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Training Calendar

Econometrics of Program Evaluation

  • Location: Cass Business School, Bunhill Row, London EC1Y 8TZ
  • Duration: 2 days (24th April 2017 - 25th April 2017)
  • Software: Stata
  • Level: Intermediate
  • Delivered By: Dr. Giovanni Cerulli
  • Topic:
Econometrics of Program Evaluation

Course Overview

This course will provide participants with the essential tools, both theoretical and applied, for a proper use of modern micro-econometric methods for policy evaluation and causal counterfactual modelling under the assumption of “selection on observables”.

The course will cover the following key approaches:

  • Regression adjustment (parametric and nonparametric),
  • Matching (on covariates and on propensity score),
  • Reweighting and Double-robust methods,
  • Selection models, Instrumental-variables approaches,
  • Difference-in-differences,
  • Regression discontinuity design.

Course Agenda

Day 1

Session 1: Introduction to the Econometrics of Program Evaluation

  • Introduction to the Econometrics of Program Evaluation
  • Some statistical background
  • Experimental and non-experimental design
  • The selection problem: observable an unobservable nature
  • Assumptions and notation
  • Regression Adjustment (parametric and nonparametric)
  • Control-Function regression

Session 2: Applications using Stata

  • Use of the Stata 14 treatment-effects estimation package teffects
  • Presentation of DO-files and ADO-files provided
  • Application on real data of teffects subcommands
  • Extensions by Stata user-written commands: ivtreatreg, treatrew

Day 2

Session 1: Matching and Reweighting

  • Matching estimator: covariate and propensity score methods
  • Reweighting estimator
  • Double-robust estimator
  • Summary of methods

Session 2: Applications using Stata

  • Use of the Stata 14 treatment-effects estimation package teffects
  • Presentation of DO-files and ADO-files provided
  • Application on real data of teffects subcommands
  • Extensions by Stata user-written commands: pscore, psmatch2, treatrew.

Pre-course Reading

  • Wooldridge, J.M. (2010). Econometric Analysis of cross section and panel data. Chapter 21. Cambridge: MIT Press.
  • Cameron, A.C., & Trivedi P.K. (2005). Microeconometrics: Methods and Applications. Chapter 25. Cambridge: Cambridge University Press.
  • Cerulli, G. (2012), An Assessment of the Econometric Methods for Program Evaluation and a Proposal to Extend the Difference-In-Differences estimator to dynamic treatment, Econometrics: New Developments, Nova Publishers, New York.

Post-course Suggested Reading

  • Cerulli, G. (2015), Econometric Evaluation of Socio-Economic Programs: Theory and Applications, Springer.

DAILY TIMETABLE (subject to minor changes)

09:00 - 09:20 Registration

09:30 - 11:00 Session 1a

11:00 - 11:15 Tea / coffee break

11:15 - 12:45 Session 1b

12:45 - 14:00 Lunch

14:00 - 15:15 Session 2a

15:15 - 15:30 Tea / coffee break (Feedback Session)

15:30 - 17:00 Session 2b

Prerequisites

  • Knowledge of basic econometrics: notion of conditional expectation and related properties; point and interval estimation; regression model and related properties; probit and logit regression.
  • Basic knowledge of Stata software

Terms & Conditions

  • Student registrations: Attendees must provide proof of full time student status at the time of booking to qualify for student registration rate (valid student ID card or authorised letter of enrolment).
  • Additional discounts are available for multiple registrations.
  • Cost includes course materials, lunch and refreshments.
  • Delegates are provided with temporary licences for the software(s) used in the course and will be instructed to download and install the software prior to the start of the course. (Alternatively, we can also provide laptops for a small daily charge).
  • If you need assistance in locating hotel accommodation, please notify us at the time of booking.
  • Payment of course fees required prior to the course start date.
  • Registration closes 5-calendar days prior to the start of the course.

    • 100% fee returned for cancellations made over 28-calendar days prior to start of the course.
    • 50% fee returned for cancellations made 14-calendar days prior to the start of the course.
    • No fee returned for cancellations made less than 14-calendar days prior to the start of the course.

The number of delegates is restricted. Please register early to guarantee your place.

  •  CommercialAcademicStudent
    2 days (24/04/2017 - 25/04/2017)

All prices exclude VAT or local taxes where applicable.

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