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Handbook of Research Methods and Applications in Empirical Microeconomics
Written in a comprehensive yet accessible style, this Handbook introduces readers to a range of modern empirical methods with applications in microeconomics, illustrating how to use two of the most popular software packages, Stata and R, in microeconometric applications.
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Contributors
Contents
More Information
Written in a comprehensive yet accessible style, this Handbook introduces readers to a range of modern empirical methods with applications in microeconomics, illustrating how to use two of the most popular software packages, Stata and R, in microeconometric applications.
International contributors expertly investigate the development of advanced methods driven by the accumulation of numerous data sets at the level of individuals, households and firms, and by an increase in the capacity and speed of computers. The Handbook highlights that, while the more traditional empirical methods were largely limited to establishing correlations, these new methods aim to uncover causality. Examination of these advances shows new possibilities for applied research in microeconomics in the estimation of sophisticated structural models and the evaluation of policy interventions.
This insightful Handbook is a must-read for graduate students and instructors in applied microeconomics as well as researchers in government departments and academia pursuing modern advanced methods of policy evaluation and data analysis.
International contributors expertly investigate the development of advanced methods driven by the accumulation of numerous data sets at the level of individuals, households and firms, and by an increase in the capacity and speed of computers. The Handbook highlights that, while the more traditional empirical methods were largely limited to establishing correlations, these new methods aim to uncover causality. Examination of these advances shows new possibilities for applied research in microeconomics in the estimation of sophisticated structural models and the evaluation of policy interventions.
This insightful Handbook is a must-read for graduate students and instructors in applied microeconomics as well as researchers in government departments and academia pursuing modern advanced methods of policy evaluation and data analysis.
Contributors
Contributors: Oleg Badunenko, Giovanni Baiocchi, Otávio Camargo Bartalotti, Christopher F. Baum, Marinho Bertanha, Anna Gloria Billé, Sebastian Calonico, Khai X. Chiong, Ugo Colombino, Emmanuel Duguet, Denis Fougère, Nigar Hashimzade, Arne Henningsen, Geraldine Henningsen, Yu-Wei Hsieh, Martin Huber, Nicolas Jaquemet, Andrew M. Jones, Noemi Kreif, Tong Li, Gergő Literáti, Giovanni Millo, Alfonso Miranda, Ryo Okui, Tho Pham, Vishalie Shah, Matthew Shum, Pedro C.I. Souza, Piotr Spiewanowski, Oleksandr Talavera, Michael A. Thornton, Pravin K. Trivedi, Natalya Zelenyuk, Valentin Zelenyuk, Xiaoyong Zheng
Contents
Contents:
Introduction to the Handbook of Research Methods and Applications
in Empirical Microeconomics ix
Nigar Hashimzade and Michael A. Thornton
PART I ECONOMETRIC METHODS IN MICROECONOMICS
1 Linear dynamic panel data models 2
Ryo Okui
2 Spatial autoregressive nonlinear models in R with an empirical
application in labour economics 23
Anna Gloria Billé
3 Econometric analyses of auctions: a selective review 42
Tong Li and Xiaoyong Zheng
4 An introduction to flexible methods for policy evaluation 82
Martin Huber
PART II HOUSEHOLDS, BUSINESSES AND SOCIETIES
5 Econometric models of fertility 113
Alfonso Miranda and Pravin K. Trivedi
6 Measuring discrimination in the labour market 155
Emmanuel Duguet
7 Microeconomic models for designing and evaluating tax-transfer systems 195
