Tentative Schedule and Preliminary Lecture Notes for
Applied Microeconometrics Workshop

Institute for Research on Poverty
University of Wisconsin–Madison
Microbial Science Building, Room 1520 (interactive map)
1550 Linden Drive
August 4–6, 2008

Guido W. Imbens, Harvard University
Jeffrey M. Wooldridge, Michigan State University

A printout of the course materials will be provided at the workshop.

Monday, August 4

7:45-8:15 Registration
8:15-8:30 Welcome and Introductions
8:30-9:45 Lecture 1: Estimation of Average Treatment Effects Under Unconfoundedness, Part I (GI)
Lecture Notes (rev 7/25/08) | Slides
9:45-10:00 Break
10:00-11:00 Lecture 2: Estimation of Average Treatment Effects Under Unconfoundedness, Part II (GI)
Lecture Notes (rev 7/25/08) | Slides
11:00-11:15 Break
11:15-12:30 Lecture 3: Linear Panel Data Models, I (JW)
Lecture Notes (3 & 4) (rev 7/28/08) | Slides
12:30-1:30 Lunch
1:30-2:30 Lecture 4: Linear Panel Data Models, II (JW)
See Lecture 3 Notes above | Slides
2:30-2:45 Break
2:45-4:00 Lecture 5: Instrumental Variables with Treatment Effect Heterogeneity: Local Average Treatment Effects (GI)
Lecture Notes (rev 7/25/08) | Slides
4:00-4:15 Break
4:15-5:30 Lecture 6: Nonlinear Panel Data Models (JW)
Lecture Notes (rev 7/28/08) | Slides

Tuesday, August 5
8:30-9:45 Lecture 7: Cluster and Stratified Sampling, I (JW)
Lecture Notes (7 & 9) (rev 7/28/08) | Slides
9:45-10:00 Break
10:00-11:15 Lecture 8: Discrete Choice Models (GI)
Lecture Notes (rev 7/25/08) | Slides
11:15-11:30 Break
11:30-12:30 Lecture 9: Cluster and Stratified Sampling, II (JW)
See Lecture 7 Notes above | Slides
12:30-1:30 Lunch
1:30-2:30 Lecture 10: Partial Identification (GI)
Lecture Notes (rev 7/25/08) | Slides
2:30-2:45 Break
2:45-4:00 Lecture 11: Difference-in-Difference Estimation (JW)
Lecture Notes (rev 7/28/08) | Slides
4:00-4:15 Break
4:15-5:30 Lecture 12: Regression Discontinuity Designs (GI)
Lecture Notes (rev 7/25/08) | Slides

Wednesday, August 6
8:00-9:15 Lecture 13: Bayesian Inference (GI)
Lecture Notes (rev 7/25/08) | Slides
9:15-9:30 Break
9:30-10:45 Lecture 14: Control Function and Related Methods (JW)
Lecture Notes (rev 7/28/08) | Slides
10:45-11:00 Break
11:00-12:00 Lecture 15: Weak Instruments and Many Instruments (GI)
Lecture Notes (rev 7/25/08) | Slides
12:00-1:00 Lunch
1:00-2:00 Lecture 16: Generalized Method of Moments and Empirical Likelihood (GI)
Lecture Notes (rev 7/28/08) | Slides
2:00-2:15 Break
2:15-3:15 Lecture 17: Quantile Methods (JW)
Lecture Notes (rev 7/28/08) | Slides
3:15-3:30 Break
3:30-4:30 Lecture 18: Missing Data (JW)
Lecture Notes (rev 7/28/08) | Slides