Textbooks:
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:
STATA
Mark McGovern: Practical Introduction to STATA
Princeton STATA help page
R
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
Data:
National Longitudinal Survey of Youth
General Social Survey
UK Data Archive
National Center for Education Statistics
American Life Panel
Dutch LISS Panel
English Longitudinal Study of Aging
European Social Survey
Health and Retirement Study
Irish Social Science Data Archive
Survey of Health, Aging and Retirement in Europe
UK National Child Development Study
Summer Schools/Short Courses:
LSE Summer School
Timberlake STATA training
3 comments:
Some suggestions for data:
National Longitudinal Survey of Youth - http://www.bls.gov/nls/
General Social Survey - http://www3.norc.org/gss+website/
UK Data Archive - http://www.data-archive.ac.uk/
National Center for Education Statistics - http://nces.ed.gov/
Cheers Enda - added those.
thinking about which general surveys of microeconometric literatures to ad.
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