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A Workshop in Applied Econometrics

Guido Imbens (Harvard University) and
Jeffrey Wooldridge (Michigan State University)
Tuesday May 26 - Thursday May 28, 2009
RCC 204 at Ryerson University
CLSRN Logo The workshop will take place in the Toronto, starting Tuesday May 26th 2009 at 9.00am, through Thursday, May 28th, 12.30pm. The workshop will take place in Room RCC 204 (Eaton Lecture Theatre, 2nd floor) in the Rogers Communication Centre (RCC) at Ryerson University, at 80 Gould Street. For directions, please consult the Ryerson University campus map. This workshop is sponsored jointly by the Canadian Labour Market and Skills Researcher Network (CLSRN) and the Canadian Economics Association.
In this workshop we will discuss developments in econometrics over the last decade and a half. The focus will be on methods that are relevant for, and ready to be used by, empirical researchers, and the workshop is aimed at such researchers. Although most of the econometrics literature obviously aims to be relevant to empirical researchers, many methods in early stages of development are still subject of debates in the econometrics community. Here we focus largely on methods that we view as ready for applications. In contrast to much of the published literature in the more technical journals, we focus on practical issues in implementation. Ultimately, of course, the selection of topics is somewhat subjective.
Some lectures will cover areas that are more mature than others, in the sense that there is more consensus on the applicability of the methods. In these cases our lectures will be more prescriptive and give clear recommendations. Other lectures cover more more speculative areas that hold great promise, but where no clear consensus has emerged.
The level of the workshop is such that it will be accessible to researchers with some back- ground in econometrics, equivalent to the first year econometrics sequence in economics PhD programs. There will be little discussion of technical details, for which we will refer to the literature. The workshop will have a fair amount of overlap with courses we have taught to second year PhD students. However, the list of topics covered in this workshop is not complete in the sense that we viewed some of the older topics that one may wish to cover in such a workshop as not essential for this workshop.
There is no textbook for the workshop, although reference will be made to Wooldridge (2001), Econometric Analysis of Cross Section and Panel Data, MIT Press.
Time Tuesday May 26 Wednesday May 27 Thursday May 28
09:00-10:00 Program Evaluation Many/Weak Instruments Discrete Choice
10:15-11:15 Linear Panel Quantiles Missing Data
11:30-12:30 Instrumental Variables Bayes Empirical Likelihood
14:00-15:00 Nonlinear Panel Clustering and Stratification  --- 
15:15-16:15 Regression discontinuity Partial identification  --- 
16:30-17:30 Control Functions Difs-in-difs  --- 

Registration: The workshop fee is $200 (plus GST). Student CEA members may apply for a $200 tuition refund by sending or faxing a letter of support from their graduate student supervisor to Katherine Meredith at the CLSRN office. There is a limit of 160 participants for this workshop, with the number of students limited to 70. Tuition refunds for graduate students are sent out by cheque conditional on attendance and completion of the workshop. Eligible students may apply for a tuition refund by providing a letter by their supervisor supporting their application. This workshop is separate from the conference; no conference registration is required in order to attend the workshop.
CEA Members:
CEA members can register for this workshop through the CEA membership system. After logging in to your membership account, click on the "Make Payment" button and select the appropriate item for the workshop registration.
A current-year CEA membership is required for participation in this workshop. Anyone interested in participating in this workshop who is currently not a CEA member can obtain a CEA membership for $50 ($20 for students). Please visit the CEA's Membership Information Page for details.
Cancellation and Refund Policy: Cancellations must be received no later than May 15. No refunds will be issued after May 15. A $40 cancellation fee applies.


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