PhD lectures for Addis Ababa University

 Professor Måns Söderbom

University of Gothenburg, Sweden

mans.soderbom@economics.gu.se

Applied Econometrics (September 2021)

Lecture #1 (3 hours), September 21st: Staggered Difference-in-Differences, two-way fixed effects and related topics

Lecture notes are available here.

Reading list:

Main reading:

Goodman-Bacon, Andrew. “Difference-in-Differences with variation in treatment timing,” forthcoming in Journal of Econometrics. Link.

Wooldridge, Jeffrey (2021). “Two-way fixed effects, the two-way Mundlak regression, and Difference-in-Differences estimators,” unpublished manuscript. Michigan State University. Link.

Optional:

Callaway, Brantly and Pedro H.C. Sant’Anna. “Difference-in-differences with multiple time periods,” forthcoming in Journal of Econometrics. Link.

de Chaisemartin, Clément and Xavier D’Haultfoeullie (2020). “Two-way fixed effects estimators with heterogeneous treatment effects,” American Economic Review 110(9): 2964-2996. Link.

Rambachan, Ashesh and Jonathan Roth (2021). “An Honest Approach to Parallel Trends,” unpublished manuscript. Harvard University & Brown University. Link.

Lecture #2 (3 hours), September 23rd: Corner response, count models and “Heckman” sample selection models

Slides from the lecture here.

Lecture notes are available here.

Additional resources:

Corner response: Wooldridge (2010), Chapter 17.1-17.6.3.

Count data: Wooldridge (2010), Chapter 18.1-18.3. Cameron and Trivedi (2005), Microeconometrics, Chapter 20 (selected parts).

Sample selection bias: Wooldridge (2010), chapter 19.1-6, 19.9.

Lab (3 hours), September 27th: Analysis of staggered Difference-in-Differences, corner response and count models

Computer exercise here.

Stata data files here:

Bacon-Goodman

Randdata

Mroz

Reports on this computer exercise should be submitted to mans.soderbom@economics.gu.se before the end of the course.

Development Economics (September 2021)

Lecture #1 (2 hours), September 22nd: Firm performance and constraints: Part I

Lecture notes are available here.

Reading list:

Atkin, David, Amit K. Khandelwal and Adam Osman (2017). “Exporting and Firm Performance: Evidence from a Randomized Experiment,” Quarterly Journal of Economics, Volume 132, Issue 2, 1 May 2017, Pages 551–615. Link

McKenzie, David (2017). “Identifying and Spurring High-Growth Entrepreneurship: Experimental Evidence from a Business Plan Competition,” American Economic Review, 107(8): 2278-2307. Link

Lecture #2 (2 hours), September 24th: Firm performance and constraints: Part II

Lecture notes are available here.

Reading list:

Shiferaw, Admasu, Måns Söderbom, Eyerusalem Siba and Getnet Alemu, "Road Infrastructure and Enterprise Dynamics in Ethiopia ," 2015, Journal of Development Studies 51(11), pp. 1541-1558. Link

Melitz, Marc J. and Saso Polanec (2015), “Dynamic Olley-Pakes Productivity Decomposition with Entry and Exit”, RAND Journal of Economics 46 (2): 362–75. Link

Shiferaw, Admasu and Måns Söderbom, "The Ethiopian manufacturing sector: Productivity, export orientation, and competitiveness," 2018, Chapter 33 in (eds) Fantu Cheru, Christopher Cramer, Arkebe Oqubay, The Oxford Handbook of the Ethiopian Economy. Oxford: Oxford University Press. Link

Lab (2 hours), September 28th:

Computer exercise here.

Stata data files here:

McKenzie

Ethiopian firms

Reports on this computer exercise should be submitted to mans.soderbom@economics.gu.se before the end of the course.