862-74.\u00a0Article<\/a><\/p>\n

Almond, D., K.\u00a0Chay, D. Lee, “The Costs of Low Birth Weight,”\u00a0Quarterly Journal of Economics,\u00a0<\/em>120, 2005, 1031-1084.\u00a0Article<\/a><\/p>\n

Card, David and\u00a0 Sullivan, Daniel G.\u00a0 “Measuring the Effect of Subsidized Training Programs on Movements in and out of Employment,”\u00a0Econometrica<\/em>\u00a0v56, n3 (May 1988): 497-530.\u00a0\u00a0Article<\/a><\/p>\n

Dranove, D., et al.\u00a0 “Is\u00a0More Information Better? The Effects of Report Cards on Health Care Providers,”\u00a0Journal<\/em>\u00a0of Political Economy,\u00a0<\/em>2003, 111(3), 555-588.\u00a0Article<\/a><\/p>\n

Linden, Leigh L. and Jonah\u00a0Rockoff. Estimates of the Impact of Crime Risk on Property Values from Megans Laws.”\u00a0American Economic Review<\/em>\u00a02008, 98(3): 1103-27.\u00a0Article<\/a><\/p>\n

William N. Evans and Diana\u00a0Stech, “Does Prenatal Care Improve Birth Outcomes? Evidence from the PAT Bus Strike,”\u00a0Journal of Econometrics,\u00a0<\/em>2005\u00a0<\/em>\u00a0Article.<\/a><\/p>\n

Card, D., and A.B. Krueger, “Minimum Wages and Employment: A Case Study of the Fast Food Industry in New Jersey and Pennsylvania,”\u00a0American Economic Review<\/em>, September 1994, 722-794.\u00a0Article.<\/a><\/p>\n

Geronimus, A., and S.\u00a0Korenman, “The Socioeconomic Consequences of Teen Childbearing Reconsidered,”\u00a0Quarterly Journal of Economics<\/em>, 1992, 1187-1213.\u00a0Article<\/a><\/p>\n

Acemoglu, D., J.\u00a0Angrist, “Consequences of Employment Protection?\u00a0\u00a0The Case of the American with Disabilities Act,”\u00a0Journal of Political Economy,\u00a0<\/em>109(5), 2001.\u00a0Article<\/a><\/p>\n

 <\/p>\n

 <\/p>\n

III. Correlated errors, Clustering and the “Moulton” Problem<\/strong><\/p>\n

Greene, Section 8.8<\/p>\n

Angrist\u00a0and\u00a0Pischke, Chapter 8<\/p>\n

Cornfeld, J., “Randomization by Group: A Formal Analysis,”\u00a0American Journal of Epidemiology,<\/em>\u00a0198(1978), 100-2.\u00a0Article<\/a><\/p>\n

Liang, K., and S.L.\u00a0Zeger, “Longitudinal Data Analysis Using Generalized Linear Models,”\u00a0Biometrika<\/em>,\u00a0<\/em>73(1986) 13-22.\u00a0\u00a0Article.<\/a><\/p>\n

Moulton, B.R, “An Illustration of a Pitfall in Estimating the Effects of Aggregate Variables on Micro Units,”\u00a0Review of Economics and Statistics,\u00a0<\/em>72 (May, 1990), pp. 334-338\u00a0,<\/em>Article.<\/a><\/p>\n

Moulton, B.R., Random Group Effects and the Precision of Regression Estimates,\u00a0Journal of Econometrics,\u00a0<\/em>32(1986), 385-97.\u00a0Article<\/a><\/p>\n

Kloeck, T., “OLS Estimation in a Model Where a\u00a0Microvariable\u00a0is Explained by Aggregates and Contemporaneous Disturbances,”\u00a0Econometrica<\/em>, 49 (1981), 205-207.\u00a0Article.<\/a><\/p>\n

Bertrand, M., E.\u00a0Duflo, and S.\u00a0Mullainathan, “How Much Should We Trust Difference in Difference Estimates,” Quarterly Journal of Economics, 119(1), 2004, 249-276.\u00a0Article<\/a><\/p>\n

