Spring 2019

- Economics 312, Empirical Analysis III, Part 2 Syllabus
- Styles of Empirical Research
- Richard Feynman on Social Science (Vimeo video)
- Abducting Economics
- Abducting Economics: How to Learn from Surprises, Heckman and Singer (2017).
- Continuous Versus Episodic Change: The Impact of Civil Rights Policy on The Economic Status of Blacks, Donohue and Heckman.
- Causality in the Time of Cholera: John Snow as a Prototype for Causal Inference, Coleman (2019).
- Can an Attribution Assessment be Made for Yellow Rain? Systematic Reanalysis in a Chemical-and-Biological Weapons Use Investigation, Katz and Singer (2007).
- Identification in Macroeconomics, Nakamura and Steinsson (2018).

- Chicago Approaches to Empirical Economics: Lessons from Past Debates for Current Practice
- The Causes and Consequences of Self-Employment over the Life Cycle, Humphries (2019).
- Handout: Kautz, Tim. (2013). "Using Abduction to Solve Empirical Mysteries: Applications to the GED," Department of Economics, University of Chicago.
- Handout: "Comment: Implication Analysis as Abductive Inference." Singer, Burton. (2008).
- Definition of Samples

- Abducting Economics: How to Learn from Surprises, Heckman and Singer (2017).

- Economics 312, Empirical Analysis III, Part 2 Syllabus
- Richard Feynman on Social Science (Vimeo video)
- Styles of Empirical Research
- Abducting Economics
- Abducting Economics: How to Learn from Surprises, Heckman and Singer (2017).
- Continuous Versus Episodic Change: The Impact of Civil Rights Policy on The Economic Status of Blacks, Donohue and Heckman.
- Causality in the Time of Cholera: John Snow as a Prototype for Causal Inference, Coleman (2019).
- Can an Attribution Assessment be Made for Yellow Rain? Systematic Reanalysis in a Chemical-and-Biological Weapons Use Investigation, Katz and Singer (2007).
- Identification in Macroeconomics, Nakamura and Steinsson (2018).

- Chicago Approaches to Empirical Economics: Lessons from Past Debates for Current Practice
- The Causes and Consequences of Self-Employment over the Life Cycle, Humphries (2019).
- Handout: Kautz, Tim. (2013). "Using Abduction to Solve Empirical Mysteries: Applications to the GED," Department of Economics, University of Chicago.
- Handout: "Comment: Implication Analysis as Abductive Inference." Singer, Burton. (2008).

- Abducting Economics: How to Learn from Surprises, Heckman and Singer (2017).
- Hypothesis Testing:
- Handout for "The Empirical Foundations of Calibration," Hansen and Heckman (1996).
- Biased and Unbiased Samples
- Selection Bias
- Economic Models of Self-Selection
- Duration Models: Introduction to Single Spell Models
- Causal Inference and Structural Equations
- Econometric Causality, Part I
- Causality in Econometrics and Statistics: Structural Models are Causal Models. Formal Statements Part III on Causality. Heckman and Pinto.
- Handout for Heckman and Vytlacil (2007), Part I
- Econometric Evaluation of Social Programs, Heckman and Vytlacil (2007)

- Biased and Unbiased Samples
- Hypothesis Testing, Part I
- Econometric Causality, Part I
- Further Remarks on Causality and Structural Equations, Excerpted from Econometric Evaluation of Social Programs, Part I. Heckman and Vytlacil.
- Causality in Econometrics and Statistics: Structural Models are Causal Models. Formal Statements Part III on Causality. Heckman and Pinto.
- Sampling Plans and Initial Condition Problems For Continuous Time Duration Models

- Hypothesis Testing, Part I
- Econometric Causality, Part I
- Further Remarks on Causality and Structural Equations, Excerpted from Econometric Evaluation of Social Programs, Part I. Heckman and Vytlacil.
- Causality in Econometrics and Statistics: Structural Models are Causal Models. Formal Statements Part III on Causality. Heckman and Pinto.

