Econometrics

Some JEP articles recommended for classroom use

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A number of faculty members pointed to a very wide variety of JEP articles on specific topics that were useful as illustrations in their econometrics classes. Here, we have focused on papers explicitly dealing with econometric methods and data issues."

Since 2010

Symposium: Recent Ideas in Econometrics (Spring 2017) https://www.aeaweb.org/issues/453 

Athey, Susan, and Guido W. Imbens. 2017. “The State of Applied Econometrics: Causality and Policy Evaluation.” Journal of Economic Perspectives 31 (2): 3–32. https://www.aeaweb.org/articles?id=10.1257/jep.31.2.3 

Low, Hamish, and Costas Meghir. 2017. “The Use of Structural Models in Econometrics.” Journal of Economic Perspectives 31 (2): 33–58. https://www.aeaweb.org/articles?id=10.1257/jep.31.2.33 

Stock, James H., and Mark W. Watson. 2017. “Twenty Years of Time Series Econometrics in Ten Pictures.” Journal of Economic Perspectives 31 (2): 59–86. https://www.aeaweb.org/articles?id=10.1257/jep.31.2.59 

Mullainathan, Sendhil, and Jann Spiess. 2017. “Machine Learning: An Applied Econometric Approach.” Journal of Economic Perspectives 31 (2): 87–106. https://www.aeaweb.org/articles?id=10.1257/jep.31.2.87 

Powell, James L. 2017. “Identification and Asymptotic Approximations: Three Examples of Progress in Econometric Theory.” Journal of Economic Perspectives 31 (2): 107–24. https://www.aeaweb.org/articles?id=10.1257/jep.31.2.107 

Angrist, Joshua D., and Jörn-Steffen Pischke. 2017. “Undergraduate Econometrics Instruction: Through Our Classes, Darkly.” Journal of Economic Perspectives 31 (2): 125–44. https://www.aeaweb.org/articles?id=10.1257/jep.31.2.125 

Donaldson, Dave, and Adam Storeygard. 2016. “The View from Above: Applications of Satellite Data in Economics.” Journal of Economic Perspectives 30 (4): 171–98. https://www.aeaweb.org/articles?id=10.1257/jep.30.4.171 

Meyer, Bruce D., Wallace K. C. Mok, and James X. Sullivan. 2015. “Household Surveys in Crisis.” Journal of Economic Perspectives 29 (4): 199–226. https://www.aeaweb.org/articles?id=10.1257/jep.29.4.199 

Symposium: Pre-analysis Plans in Economics (Summer 2015) https://www.aeaweb.org/issues/381 

Olken, Benjamin A. 2015. “Promises and Perils of Pre-analysis Plans.” Journal of Economic Perspectives 29 (3): 61–80. https://www.aeaweb.org/articles?id=10.1257/jep.29.3.61 

Coffman, Lucas C., and Muriel Niederle. 2015. “Pre-analysis Plans Have Limited Upside, Especially Where Replications Are Feasible.” Journal of Economic Perspectives 29 (3): 81–98. https://www.aeaweb.org/articles?id=10.1257/jep.29.3.81 

Symposium: Big Data (Spring 2014) https://www.aeaweb.org/issues/336 

Varian, Hal R. 2014. “Big Data: New Tricks for Econometrics.” Journal of Economic Perspectives 28 (2): 3–28. https://www.aeaweb.org/articles?id=10.1257/jep.28.2.3 

Belloni, Alexandre, Victor Chernozhukov, and Christian Hansen. 2014. “High-Dimensional Methods and Inference on Structural and Treatment Effects.” Journal of Economic Perspectives 28 (2): 29–50. https://www.aeaweb.org/articles?id=10.1257/jep.28.2.29 

Nickerson, David W., and Todd Rogers. 2014. “Political Campaigns and Big Data.” Journal of Economic Perspectives 28 (2): 51–74. https://www.aeaweb.org/articles?id=10.1257/jep.28.2.51 

Heffetz, Ori, and Katrina Ligett. 2014. “Privacy and Data-Based Research.” Journal of Economic Perspectives 28 (2): 75–98. https://www.aeaweb.org/articles?id=10.1257/jep.28.2.75 

Schwabish, Jonathan A. 2014. “An Economist’s Guide to Visualizing Data.” Journal of Economic Perspectives 28 (1): 209–34. https://www.aeaweb.org/articles?id=10.1257/jep.28.1.209 

Symposium: Con out of Economics (Spring 2010) https://www.aeaweb.org/issues/126 

Angrist, Joshua D., and Jörn-Steffen Pischke. 2010. “The Credibility Revolution in Empirical Economics: How Better Research Design Is Taking the Con out of Econometrics.” Journal of Economic Perspectives 24 (2): 3–30. https://www.aeaweb.org/articles?id=10.1257/jep.24.2.3 