Wooldridge, J., “Cluster Sample Methods in Applied Econometrics,”\u00a0American Economic Review Papers and Proceedings<\/em>\u00a02005 93(2): 133-138.\u00a0Article<\/a><\/p>\n

Cameron, A. Colin, Douglass Miller, and Jonah B. Gelbach, “Bootstrap-Based Improvements for Inference with Clustered Standard Errors,”\u00a0Review of Economics and Statistics,\u00a0<\/em>2008 90(3): 414-427.\u00a0Article<\/a><\/p>\n

 <\/p>\n

 <\/p>\n

IV. Instrumental Variable Models<\/strong><\/p>\n

Greene, Chapters 12 and 13 (IV and Systems of equations)<\/p>\n

Greene, Chapter 15 (Generalized Method of Moments)<\/p>\n

Angrist\u00a0and\u00a0Pischke, Chapter 4<\/p>\n

Wooldridge, Chapters 5 and 6.<\/p>\n

Permut, Thomas, and J. Richard\u00a0Hebel.\u00a0“Simultaneous-Equation Estimation in a Clinical Trial of the Effect of Smoking on Birth Weight”\u00a0Biometrics<\/em>, June 1989, 45: pp 619-622.\u00a0Article<\/a><\/p>\n

Sexton, Mary and J. Richard\u00a0Hebel.\u00a0“A Clinical Trial of Change in Maternal Smoking and Its Effect on Birth Weight”\u00a0JAMA<\/em>, February 17, 1984, 251(7): pp 911-915.\u00a0Article<\/a><\/p>\n

Krueger A.B., “Experimental Estimates of Education Production Functions,”\u00a0Quarterly Journal of Economics<\/em>\u00a0v114, n2 (May 1999): 497-532.\u00a0Article<\/a><\/p>\n

Angrist, J.D., G.W.\u00a0Imbens, and D.B. Rubin, “Identification of Causal Effects Using Instrumental Variables,”\u00a0Journal of the American Statistical Association<\/em>, 91, June 1996, 444-455.\u00a0Article<\/a><\/p>\n

Bound, J., D. A. Jaeger, and R.M. Baker, “Problems with Instrumental Variables Estimation When\u00a0The Correlation Between\u00a0the Instruments and The Endogenous Explanatory Variables is Weak,”\u00a0Journal of the American Statistical Association<\/em>, 90, June 1995, 443-50.\u00a0Article<\/a><\/p>\n

Stock JH, Wright JH,\u00a0Yogo\u00a0M, “A Survey of Weak Instruments and Weak Identification in Generalized Method of\u00a0Monents,” 20(4), 2002, 518-530.\u00a0Article<\/a><\/p>\n

Hausman, J., “Specification and Estimation of Simultaneous Equation Models,” in Z.\u00a0Griliches\u00a0and M.\u00a0Intriligator,\u00a0Handbook of Econometrics<\/em>, 1983.\u00a0Article<\/a><\/p>\n

Angrist, J.D., “Lifetime Earnings and the Vietnam Era Draft Lottery: Evidence from Social Security Administrative Records,”\u00a0American Economic Review<\/em>, 80, 1990, 313-336.\u00a0Article.<\/a><\/p>\n

Angrist, J.D., and A.B. Krueger, “Does Compulsory Schooling Affect Schooling and Earnings?”\u00a0Quarterly Journal of Economics<\/em>, 106, 1991, 979-1014.\u00a0Article.<\/a><\/p>\n

Angrist, J.D., and W.N. Evans, “Children and Their Parents’ Labor Supply: Evidence from Exogenous Variation in Family Size,”\u00a0American Economic Review<\/em>.\u00a0June 1998,\u00a0vol\u00a088, 450-477.\u00a0Article<\/a><\/p>\n

W.G Howell, et al., “Test Score Effects of School Vouchers in Dayton, Ohio, New York City and Washington, DC:\u00a0 Evidence from Randomized Field Trials,” August 2000.\u00a0\u00a0Article.<\/a><\/p>\n

Heckman, J., “Randomization as an Instrumental Variable,”\u00a0Review of Economics and Statistics<\/em>, 1996, 336-341.\u00a0Article<\/a><\/p>\n

