Friday, December 28, 2012

Resources for microeconometrics

This post will be updated throughout the year. Suggestions welcome. Mainly aimed at people working with micro-econometric techniques at graduate level in this research group.


Baltagi: Econometric Analysis of Panel Data

Cameron and Trivedi: Microeconometrics 

Cameron and Trivedi: Microeconometrics using STATA

Greene: Econometrics

Jones et al: Applied Health Economics

Verbeek: A Guide to Modern Econometrics 

Wooldridge: Econometric Analysis of Cross-Section and Panel Data 

Useful papers/talks/books/links:

Angrist and Pischke: Mostly Harmless Econometrics 

This is a nice summary of the different terms used in psychology and economics to describe the same variables.

Blundell and Costas-Dias: Alternative Approaches to Evaluation in Empirical Microeconomics

Chris Dougherty's LSE page on his course is one of the best resources for revising econometrics on the web

Deaton: "Instruments of development: Randomization in the tropics, and the search for the elusive keys to economic development"

Heckman Nobel Lecture &  McFadden Nobel Lecture 

Journal of Economic Perspectives Symposium on Taking the Con out of Econometrics

NBER course from 2007 by Imbens and Wooldrige on Micro-econometrics 

William Greene's publication page has many useful links

Two Chicago Booth Professors advice on how economists should write code

Software and Guides:


Mark McGovern: Practical Introduction to STATA 

Princeton STATA help page 


STATA website UCLA 

Some links for R from this blog 

EdX Platform has regularly updated list of online courses, some of which are relevant

UNC STATA Tutorials


National Longitudinal Survey of Youth 

General Social Survey 


Enda Hargaden said...

Some suggestions for data:

National Longitudinal Survey of Youth -

General Social Survey -

UK Data Archive -

National Center for Education Statistics -

Liam Delaney said...

Cheers Enda - added those.

Liam Delaney said...

thinking about which general surveys of microeconometric literatures to ad.