Topics in Program Evaluation Bibliography
This page contains links to subject bibliographies with supplemental notes. Most links to published materials can only be accessed with paid subscriptions, usually available through libraries.
Causal Models and the Evaluation of Economic Policy
Heckman, James J. (2012). Notes: "Economic Approaches to the Evaluation of Public Policy."
Heckman, James J. (2010). "Building Bridges between Structural and Program Evaluation Approaches to Evaluating Policy," Journal of Economic Literature, 48(2): 356-398.
Heckman, James J. (2008). "Econometric Causality." International Statistical Review, 76(1):1-27.
Heckman, James J. (2008). "The Principles Underlying Evaluation Estimators with an Application to Matching." Annales d'Economie et de Statistiques, 91/92(Special Issue).
Notes
Classical Discrete Choice Theory
Cosslett, S. R. (1983). "Distribution-Free Maximum Likelihood Estimator of the Binary Choice Model." Econometrica, 51(3): 765-782.
Domenchich, T. and McFadden, D. (1975). Urban Travel Demand. (Amsterdam: North-Holland). Chapter 3 and Chapter 4
Ichimura, Hidehiko and T. Scott Thompson. (1998). "Maximum Likelihood Estimation of a Binary Choice Model with Random Coefficient of Unknown Distributions." Journal of Econometrics, 86(2): 269-295.
Matzkin, Rosa L. (2007). "Nonparametric Identification," In: James J. Heckman and Edward E. Leamer, Editor(s), Handbook of Econometrics, Volume 6, Part B. Amsterdam: Elsevier. pp. 5307-5368.
Manski, Charles F. (1988). "Identification of Binary Response Models." Journal of the American Statistical Association, 83(403): 729-738.
Matzkin, R.L. (1992), "Nonparametric and Distribution-Free Estimation of the Binary Threshold Crossing and the Binary Choice Models," Econometrica, 60(2): 239-270.
Matzkin, Rosa L. (1993). "Nonparametric Identification and Estimation of Polychotomous Choice Models." Journal of Econometrics, 58: 137-168.
Notes
Identification in Multinomial Probit Models with Associated Outcomes and Measurements
Discrete Choice with Proofs of Identification
Discrete Dependent Variable Models
Heckman, James J. and Rodrigo Pinto. (2013). "Definitions and a Unified Analysis of Identification of Recursive Causal Models"
The Roy Model and the Generalized Roy Model
Chesher, Andrew and Adam M. Rosen. (2012). "Simultaneous Equations Models for Discrete Outcomes: Coherence, Completeness, and Identification." Unpublished manuscript, CeMMAP & UCL.
Cunha, Flavio, James J. Heckman and Salvador Navarro. (2005). "Separating Uncertainty from Heterogeneity in Life Cycle Earnings Oxford Economic Papers, 57(2):191-261.
Flinn, Christopher and James J. Heckman. (1982)."New Methods For Analyzing Structural Models of Labor Force Dynamics."Journal of Econometrics, 18(1):115-168.
Heckman, J. (1985). “Selection Bias and Self-selection,” The New Palgrave: A Dictionary of Economics, (MacMillan Press, Stockton, New York), 287-296.
Heckman, James J. (2008). "Selection Bias and Self-Selection." In The New Palgrave Dictionary of Economics. Second Edition. Eds. Steven N. Durlauf and Lawrence E. Blume. New York: Palgrave Macmillan.
Heckman, J. J. and Honoré, B. (1990). "The Empirical Content of the Roy Model." Econometrica, 58(5): 1121-1149.
Heckman, J. and G. Sedlacek (1985). "Heterogeneity, Aggregation and Market Wage Functions: An Empirical Model of Self-Selection in the Labor Market,"Journal of Political Economy, 93(6), 1077-1125.
Heckman, James J. (1974) "Shadow Prices, Market Wages, and Labor Supply." Econometrica, 42(4):679-94.
Heckman, James J. and Edward Vytlacil. (2005). "Structural Equations, Treatment, Effects and Econometric Policy Evaluation." Econometrica, 73(3): 669-738.
Notes
Some Helpful Mathematical Facts
Labor Supply and the Two-Step Estimator
Normal Selection Model Results from Heckman and Honoré (1990)
Adding Uncertainty to a Roy Economy with Two Sectors
Extensions of The Roy Model To Account For Uncertainty
Econometric Causality and the Roy Model
Almlund, Mathilde, and James J. Heckman. (2012). "The Roy Model and the Generalized Roy Model." Appendix.
Notes on Generalized Roy Model
The Generalized Roy Model Applied to the Problem of Policy Evaluation
Instrumental Variables in Choice Models
Card, David. (1999). "The Causal Effect of Education on Earnings," In Orley Ashenfelter and David Card, editors, Handbook of Labor Economics, Volume 3A. Amsterdam: Elsevier, 1999. pp. 1801-1863.
Carneiro, Pedro, Hansen, Karsten T., and Heckman, James J. (2001). "Removing the Veil of Ignorance in Assessing the Distributional Impacts of Social Policies," Swedish Economic Policy Review, 8:273-301.