 <\/p>\n

 <\/p>\n

V. Regression Discontinuity Design<\/strong><\/p>\n

Angrist\u00a0and\u00a0Pischke, Chapter 7<\/p>\n

Imbens\u00a0GW, Lemieux T, “Regression Discontinuity Design: A Guide to Practice,”\u00a0Journal of Econometrics<\/em>\u00a0142(2008), 615-635.\u00a0Article<\/a><\/p>\n

Campbell, D.T., “Reforms as Experiments,”\u00a0American Psychologist,\u00a0<\/em>24(4), 1969, 409-429.\u00a0Article<\/a><\/p>\n

Hahn, J. P. Todd, W. van der\u00a0Klaauw, “Identification and Estimation of Treatment Effects with a Regression Discontinuity Design,”\u00a0\u00a0Econometrica<\/em>, 69(1), 2001, 201-09.\u00a0Article<\/a><\/p>\n

Chay, K., P. McEwan, M.\u00a0Urquiola, “the Central Role of Noise in Evaluating Interventions that Use Test Scores to Rank Schools,”\u00a0\u00a0American<\/em>\u00a0Economic Review,\u00a0<\/em>95(4),\u00a0\u00a0<\/em>2005, 1237-1258.\u00a0Article<\/a><\/p>\n

Dinardo, J., D.S. \u00a0Lee, “Economic Impacts of New Unionization on Private Sector Employers:\u00a0 1984-2001,”\u00a0Quarterly Journal of Economics,\u00a0<\/em>119(4), 1328-1441.\u00a0Article<\/a><\/p>\n

Lee, D.S., D. Card, “Regression Discontinuity Inference with Specification Error,”Journal<\/em>\u00a0of Econometrics,\u00a0<\/em>142(2008), 655-674.\u00a0Article<\/a><\/p>\n

Oreopoulos, Philip. “Estimating Average and Local Average Treatment Effects of Education When Compulsory Schooling Laws Really Matter”\u00a0American Economic Review,<\/em>\u00a091(1),\u00a0<\/em>2006, 152-175.\u00a0<\/em>Article<\/a><\/p>\n

Angrist, J.D., V.\u00a0Lavy, “Using Maimonides’ Rule to Estimate the Effect of Class Size on Scholastic Achievement, “Quarterly Journal of Economics,\u00a0<\/em>114(2), 1999, 533-575.\u00a0Article<\/a><\/p>\n

Card ,\u00a0David, Carlos\u00a0Dobkin, Nicole\u00a0Maestas, “Does Medicare Save Lives.”\u00a0Quarterly Journal of Economics,\u00a0<\/em>124(2),\u00a0<\/em>May 2009, 597-636.\u00a0Article<\/a><\/p>\n

Card, D., C.\u00a0Dobkin, N.\u00a0Maestas, “The Impact of Nearly Universal Insurance Coverage on Health Care Utilization and Health:\u00a0 Evidence from Medicare,”\u00a0American Economic Review,\u00a0<\/em>2008, 98(5), 2242-58.\u00a0Article<\/a><\/p>\n

Van der\u00a0Klaauw, W., “Estimating the Effect of Financial Aid Offers on College Enrollment: A Regression Discontinuity Approach,”\u00a0International Economic Review,\u00a0<\/em>43(4), 2002, 1249-87.\u00a0Article.<\/a><\/p>\n

Van der\u00a0Klaauw, W., “Breaking the link between poverty and low student achievement: An Evaluation of Title I,”\u00a0Journal of Econometrics,\u00a0<\/em>142 (2008), 731-756.\u00a0Article.<\/a><\/p>\n

Matsudaira, Jordan, “Mandatory Summer School and Student Achievement,”\u00a0Journal of Econometrics, 142 (2008).<\/em>\u00a0<\/em>Article<\/a><\/p>\n

Matsudaira, Jordan, “Sinking or Swimming: Evaluating the Impact of English Immersion versus Bilingual Education.” Working Paper, Cornell University, December 2005.\u00a0Article<\/a><\/p>\n

 <\/p>\n

 <\/p>\n

VI.\u00a0Maximum Likelihood Estimation and Nonlinear Optimization<\/strong><\/p>\n

