International Summer School

International Summer School

In this intensive five-day summer school, participants will explore modern microeconometric methods and learn how to use them in Stata. Through hands-on activities and simulation techniques, attendees will gain a comprehensive understanding of these models. Topics include basic linear and nonlinear models with both exogenous and endogenous covariates, stack-the-moment-equation inference, and solutions for multiple comparison problems.

Additionally, the course covers causal inference for cross-sectional data, difference-in-difference methods for panel and repeated-cross-sectional data, as well as covariate selection methods like the lasso, with a focus on conducting valid inference post-selection.

Topics to be covered

• Basic tools: Linear and non-linear models with exogenous covariates; Stacking the moment equations
• Linear and non-linear models with endogenous covariates (Part I); Endogenous sample selection
• Causal inference for cross-sectional data (Part I, Part II)
• Causal inference with endogenous treatments; Difference-in-Difference estimators for causal inference for repeated cross-sectional and panel data
• Inference after covariate selection (Part I & II)

Timeline