## Microeconometrics: Panel Data and Multinomial Choice

Universität Basel, Spring 2022

Master in Wirtschaftswissenschaften

Prof. Dr. Kurt Schmidheiny

### General Information:

- Syllabus and Calendar
- The class will be taught in class at the WWZ.
- Slides Introduction: 4up, 1up

### Lecture Notes:

- Elements of Matrix Algebra: 2up, 1up
- Panel Data I - Fixed and Random Effects: 4up, 1up
- The Bootstrap: 2up, 1up
- Generalized Method of Moments: 4up, 1up
- Panel Data II - Dynamic Models: 4up, 1up

### Additional References:

- Marianne Bertrand, Esther Duflo, Sendhil Mullainathan (2004), How Much should we Trust Differences-In-Differences Estimates?
*The Quarterly Journal of Economics*, 119(1), 249-275. - A. Colin Cameron, Jonah B. Gelbach, and Douglas L. Miller (2008), Bootstrap-Based Improvements for Inference with Clustered Errors,
*The Review of Economics and Statistics*, 90(3), 414–427. - A. Colin Cameron, and Douglas L. Miller (2015), A Practitioner’s Guide to Cluster-Robust Inference,
*The Journal of Human Resources*, 50(2), 317-372. - Jeffrey Wooldridge on Twitter, Oct 17, 2021.
- Uri Simonsohn on Data Colada, Oct 13, 2021.
- Alwyn Young (2019), Channeling Fisher: Randomization Tests and the Statistical Insignificance of Seemingly Significant Experimental Results,
*The Quarterly Journal of Economics*, 134(2). - Kurt Schmidheiny and Sebastian Siegloch (2020), "On Event Studies and Distributed-Lags in Two-Way Fixed Effects Models: Identification, Equivalence, and Generalization". Mimeo November 2020. Replication: Harvard Dataverse, V1

### Data:

- Marius Brülhart, Jonathan Gruber, Matthias Krapf, and Kurt Schmidheiny (2021), "Behavioral Responses to Wealth Taxes: Evidence from Switzerland", Mimeo October 2021.

Data: Stata 14, Stata 11, csv, variables.

### Problem Sets:

- Problem Set 1: 2up, 1up. Discussed Mar 15, 2022.

Code: Stata do-file, R script, formatted result table. - Problem Set 2: 2up, 1up. Discussed Mar 29, 2022.

Code: Stata do-file, R script. - Problem Set 3: 2up, 1up. Discussed Apr 5, 2022.

Code: Stata do-file, Stata output, R script, calculation of trend for the FD-estimator. - Problem Set 4: 2up, 1up. Discussed April 12, 2022.

Code and output: Stata do-file, Stata output, R script, Figure for 1b), Figure for 1c). - Problem Set 5: 2up, 1up. Discussed April 26, 2022.

Code and output: Stata do-file, Stata output, R script. - Problem Set 6: 2up, 1up. Discussed May 10, 2022.
- Problem Set 7: 2up, 1up. Discussed May 24, 2022.

Data: Stata, article by Acemoglu et al. (2005), article by Bobba and Coviello (2007).

Code and output: Stata do-file, Stata output, R script.