Greene, Chapter 16 (Maximum Likelihood Estimation)<\/p>\n

Greene, Appendix E (Computation and Optimization)<\/p>\n

A simple example we will follow: Count data models: Greene, Chapter 25<\/p>\n

Wooldridge, Chapter 12, Section 12.7 (Non-linear optimization)<\/p>\n

Wooldridge, Chapter 13 (Maximum likelihood models)<\/p>\n

Quandt, R.E., “Computational Problems and Methods,” in Z.\u00a0Griliches\u00a0and M.\u00a0Intrilligator, eds.,\u00a0Handbook of Econometrics<\/em>, Amsterdam: North Holland, 1983.\u00a0Article<\/a><\/p>\n

 <\/p>\n

 <\/p>\n

VII. Models with Discrete Dependent Variables<\/strong><\/p>\n

Greene, Chapter 23 (Discrete Choice Models)<\/p>\n

Greene, Chapter 25 (Count\u00a0data\u00a0models)<\/p>\n

Wooldridge, Chapter 15 (Discrete Data), Chapter 19 (Count Data)<\/p>\n

Hausman, J., B. Hall, and\u00a0Griliches, “Econometric Models for Count Data with an Application to the Patents-R.D. Relationship,”\u00a0Econometrica<\/em>, 52, 1984, 909-938.\u00a0Article<\/a><\/p>\n

Hausman, J., and D. Wise, “A Conditional\u00a0Probit\u00a0Model for Qualitative Choice: Discrete Decisions Recognizing Interdependence and Heterogeneous Preferences,”\u00a0Econometrica<\/em>, 46, 1978, pp.403-426.\u00a0Article<\/a><\/p>\n

Ashenfelter, O., and D. Bloom, “Models of Arbitrator Behavior: Theory and Evidence,”\u00a0American Economic Review<\/em>, March 1984, p.111-124.\u00a0Article<\/a><\/p>\n

Evans, W., M.\u00a0Farrelly, and E. Montgomery, “Do Workplace Smoking Bans Reduce Smoking?”\u00a0American Economic Review,\u00a0<\/em>September 1999, 89(4), 728-747.\u00a0Article<\/a><\/p>\n

Warner, J. and S.\u00a0Pleeter, “The Personal Discount Rate: Evidence from Military Downsizing Programs.”\u00a0American Economic Review,\u00a0<\/em>March 2001, 91(1), 33-53.\u00a0Article<\/a><\/p>\n

List, J., “Does market Experience\u00a0Eliminate Market\u00a0Anomalies?”\u00a0Quarterly Journal of Economics,\u00a0<\/em>February\u00a02003, 118(1): 41-71.\u00a0Article<\/a><\/p>\n

Gropp, R., J.K.\u00a0Scholz, and M. White. “Personal Bankruptcy and Credit Supply and Demand.”\u00a0Quarterly Journal of Economics,\u00a0<\/em>February 1997, 112(1), 217-251.\u00a0Article<\/a><\/p>\n

Evans, W., and R. Schwab, “Finishing High School and Starting College: Do Catholic Schools Make a Difference?”\u00a0Quarterly Journal of Economics,\u00a0<\/em>November 1995.\u00a0Article<\/a><\/p>\n

Gupta, S., G van\u00a0Houtven, M. Cropper, “Paying for Permanence:\u00a0 An Economic Analysis of EPA’s Cleanup Decisions at Superfund Sites,”\u00a0\u00a0RAND<\/em>\u00a0Journal of Economics,\u00a0<\/em>27(3), 1996, 563-582.\u00a0Article<\/a><\/p>\n

 <\/p>\n

 <\/p>\n

VIII. Truncated\u00a0And\u00a0Censored Data, Sample Selection<\/strong><\/p>\n

Greene, Chapter 24.<\/p>\n

Wooldridge, Chapter 16 and 17..<\/p>\n

Heckman, J., “Shadow Prices, Market Wages, and Labor Supply,”\u00a0Econometrica<\/em>, 42, 1974, pp. 679-94.\u00a0Article.<\/a><\/p>\n

Heckman, J., “Sample Selection as a Specification Error,”\u00a0\u00a0Econometrica<\/em>, 47, 1979, pp. 153-161.\u00a0Article<\/a><\/p>\n

