Matching, Regression Discontinuity, Difference in Differences, and Beyond

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Oxford University Press, May 2, 2016 - Business & Economics - 208 pages
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Myoung-jae Lee reviews the three most popular methods (and their extensions) in applied economics and other social sciences: matching, regression discontinuity, and difference in differences. This book introduces the underlying econometric and statistical ideas, shows what is identified and how the identified parameters are estimated, and illustrates how they are applied with real empirical examples. Lee emphasizes how to implement the three methods with data: data and programs are provided in a useful online appendix. All readers-theoretical econometricians/statisticians, applied economists/social-scientists and researchers/students-will find something useful in the book from different perspectives.

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Regression Discontinuity
Complete Pairing with PS for Union on Wage CpUnionOnWage
Difference in Differences
Repeated CrossSection DD DdReCroVary4WavesSim
Triple Difference and Beyond
A Appendix
and GDD for Differenced Model DdGddPanel5WavesSim

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About the author (2016)

Professor Myoung-jae Lee is an econometrician/statistician in Korea University. He received his Ph.D. in economics from University of Wisconsin-Madison in 1989. Since then, he published about 60 papers in economic and statistic journals as well as top-rated journals in other fields, including Econometrica, Journal of the Royal Statistical Society (Series B), Journal of Econometrics, Transportation Research (Part B), and Sociological Methods & Research. He also published four single-authored micro-econometric books from Springer, Academic Press and Oxford University Press on limited dependent variables, panel data and treatment effect analysis.

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