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

The International Food Policy Research Institute (IFPRI) in collaboration with its partner institution based in Central Asia - Westminster International University in Tashkent (WIUT) - held a Training Course on Advanced Applied Econometrics from September 13 – 23, 2016, for the third consecutive year. This two-week training course for young researchers from the region took place at WIUT in Tashkent, Uzbekistan. 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 10

Day 1

• Introduction to applied research in economics, Ziyodullo Parpiev
• Introduction to Stata, Ziyodullo Parpiev
• Introduction to Stata (cont.), Muzaffar Okhunov
  • Related Materials (zip 35 Kb)

Day 2

• Looping and useful shortcuts in Stata, Muzaffar Ahunov
• Drawing graphs and maps in Stata, Muzaffar Ahunov
• Review of probability (Conditional probability, random variables: discrete vs continuous, distributions and moments, covariance and variance), Farrukh Ataev
• Review of probability (cont.), Farrukh Ataev
  • Additional Reading and Related Materials:
    • Mitchell, N. Michael. 2012. A Visual Guide to Stata Graphics. Stata Press.
    • Watson, Ian. 2015. Publication quality tables in Stata: a tutorial for the tabout program.
    • Zorn, Christopher. 2007. Stata For Dummies. University of South Carolina.
    • Related Materials (zip 70 Kb)

Day 3

• Distributions in statistics, Farrukh Ataev
• Distributions in statistics (cont.), Farrukh Ataev
• Introduction to statistical inference (Hypothesis testing: p-value, t-test, F-test, confidence intervals), Obid Hakimov
• Introduction to statistical inference (cont.), Obid Hakimov

Day 4

• Fundamentals of regression analysis, Obid Hakimov
• Fundamentals of regression analysis (cont.), Obid Hakimov
• Model diagnostics and specification, Obid Hakimov
• Regression, causality and identification issues, Kamiljon Akramov
  • Group Presentations (zip 112 Kb)

Day 5

• Endogeneity and causal inference, Obid Hakimov
• Endogeneity and causal inference (cont.), Obid Hakimov
  • Additional Reading:
    • 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.)
    • Related Materials (zip 5 Kb)

Day 6

• Identification: Propensity score matching (PSM), Muzaffar Ahunov
• Identification: Propensity score matching (PSM) (cont.), Muzaffar Ahunov
• Identification: Difference-in-difference (DiD), Ziyodullo Parpiev
• Identification: Difference-in-difference (DiD) (cont.), Ziyodullo Parpiev
  • Additional Reading and Related Materials:
    • Cattaneo, D. Matias. 2010.  Efficient semiparametric estimation of multi-valued treatment effects under ignorability. Journal of Econometrics, Vol. 155 (2): 138-154.
    • Card, David and Krueger, Alan. 1994. Minimum Wages and Employment: A Case Study of the Fast-Food Industry in New Jersey and Pennsylvania. American Economic Review, Vol. 84 (4): 772-793. (Data files can be downloaded in here.)
    • DiD Related Materials (zip 10 Kb)
    • PSM Related Materials (zip 44 Kb)

Day 7

• Identification: Natural experiments and RCT, Bakhrom Mirkasimov
• Regression Discontinuity Designs in Economics, Kamiljon Akramov
  • Additional Reading and Related Materials:
    • Raffaello Bronzini and Eleonora Iachini. 2014. Are Incentives for R&D Effective? Evidence from a Regression Discontinuity Approach. American Economic Journal: Economic Policy 6(4): 100–134.
    • Related Materials (zip 572 Kb)

Day 8

• Research in Development Economics: Using IV Regressions in Empirical Work, Kamiljon Akramov
• Research in Development Economics: Natural Experiments, Kamiljon Akramov

• Introduction to time series econometrics: Stationarity and unit roots, cointegration and error-correction, Ziyodullo Parpiev
• Time series and econometrics of structural breaks, Ziyodullo Parpiev

• • Additional Reading and Related Materials:
    • Acemoglu, D., S. Johnson, and J. A. Robinson. 2012. The Colonial Origins of Comparative Development: An Empirical Investigation: Reply. American Economic Review, 102(6): 3077–3110.
    • Bazzi, S., Gaduh, A., Rothenberg, A.D. and M. Wong. 2016. Skill Transferability, Migration, and Development: Evidence from Population Resettlement in Indonesia. American Economic Review, 106(9): 2658-98.
    • David Y. Albouy. 2012. The Colonial Origins of Comparative Development: An Empirical Investigation: Comment. American Economic Review, 102(6): 3059–3076.
    • Related Materials (zip 10 Kb)

Day 9

• Applications of the theory of incentives in applied development economics (theory & paper), Alexander Saak

• Writing in Economics, Muzaffar Ahunov
• Writing in Economics (cont.), Bakhrom Mirkasimov

• • Additional Reading and Related Materials:
    • Cochrane, J.H. 2005. Writing Tips for Ph.D. Students. Graduate School of Business, University of Chicago.
    • Dudenhefer, P. 2009. A Guide to Writing in Economics.
    • Hamermesh, Daniel S. (n.d.) How to Publish in a Top Journal (I wish that I knew!). University of Texas at Austin.

Day 10

• Publishing in peer-reviewed journals, Alexander Saak
• Guest lecture on collaborative research in agriculture and food security in Central Asia, Ram Sharma