Heckman, et al., “Characterizing Selection Bias Using Experimental Data,”\u00a0Econometrica<\/em>, 66, September 1998, 1017-1098.\u00a0Article<\/a><\/p>\n

Vella, Francis, “Estimating Models with Sample Selection Bias: A Survey,”\u00a0Journal of Human Resources,\u00a0<\/em>v33, n1 (Winter 1998).\u00a0Article<\/a><\/p>\n

Leung, Sui-Fai and\u00a0Shihti\u00a0Yu, “On the Choice\u00a0Between\u00a0Sample Selection and Two Part Models,”\u00a0Journal of Econometrics<\/em>, 72(1\/2) 107-28.\u00a0Article<\/a><\/p>\n

Lalonde, R. J., “Evaluating the Econometric Evaluations of Training Programs with Experimental Data,”\u00a0American Economic Review<\/em>, 76, 1986, 604-619.\u00a0Article<\/a><\/p>\n

Duan,\u00a0Naihua,\u00a0et al.,\u00a0<\/em>“A Comparison of Alternate Models for the Demand For Medical Care,”\u00a0\u00a0<\/u>Journal<\/em>\u00a0of Business and Economic Statistics<\/em>, 1, 1983, 115-127.\u00a0\u00a0Article<\/a><\/p>\n

Evans, W.N., M.C.\u00a0Farrelly, “The Compensating Behavior of Smokers:\u00a0 Taxes, Tar and Nicotine,”\u00a0\u00a0RAND<\/em>\u00a0Journal of Economics,\u00a0<\/em>29(3), 1998, 578-595. \u00a0Article<\/a><\/p>\n

Manning, W.,\u00a0et al<\/em>, “Health Insurance and the Demand for Medical Care: Evidence from a Randomized Experiment,”\u00a0American Economic Review<\/em>, 77, 1987, 251-277.\u00a0Article<\/a><\/p>\n

 <\/p>\n

 <\/p>\n

IX. Duration Data<\/strong><\/p>\n

Greene, Chapter 25.\u00a0<\/strong><\/p>\n

Wooldridge, Chapter 20.<\/p>\n

Solon, G., “Work Incentive Effects of taxing unemployment Benefits,”\u00a0\u00a0Econometrica<\/em>, 53, 1985, 295-306.\u00a0Article.<\/a><\/p>\n

Meyer, B., “Unemployment Insurance and Unemployment Spells,”\u00a0\u00a0Econometrica<\/em>, 58, 1990, 757-82.\u00a0Article.<\/a><\/p>\n

Kiefer, N., “Economic Duration Data and Hazard Functions,”\u00a0\u00a0Journal<\/em>\u00a0of Economic Literature<\/em>, 26, 1988, 649-679.\u00a0Article.<\/a><\/p>\n

Javier Espinosa and William N. Evans, “Marriage Selection or Marriage Protection?”\u00a0Journal of Health Economics,\u00a0<\/em>2008, 27 (5), 1326-1342.\u00a0Article<\/a><\/p>\n

 <\/p>\n

 <\/p>\n

X. Matching methods<\/strong><\/p>\n

Angrist\u00a0and\u00a0Pischke\u00a0(2009), Chapter 3<\/p>\n

Imbens, Guido and Jeff Wooldridge.\u00a02007. “What’s New in Econometrics: Estimation of Average Treatment Effects\u00a0Under\u00a0Unconfoundness.” NBER Summer Institute.\u00a0Article<\/a><\/p>\n

Dehejia, Rajeev and\u00a0Sadek\u00a0Wahba. 1999. “Causal Effects in\u00a0Nonexperimental\u00a0Studies: Reevaluating the Evaluation of Training Programs.”\u00a0Journal of the American Statistical Association,\u00a0<\/em>94(448): 1053-10.\u00a0Article<\/a><\/p>\n

Dehejia, Rajeev and\u00a0Sadek\u00a0Wahba. 2002.”Propensity Score Matching Methods for\u00a0Nonexperimental\u00a0Causal Studies.”\u00a0Review of Economics and Statistics\u00a0<\/em>84(1): 151-161.\u00a0Article<\/a><\/p>\n

