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.

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