Readings

Checklist for Empirical Papers (Walker)
Linear Panels in STATA (Walker)

Causality

Sample Selection

Panel Data

Structural Estimation

  • Eckstein and Wolpin (1989) The Specification and Estimation of Dynamic Stochastic Discrete Choice Models Journal of Human Resources 
  •  Rust (1994) Structural Estimation of Markov Decision Processes Handbook of Econometrics, Vol 4.
  • Keane, Todd, and Wolpin (2011) “The Structural Estimation of Behavioral Models …”, Chapter 4, Handbook of Labor Economics.

(LINK)  Imbens and Wooldridge Lectures (2009) on Microeconometrics

Best Practices for Scientific Computing