REGIONAL TRAINING COURSE (SUMMER SCHOOL) ON APPLIED ECONOMETRIC ANALYSIS – TRAINING MATERIALS

The International Food Policy Research Institute (IFPRI) and Westminster International University in Tashkent (WIUT) held 5th Annual Training Course on Advanced Applied Econometrics from June 4 – 15, 2018. The two-week training course for young researchers from the region took place at WIUT in Tashkent, Uzbekistan. More than twenty participants from Kazakhstan, Kyrgyzstan, Tajikistan, and Uzbekistan participated in the training. Participants were selected on a competitive basis based on their interest and background in applied research, as well as their knowledge and skill level in quantitative methods.

Day 1 | Day 2 | Day 3 | Day 4 | Day 5 | Day 6 | Day 7 | Day 8 | Day 9

Day 1 - June 4

• Introduction to applied research in economics and Overview of the training program, Kamiljon Akramov
• Introduction to Stata, Ziyodullo Parpiev
  • Related Materials (zip 60 Kb)

Day 2 - June 5

• Looping and useful shortcuts in Stata, Kakhramon Yusupov
• Drawing graphs and maps in Stata, Kakhramon Yusupov
• Review of probability (Random variables and probability distributions; Expected values, mean, and variance; Joint and marginal distributions; Conditional distributions; Covariance and correlation), Farrukh Ataev
• Review of probability (cont.), Farrukh Ataev
  • Additional Reading and Related Materials:
    • Morning sessions (zip 592 Kb)

Day 3 - June 6

• Distributions in statistics (Normal, Chi-squared, Student t, and F distributions; Random sampling and sample distributions), Farrukh Ataev
• Distributions in statistics (cont.), Farrukh Ataev
• Introduction to statistical inference (Estimation of the population mean; Hypothesis testing: p-value, t-test, F-test, confidence intervals), Farrukh Ataev
• Introduction to statistical inference (cont.), Farrukh Ataev

Day 4 - June 7

• Linear regression model, Kakhramon Yusupov
• Linear regression model (cont.), Kakhramon Yusupov
• Hypothesis tests, model specification and diagnostics in linear regression, Obid Khakimov
• Hypothesis tests, model specification and diagnostics in linear regression (cont.), Obid Khakimov
  • Additional Reading and Related Materials:
    • Vogl, Tom S. 2013. Marriage Institutions and Sibling Competition: Evidence from South Asia*. The Quarterly Journal of Economics, Volume 128, Issue 3, Pages 1017–1072.
    • Session 1 -2 Related Materials (zip 6 Kb)

Day 5 - June 8

• Regression with binary dependent variable (Linear probability , probit, and logit models), Obid Khakimov
• Regression with binary dependent variable (cont.), Obid Khakimov
• Assessing studies based on standard regression analysis with examples, Kamiljon Akramov
• Regression and causal inference (Counterfactual model of causality, potential outcomes, assignment mechanisms, estimands, and estimators), Kamiljon Akramov

Day 6 - June 11

• Identification: Random assignments and natural experiments, Bakhrom Mirkasimov
• Identification: Regression analysis of RCTs, Bakhrom Mirkasimov
• Identification strategies: Instrumental variables, Katrina Kosec
• Panel data econometrics (fixed effects, random effects, incidental parameter problem), Ziyodullo Parpiev

Day 7 - June 12

• Difference-in-differences: Main ideas, Ziyodullo Parpiev
• Difference-in-differences: Extensions, Ziyodullo Parpiev
• Identification strategies: Regression Discontinuity Design, Katrina Kosec
• Identification strategies: Regression Discontinuity Design (cont.), Katrina Kosec
  • Additional Reading and Related Materials:
    • Card, D. and Alan B. Krueger. 1994. Minimum Wages and Employment: A Case Study of the Fast Food Industry in New Jersey and Pennsylvania. The American Economic Review, Vol. 84, No. 4, pp. 772-793. (Data files could be downloaded in here.)

Day 8 - June 13

• Applied research in Development Economics (paper replication), Katrina Kosec
• Writing and publishing in Economics, Katrina Kosec
• Identification strategies: Propensity Score Matching, Bakhrom Mirkasimov
• Identification strategies: Propensity Score Matching (cont.), Bakhrom Mirkasimov
  • Additional Reading and Related Materials:
    • Session 1:
      • Kosec, K., Haider, H., Spielman, D.J. and F. Zaidi. Political competition and rural welfare: evidence from Pakistan. Oxford Economic Papers, Volume 70, Issue 4, 1 October 2018, Pages 1036–1061.
      • Kosec, K. and C.H. Mo. 2017. Aspirations and the Role of Social Protection: Evidence from a Natural Disaster in Rural Pakistan. World Development, Volume 97, September 2017, Pages 49-66.
      • Dehejia, R.H. and S. Wahba. 1999. Causal Effects in Nonexperimental Studies: Reevaluating the Evaluation of Training Programs. Journal of the American Statistical Association, Volume 94, Issue 448, Pages 1053-1062.
      • Caliendo, M. and S. Kopeinig. 2005. "Some Practical Guidance for the Implementation of Propensity Score Matching". IZA Discussion Papper No. 1588.
      • Session 1 -2 Related Materials (zip 128 Kb)
      • Session 3 -4 Related Materials (zip 910 Kb)

Day 9 - June 14

• Examples of applied research in Development Economics (paper replication), Kamiljon Akramov
• Examples of applied research in Development Economics (cont. 1) and (cont. 2), Kamiljon Akramov
• Examples of applied research in Development Economics (paper replication), Ziyoodullo Parpiev
• Opportunities for collaboration with IFPRI and WIUT, Kamiljon Akramov
  • Additional Reading and Related Materials:
    • Session 1:
      • Acemoglu, D., Johnson, S. and J. A. Robinson. 2001. The Colonial Origins of Comparative Development: An Empirical Investigation. American Economic Review, 91 (5): 1369–1401. (Data files can be downloaded in here.)
      • David Y. Albouy. 2012. The Colonial Origins of Comparative Development: An Empirical Investigation: Comment. American Economic Review, 102(6): 3059–3076.
      • Acemoglu, D., Johnson, S. and J. A. Robinson. 2012. The Colonial Origins of Comparative Development: An Empirical Investigation: Reply. American Economic Review, 102(6): 3077–3110.
      • Akramov, Kamiljon T. 2012. "Foreign aid allocation, governance, and economic growth." Philadelphia: University of Pennsylvania Press for International Food Policy Research Institute (IFPRI).
    • Session 2 - 4:
      • Brionzini, R. and E. Iachini. 2014. Are Incentives for R&D Effective? Evidence from a Regression Discontinuity Approach. American Economic Journal: Economic Policy, Volume 6, No. 4, PP. 100-134.
      • Mirkasimov, B. and Z. Parpiev. 2017. The Political Economy of Wheat Pricing in Uzbekistan, Eurasian Center for Food Security (ECFS): Moscow, Russia.
      • Mullainathan, S. and J. Spiess. 2017. Machine Learning: An Applied Econometric Approach. Journal of Economic Perspectives, Volume 31, No. 2, PP. 87-106.
    • Related materials session 1 - 2 (11 Kb)