Hardback : £118.00
This book reviews the three most popular methods (and their extensions) in applied economics and other social sciences: matching, regression discontinuity, and difference in differences. The book introduces the underlying econometric/statistical ideas, shows what is identified and how the identified parameters are estimated, and then illustrates how they are applied with real empirical examples.
Professor Myoung-jae Lee is an econometrician/statistician in Korea University. He received his Ph.D. in economics from University of Wisconsin-Madison in 1989. Since then, he published about 60 papers in economic and statistic journals as well as top-rated journals in other fields, including Econometrica, Journal of the Royal Statistical Society (Series B), Journal of Econometrics, Transportation Research (Part B), and Sociological Methods & Research. He also published four single-authored micro-econometric books from Springer, Academic Press and Oxford University Press on limited dependent variables, panel data and treatment effect analysis.
Show moreThis book reviews the three most popular methods (and their extensions) in applied economics and other social sciences: matching, regression discontinuity, and difference in differences. The book introduces the underlying econometric/statistical ideas, shows what is identified and how the identified parameters are estimated, and then illustrates how they are applied with real empirical examples.
Professor Myoung-jae Lee is an econometrician/statistician in Korea University. He received his Ph.D. in economics from University of Wisconsin-Madison in 1989. Since then, he published about 60 papers in economic and statistic journals as well as top-rated journals in other fields, including Econometrica, Journal of the Royal Statistical Society (Series B), Journal of Econometrics, Transportation Research (Part B), and Sociological Methods & Research. He also published four single-authored micro-econometric books from Springer, Academic Press and Oxford University Press on limited dependent variables, panel data and treatment effect analysis.
Show moreChapter 1: Basics of Treatment Effect Analysis
Chapter 2: Matching
Chapter 3: Non-Matching and Sample Selection
Chapter 4: Regression Discontinuity (RD)
Chapter 5: Difference in Differences (DD)
Chapter 6: Triple Difference (TD) and Beyond
Appendix
Online GAUSS Programs (PS for Propensity Score)
References
Professor Myoung-jae Lee is an econometrician/statistician in Korea
University. He received his Ph.D. in economics from University of
Wisconsin-Madison in 1989. Since then, he published about 60 papers
in economic and statistic journals as well as top-rated journals in
other fields, including Econometrica, Journal of the Royal
Statistical Society (Series B), Journal of Econometrics,
Transportation Research (Part B), and Sociological Methods &
Research. He
also published four single-authored micro-econometric books from
Springer, Academic Press and Oxford University Press on limited
dependent variables, panel data and treatment effect analysis.
"...an excellent reference for both graduate students and
researchers working in the field of microeconometrics."
-- MathSciNet
"Lee has done it again with a highly accessible and thorough
applied econometrics book. Empirical researchers and graduate
students alike will benefit from his clear explanations of the most
widely used methods to analyze treatment effects, including
difference in differences, matching, and regression discontinuity.
This book will be required reading for my graduate-level applied
statistics class."
-- Gordon B. Dahl, Professor of Economics, University of
California, San Diego
"This book provides a nice concise summary of econometric methods
for causal analyses that are rapidly growing in popularity. The
material is presented in a straightforward style that will appeal
to applied readers who just want to know what each estimator is,
and what it does."
-- Arthur Lewbel, Department of Economics, Boston College
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