PhD lectures for Addis Ababa UniversityProfessor Måns Söderbom University of Gothenburg, Sweden 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 “Two-way fixed effects, the two-way Mundlak regression, and Difference-in-Differences estimators,” unpublished manuscript.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 “An Honest Approach to Parallel Trends,” unpublished manuscript.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: 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: Reports on this computer exercise should be submitted to mans.soderbom@economics.gu.se before the end of the course.
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