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Welcome to ÊSTIMATE and ÊSTIMATE: The Reduced Form

Econometrics has long been a strength of the Economics Department at Michigan State University. Starting in 2013, Jeff Wooldridge and Tim Vogelsang created ESTIMATE to provide an extensive workshop covering basic econometric techniques during the summer. Based on its success, ESTIMATE: The Reduced Form was created as intensive workshops on more specific topics. We provide information on both below.


ÊSTIMATE

Registration is open for the 6/10/2022 - 6/13/2022 workshop (see below). Please note this workshop will be held virtually this year.

Econometrics has long been a strength of the Economics Department at Michigan State University.  ÊSTIMATE -- Early Summer Tutorial In Modern Applied Tools of Econometrics -- gives empirical practitioners, academic researchers, industry/government researchers/analysts, and graduate students, access to econometrics training usually reserved for students formally enrolled in PhD programs at MSU. ÊSTIMATE is an intensive weekend workshop taught by world class econometricians. ÊSTIMATE’s focus is modern econometric tools as used in practice. Participants learn methods and techniques to use immediately in their empirical research.  ÊSTIMATE’s goal is to broaden and improve the practice of econometric methods throughout empirical research and data analysis in academics, industry and government.

Presentations focus on understanding when various models and estimation methods are appropriate as well as how to conduct proper inference in a variety of settings. Methods are illustrated with empirical examples using the econometrics software package Stata. Participants receive access to course/workshop materials including presentation slides, notes, data sets, and Stata .do files.  Topics will include:

  • Linear Models with Cross-Sectional Data
  • Estimation of Causal Effects
  • Introduction to Regression with Time Series Data
  • Finite Populations, Stratified Sampling, and Cluster Sampling
  • Difference-in-Differences Estimation
  • Linear Panel Data Models with Microeconomic Data
  • Linear Panel Data Models with Many Time Periods
  • Instrumental Variables Methods with Panel Data
  • Nonlinear Models for Cross-Sectional Panel Data
  • Nonlinear Models for Panel Data

All are welcome to attend ÊSTIMATE. However, to fully benefit from the workshop, we recommend that participants have an econometrics background comparable to a first-year PhD econometrics sequence.

For further details about the program, please click here.
For further details on the schedule, please click here.

Registration Information


ÊSTIMATE: The Reduced Form

No reduced form workshops are open for registration.

Episode 1, presented by Jeff Wooldridge, is aimed at researchers wanting to learn about recent methods in difference-in-differences estimation with panel data.

The specific learning objectives are:
  • To understand the basic difference-in-differences methods for panel data, including the case of multiple periods before and after an intervention.
  • With staggered interventions, to learn the shortcomings of imposing strong restrictions on the pattern of treatment effects – as is done with the basic two-way fixed effects estimator – and how to relax these restrictions using familiar regression methods and more advanced methods using imputation and propensity score weighting.
  • To understand simple tests for violations of the parallel trend assumption, and how, in the context of flexible models, allow violation of those assumptions.
  • When using a limited dependent response variable (such as binary, fractional, or count), how to use flexible nonlinear methods.
  • To learn how Stata can be used to implement the various methods.

Workshop Topics:

  • Assumptions and Methods for Common Intervention Timing
  • Combining Regression Adjustment and Propensity Score Weighting
  • Staggered Interventions, Heterogeneous Treatment Effects, and Regression Adjustment
  • Imputation and Propensity Score Methods in the Staggered Case
  • Testing for Violations of Parallel Trends. Correcting for Heterogeneous Trends
  • Unbalanced Panels
  • Inference with Few Treated and/or Control Units
  • Nonlinear Difference-in-Differences

For further details about the program, please click here.


For further information, please contact:

ÊSTIMATE                                             or                 Phone: (517) 355-7583          
Department of Economics                                           Email: estimate@econ.msu.edu
Michigan State University
486 W. Circle Dr. Room 110
East Lansing, MI 48824

 


 
Michigan State University Department of Economics