In this course you will develop a practical understanding of the key methods of causal inference used in modern applied microeconomics such as difference-in-difference, instrumental variables, and regression discontinuity designs, and how to apply these methods in Stata. The course will also show you how to assess the validity of each method, e.g. how to show parallel trends for a DD, or how to provide the first stage F-stat for an IV. The course will be assessed by a short term paper where you will put what you have learned into practice by carrying out a small applied research project. The course will have a workshop element for some of the last sessions, where you can work on the term paper, and/or other projects such as a dissertation, and I will come round and provide help with specific problems. There are no pre-requirements for the course, and there will be an introduction to using Stata. However, an interest in applied microeconomics as well as a little experience using statistical packages or basic programming may be helpful. What won't be covered: we will not cover time series econometrics or any theoretical econometrics. We won't look at any other statistical packages e.g. R.
Semester: WiSe 2022/23