Smith, Jeffrey and Petra Todd.\u00a02005. “Does Matching Overcome\u00a0LaLonde’s\u00a0Critique of\u00a0Nonexperimental\u00a0Methods?”\u00a0Journal of Econometrics<\/em>\u00a0125(1-2): 305-353.\u00a0Article<\/a><\/p>\n

Dehejia, Rajeev. 2005. “Practical Propensity Score Matching: A Reply to Smith and Todd.”\u00a0Journal of Econometrics<\/em>\u00a0125(1-2): 355-364.\u00a0Article<\/a><\/p>\n

Caliendo, Marco and Sabine\u00a0Kopeinig.\u00a02006. “Some Practical Guidance for the Implementation of Propensity Score Matching.”\u00a0Journal of Economic Surveys<\/em>\u00a022(1): 31-72.\u00a0Article<\/a><\/p>\n

Busso,\u00a0Matias, John\u00a0DiNardo\u00a0and Justin McCrary.\u00a02008. “Finite Sample Properties of Semi-Parametric Estimators of Average Treatment Effects.” Working paper, University of California at Berkeley.\u00a0Article<\/a><\/p>\n

 <\/p>\n

 <\/p>\n

XI. Quantile\u00a0regressions<\/strong><\/p>\n

Angrist\u00a0and\u00a0Pischke, Chapter 7<\/p>\n

Koenker, Roger and Gilbert Bassett, Jr. 1978. “Regression\u00a0Quantiles.”\u00a0Econometrica<\/em>,\u00a0<\/em>46(1): 33-50.\u00a0Article<\/a><\/p>\n

Koenker, Roger and Kevin\u00a0Hallock.\u00a02001. “Quantile\u00a0Regression.”\u00a0Journal of Economic Perspectives<\/em>\u00a015(4): 143-156.\u00a0Article<\/a><\/p>\n

Buchinsky, Moshe. 1994. “Changes in the Wage Structure 1963-1987: Application of\u00a0Quantile\u00a0Regression.”\u00a0Econometrica<\/em>\u00a0<\/em>62(2): 405-458.\u00a0Article<\/a><\/p>\n

Buchinsky, Moshe. 1998. “Recent Advances in\u00a0Quantile\u00a0Regression Models: A Practical Guide for Empirical Research.”\u00a0Journal of Human Resources<\/em>\u00a033: 88-126.\u00a0Article<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"

ELECTRONIC LINKS TO READING LIST ECON 60303: Econometrics II (Graduate) I. A Brief Review of Linear Models Greene, Chapters 2-4 Angrist\u00a0and\u00a0Pischke, Chapters 2-3 Wooldridge, Chapters 2-4     II. Panel Data:\u00a0 Fixed and Random Effect, Difference in Difference Models Greene, Chapter 8 (The Generalized Regression Model) Greene, Chapter 9 (Models for Panel Data) Angrist\u00a0and\u00a0Pischke, Chapter […]<\/p>\n","protected":false},"author":3287,"featured_media":0,"parent":76,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-82","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/sites.nd.edu\/william-evans\/wp-json\/wp\/v2\/pages\/82","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/sites.nd.edu\/william-evans\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/sites.nd.edu\/william-evans\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/sites.nd.edu\/william-evans\/wp-json\/wp\/v2\/users\/3287"}],"replies":[{"embeddable":true,"href":"https:\/\/sites.nd.edu\/william-evans\/wp-json\/wp\/v2\/comments?post=82"}],"version-history":[{"count":4,"href":"https:\/\/sites.nd.edu\/william-evans\/wp-json\/wp\/v2\/pages\/82\/revisions"}],"predecessor-version":[{"id":148,"href":"https:\/\/sites.nd.edu\/william-evans\/wp-json\/wp\/v2\/pages\/82\/revisions\/148"}],"up":[{"embeddable":true,"href":"https:\/\/sites.nd.edu\/william-evans\/wp-json\/wp\/v2\/pages\/76"}],"wp:attachment":[{"href":"https:\/\/sites.nd.edu\/william-evans\/wp-json\/wp\/v2\/media?parent=82"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}