Reading list “Econometric Aspects of Programme Evaluation. Evaluating Social Programmes, Econometric Cost-Benefit Analysis.”, Petra Todd

The main reference for the course will be the following chapter:

(A "star" by the readings that are most essential)

*Heckman, James J., Lalonde, Robert J. and Smith, James A. (1999): “The Economics and Econometrics of Active Labor Market Programs” in Handbook of Labor Economics, Volume 3A, eds. Orley C. Ashenfelter and David Card.

Other papers and books that will be discussed in class include:

Fan, J. (1992): “Design Adaptive Nonparametric Regression,” Journal of the American Statistical Association, 87, 998-1004.

*Hahn, J., Todd, P. and W. Van der Klauww (2001): ‘‘Identification of Treatment Effects by Regression-Discontinuity Design,” in Econometrica, February, 2001.

Heckman, J., H. Ichimura, J. Smith and P. Todd (1998): “Characterizing Selection Bias using Experimental Data” Econometrica, Vol. 66, September.

*Heckman, J., H. Ichimura and P. Todd (1997): “Matching as an Econometric Evaluation Estimator: Evidence from Evaluating a Job Training Program” with J. Heckman and H. Ichimura, Review of Economic Studies, Vol. 64(4), October.

*Heckman, J. and B. Honore (1990): “The Empirical Content of the Roy Model” Econometrica, 58, Sept. 1990

*Heckman, J. and E. Vytlacil (2000): “Local Instrumental Variables,” NBER working paper.

Roy, R. D. (1951): “Some Thoughts on the Distribution of Earnings” in Oxford Economic Papers, Feb. 1951, Vol. 3.

*Rosenbaum and Rubin Rosenbaum, Paul and Donald Rubin. "The Central Role of the Propensity Score in Observational Studies for Causal Effects, "Biometrika, 70, 1983, 41-55.

Silverman, B.W. (1986) Density Estimation for Statistics and Data Analysis (London: Chapman and Hall).

*Smith, J. and P. Todd  “Does Matching Overcome Lalonde’s Critique of Nonexperimental Estimators?” manuscript available on

http://athena.sas.upenn.edu/~petra

Smith, J. and P. Todd “Reconciling Conflicting Evidence on the Performance of Propensity Score Matching Estimators” in American Economic Review, Papers and Proceedings, May 2001.

Todd, Petra “A Practical Guide to Implementing Matching Estimators”

Available on http://athena.sas.upenn.edu/~petra