Ugo Colombino
8 Bounds on counterfactuals in semiparametric discrete-choice models 223
Khai X. Chiong, Yu-Wei Hsieh and Matthew Shum
9 Bank performance analysis 238
Natalya Zelenyuk and Valentin Zelenyuk
10 Empirical methods in social epidemiology 280
Christopher F. Baum
PART III POLICY EVALUATION AND CAUSALITY
11 Policy evaluation using causal inference methods 294
Denis Fougère and Nicolas Jacquemet
12 Regression discontinuity designs in policy evaluation 325
Otávio Bartalotti, Marinho Bertanha and Sebastian Calonico
13 Measuring the effect of health events in the labour market 359
Emmanuel Duguet
PART IV NETWORKS AND BIG DATA IN MICROECONOMICS
14 Exploring social media: Twitteronomics and beyond 388
Tho Pham, Piotr Śpiewanowski and Oleksandr Talavera
15 Econometrics of networks with limited access to network data: a
literature survey 416
Pedro C.L. Souza
16 Machine learning for causal inference: estimating heterogeneous
treatment effects 438
Vishalie Shah, Noemi Kreif and Andrew M. Jones
PART V STATA AND R IN MICROECONOMETRIC APPLICATIONS
17 Stochastic frontier analysis in Stata: using existing and coding new commands 489
Oleg Badunenko
18 Modern R workflow and tools for microeconometric data analysis 518
Giovanni Baiocchi
19 Robust inference in panel data microeconometrics, using R 564
Giovanni Millo
20 Econometric estimation of the “Constant Elasticity of Substitution”
function in R: the micEconCES package 596
Arne Henningsen, Géraldine Henningsen and Gergő Literáti
Index 641
Introduction to the Handbook of Research Methods and Applications
in Empirical Microeconomics ix
Nigar Hashimzade and Michael A. Thornton
PART I ECONOMETRIC METHODS IN MICROECONOMICS
1 Linear dynamic panel data models 2
Ryo Okui
2 Spatial autoregressive nonlinear models in R with an empirical
application in labour economics 23
Anna Gloria Billé
3 Econometric analyses of auctions: a selective review 42
Tong Li and Xiaoyong Zheng
4 An introduction to flexible methods for policy evaluation 82
Martin Huber
PART II HOUSEHOLDS, BUSINESSES AND SOCIETIES
5 Econometric models of fertility 113
Alfonso Miranda and Pravin K. Trivedi
6 Measuring discrimination in the labour market 155
Emmanuel Duguet
7 Microeconomic models for designing and evaluating tax-transfer systems 195
Ugo Colombino
8 Bounds on counterfactuals in semiparametric discrete-choice models 223
Khai X. Chiong, Yu-Wei Hsieh and Matthew Shum
9 Bank performance analysis 238
Natalya Zelenyuk and Valentin Zelenyuk
10 Empirical methods in social epidemiology 280
Christopher F. Baum
PART III POLICY EVALUATION AND CAUSALITY
11 Policy evaluation using causal inference methods 294
Denis Fougère and Nicolas Jacquemet
12 Regression discontinuity designs in policy evaluation 325
Otávio Bartalotti, Marinho Bertanha and Sebastian Calonico
13 Measuring the effect of health events in the labour market 359
Emmanuel Duguet
PART IV NETWORKS AND BIG DATA IN MICROECONOMICS
14 Exploring social media: Twitteronomics and beyond 388
Tho Pham, Piotr Śpiewanowski and Oleksandr Talavera
15 Econometrics of networks with limited access to network data: a
literature survey 416
Pedro C.L. Souza
16 Machine learning for causal inference: estimating heterogeneous
treatment effects 438
Vishalie Shah, Noemi Kreif and Andrew M. Jones
PART V STATA AND R IN MICROECONOMETRIC APPLICATIONS
17 Stochastic frontier analysis in Stata: using existing and coding new commands 489
Oleg Badunenko
18 Modern R workflow and tools for microeconometric data analysis 518
Giovanni Baiocchi
19 Robust inference in panel data microeconometrics, using R 564
Giovanni Millo
20 Econometric estimation of the “Constant Elasticity of Substitution”
function in R: the micEconCES package 596
Arne Henningsen, Géraldine Henningsen and Gergő Literáti
Index 641