- The Roy Model and Pearl's Do Calculus: What "Do" Cannot Do
- The Principles Underlying Evaluation Estimators, excerpted from Heckman, James J. (2008). “The Principles Underlying Evaluation Estimators with an Application to Matching.”
*Les Annales**d’Economie et de Statistique*, 91-92, pp. 9-74. - Simultaneous Causality: Part IV on Causality
- Roy Model and the Generalized Roy Model
- Discrete Choice

- The Roy Model and Pearl's Do Calculus: What "Do" Cannot Do
- The Principles Underlying Evaluation Estimators, excerpted from Heckman, James J. (2008). “The Principles Underlying Evaluation Estimators with an Application to Matching.”
*Les Annales**d’Economie et de Statistique*, 91-92, pp. 9-74. - Simultaneous Causality: Part IV on Causality
- Roy Model and the Generalized Roy Model
- Discrete Choice
- Probabilistic Choice Models

- Simultaneous Causality: Part IV on Causality
- Notes on Identification of the Roy Model and the Generalized Roy Model
- Separating Heterogeneity from Uncertainty, Cunha and Heckman (2016).
- LATE and the Generalized Roy Model: Some Relationships
- Factor Models: A Review
- Classical Discrete Choice Theory
- Dummy Endogenous Variables in a Simultaneous Equation System

- Simultaneous Causality: Part IV on Causality
- Dummy Endogenous Variables in a Simultaneous Equation System
- LATE and the Generalized Roy Model: Some Relationships
- Interpreting IV: What Does IV Estimate?
- Classical Discrete Choice Theory
- Discrete Time Panel Data Methods
- Ability Bias, Errors in Variables and Sibling Methods
- Panel Data, Part 1: Classical Methods
- Panel Data, Part 2: Feasible Estimators
- Panel Data, Part 3: Modern Moment Estimation
- Cross Section Bias: Age Period and Cohort Effects
- Permanent Income Hypothesis (Extract I), Meghir and Pistaferri (2011)
- Using Consumption Data to Extract Information Sets (Extract II), Meghir and Pistaferri (2011)
- RIP to HIP: The Data Reject Heterogeneous Labor Income Profiles, Hryshko (2009).
- Modeling the Income Process (Extract from "Earnings, Consumption and Lifecycle Choices,"

Meghir and Pistaferri (2011).

- Classical Discrete Choice Theory
- Koyck (1954): Short Run vs. Long Run Response
- Permanent Income Hypothesis (Extract I), Meghir and Pistaferri (2011)
- Using Consumption Data to Extract Information Sets (Extract II), Meghir and Pistaferri (2011)
- RIP to HIP: The Data Reject Heterogeneous Labor Income Profiles, Hryshko (2009).
- Modeling the Income Process (Extract from "Earnings, Consumption and Lifecycle Choices,"

Meghir and Pistaferri (2011). - The Extended Semiparametric (ESP) Model of Permanent-Transitory Decompositions of Earnings Variance, Moffitt and Zhang (2018).
- Cross Section Bias: Age Period and Cohort Effects
- The Minimum Distance Estimator
- Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments, Eisenhauer, Heckman and Mosso (2015).
- Qu, Zhongjun. (2012). "Simulated Method of Moments and its Siblings." Unpublished working paper, Boston University.

- General Points of Econ 312, Part II
- Classical Discrete Choice Theory
- Koyck (1954): Short Run vs. Long Run Response
- Permanent Income Hypothesis (Extract I), Meghir and Pistaferri (2011)
- Using Consumption Data to Extract Information Sets (Extract II), Meghir and Pistaferri (2011)
- RIP to HIP: The Data Reject Heterogeneous Labor Income Profiles, Hryshko (2009).
- Modeling the Income Process (Extract from "Earnings, Consumption and Lifecycle Choices,"

Meghir and Pistaferri (2011). - The Extended Semiparametric (ESP) Model, Moffitt and Zhang (2018).
- Cross Section Bias: Age Period and Cohort Effects
- Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments, Eisenhauer, Heckman and Mosso (2015).
- The Career Decisions of Young Men, Keane and Wolpin (1997)
- Alternative Methods for Evaluating the Impact of Interventions: An Overview, Heckman and Robb (1985)
- Duration Models: Introduction to Single Spell Models
- Multistate Duration
- Heterogeneity for the Binomial Model
- Heterogeneity and State Dependence
- Discrete Time Panel Data Methods