Leamer, Edward E. 2010. “Tantalus on the Road to Asymptopia.” Journal of Economic Perspectives 24 (2): 31–46. https://www.aeaweb.org/articles?id=10.1257/jep.24.2.31 

Keane, Michael P. 2010. “A Structural Perspective on the Experimentalist School.” Journal of Economic Perspectives 24 (2): 47–58. https://www.aeaweb.org/articles?id=10.1257/jep.24.2.47 

Sims, Christopher A. 2010. “But Economics Is Not an Experimental Science.” Journal of Economic Perspectives 24 (2): 59–68. https://www.aeaweb.org/articles?id=10.1257/jep.24.2.59

Nevo, Aviv, and Michael D. Whinston. 2010. “Taking the Dogma out of Econometrics: Structural Modeling and Credible Inference.” Journal of Economic Perspectives 24 (2): 69–82. https://www.aeaweb.org/articles?id=10.1257/jep.24.2.69 

Stock, James H. 2010. “The Other Transformation in Econometric Practice: Robust Tools for Inference.” Journal of Economic Perspectives 24 (2): 83–94. https://www.aeaweb.org/articles?id=10.1257/jep.24.2.83 

2000–2009

Ziliak, Stephen T. 2008. “Retrospectives: Guinnessometrics: The Economic Foundation of ‘Student’s’ t.” Journal of Economic Perspectives 22 (4): 199–216. https://www.aeaweb.org/articles?id=10.1257/jep.22.4.199 

Murray, Michael P. 2006. “Avoiding Invalid Instruments and Coping with Weak Instruments.” Journal of Economic Perspectives 20 (4): 111–32. https://www.aeaweb.org/articles?id=10.1257/jep.20.4.111 

Symposium: Econometric Tools (Fall 2001) https://www.aeaweb.org/issues/135 

Krueger, Alan B. 2001. “Symposium on Econometric Tools.” Journal of Economic Perspectives 15 (4): 3–10. https://www.aeaweb.org/articles?id=10.1257/jep.15.4.3 

DiNardo, John, and Justin L. Tobias. 2001. “Nonparametric Density and Regression Estimation.” Journal of Economic Perspectives 15 (4): 11–28. https://www.aeaweb.org/articles?id=10.1257/jep.15.4.11 

Chay, Kenneth Y., and James L. Powell. 2001. “Semiparametric Censored Regression Models.” Journal of Economic Perspectives 15 (4): 29–42. https://www.aeaweb.org/articles?id=10.1257/jep.15.4.29 

Horowitz, Joel L., and N. E. Savin. 2001. “Binary Response Models: Logits, Probits and Semiparametrics.” Journal of Economic Perspectives 15 (4): 43–56. https://www.aeaweb.org/articles?id=10.1257/jep.15.4.43 

Hausman, Jerry. 2001. “Mismeasured Variables in Econometric Analysis: Problems from the Right and Problems from the Left.” Journal of Economic Perspectives 15 (4): 57–67. https://www.aeaweb.org/articles?id=10.1257/jep.15.4.57 

Angrist, Joshua D., and Alan B. Krueger. 2001. “Instrumental Variables and the Search for Identification: From Supply and Demand to Natural Experiments.” Journal of Economic Perspectives 15 (4): 69–85. https://www.aeaweb.org/articles?id=10.1257/jep.15.4.69 

Wooldridge, Jeffrey M. 2001. “Applications of Generalized Method of Moments Estimation.” Journal of Economic Perspectives 15 (4): 87–100. https://www.aeaweb.org/articles?id=10.1257/jep.15.4.87 

Stock, James H., and Mark W. Watson. 2001. “Vector Autoregressions.” Journal of Economic Perspectives 15 (4): 101–15. https://www.aeaweb.org/articles?id=10.1257/jep.15.4.101 

Hansen, Bruce E. 2001. “The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity.” Journal of Economic Perspectives 15 (4): 117–28. https://www.aeaweb.org/articles?id=10.1257/jep.15.4.117 

Brownstone, David, and Robert Valletta. 2001. “The Bootstrap and Multiple Imputations: Harnessing Increased Computing Power for Improved Statistical Tests.” Journal of Economic Perspectives 15 (4): 129–41. https://www.aeaweb.org/articles?id=10.1257/jep.15.4.129 

Koenker, Roger, and Kevin F. Hallock. 2001. “Quantile Regression.” Journal of Economic Perspectives 15 (4): 143–56. https://www.aeaweb.org/articles?id=10.1257/jep.15.4.143 

Engle, Robert. 2001. “GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics.” Journal of Economic Perspectives 15 (4): 157–68. https://www.aeaweb.org/articles?id=10.1257/jep.15.4.157