Carneiro, Pedro, Heckman, James J., and Vytlacil, Edward. (2011). "Estimating Marginal Returns to Education American Economic Review, 101(6): 2754–2781.
Carneiro, Pedro, James J. Heckman, and Edward Vytlacil. (2010). "Evaluating Marginal Policy Changes and the Average Effect of Treatment for Individuals at the Margin," Econometrica, 78(1): 377-394.
Eisenhauer, Phillip; Heckman, James J.; and Vytlacil, Edward. (2011). "The Generalized Roy Model and the Cost-Benefit Analysis of Social Programs," Unpublished manuscript, University of Chicago, Department of Economics.
Hahn, Jinyong; Todd, Petra E. and Van der Klaauw, Wilbert. (2001). "Identification and Estimation of Treatment Effects with a Regression Discontinuity Design." Econometrica, 69(1): 201-209.
Heckman, James J., Daniel Schmierer and Sergio Urzua. (2010). "Testing the Correlated Random Coeffcient Model." Journal of Econometrics, 158(2): 177-203.
Heckman, James J.and Sergio Urzua. (2010). "Comparing IV With Structural Models: What Simple IV Can and Cannot Identify." Journal of Econometrics,156(1): 27-37.
Heckman, J., S. Urzua and E. Vytlacil (2006) " Understanding Instrumental Variables in Models with Essential Heterogeneity," Review of Economics and Statistics, 88(3): 389-432
Imbens, G., and J. Angrist (1994) "Identification and Estimation of Local Average Treatment Effects," Econometrica 62(2), 467-75.
Imbens, Guido W. and Thomas Lemieux. (2008). "Regression Discontinuity Designs: A Guide to Practice." Journal of Econometrics, 142(2): 615-635.
Vytlacil, Edward. (2002). “Independence, Monotonicity, and Latent Index Models: An Equivalence Result,” Econometrica, 70(1): 331-341.
Notes
Chesher, Andrew and Adam Rosen. (2012). Generalized Instrumental Variables Models.
Deaton, Angus. (2009). "Instruments of Development: Randomization in the Tropics, and the Search for the Elusive Keys to Economic Development," Keynes Lecture, British Academy, London, October 7th, 2008, Proceedings of the British Academy 2008 Lectures, 162, Oxford University Press, 2009, 123-160.
Heckman, James J. (1992). "Randomization and Social Policy Evaluation," In Evaluating Welfare and Training Programs, C. Manski and I. Garfinkel, eds. Cambridge, MA: Harvard University Press. pp. 201-230.
Heckman, J., Hohmann, N.,Smith, J. and Khoo, M. (2000) "Substitution and Dropout Bias in Social Experiments: A Study of an Influential Social Experiment," Quarterly Journal of Economics, 115(2): 651-694.
Heckman, James J., and Jeffrey A. Smith. (1995). "Assessing the Case for Social Experiments," Journal of Economic Perspectives, 9: 85-110.
Section 9: "Randomized Evaluations" from Heckman, J. and Vytlacil, E. (2007). "Econometric Evaluation of Social Programs, Part II: Using the Marginal Treatment Effect to Organize Alternative Economic Estimators to Evaluate Social Programs and to Forecast Their Effects in New Environments," in J. Heckman and E. Leamer, eds. Handbook of Econometrics, Vol. 6. Amsterdam: North-Holland.
Horwitz, Ralph I., Burton H. Singer, Robert W. Makuch, Catherine M. Viscoli. (1996). "Can treatment that is helpful on average be harmful to some patients? A study of the conflicting information needs of clinical inquiry and drug regulation," Journal of Clinical Epidemiology, 49(4): 395-400.
Horwitz, Ralph I., Burton H. Singer, Robert W. Makuch, Catherine M. Viscoli. (1997). "On Reaching the Tunnel at the End of the Light," Journal of Clinical Epidemiology, 50(7): 753-755.
Imbens, Guido W. (2010). "Better LATE Than Nothing: Some Comments on Deaton (2009) and Heckman and Urzua (2009)." Journal of Economic Literature, Vol 48(2): 399-423.
Todd, P. and Wolpin, K. (2006). "Assessing the Impact of a School Subsidy Program in Mexico: Using Experimental Data to Validate a Dynamic Behavioral Model of Child Schooling and Fertility," American Economic Review, 96(5): 1384-1417.
Notes
Some Evidence from Social Experiments on Disruption and Contamination Bias
Matching: Nonparametric OLS
Heckman, J., Ichimura, H., Smith, J. and Todd, P. (1998). "Characterizing Selection Bias Using Experimental Data," Econometrica, 66(5): 1017-1098.
Heckman, J., R. LaLonde and J. Smith (1999) "The Economics and Econometrics of Active Labor Market Programs", O. Ashenfelter and D. Card (eds.), Handbook of Labor Economics , (North Holland, Vol. 3), Section 8, pp 1992-2007.
Heckman, J., and S. Navarro (2004) "Using Matching, Instrumental Variables, and Control Functions to Estimate Economic Choice Models," Review of Economics and Statistics 86(1), 30-57.
Section 8: "Matching" from Heckman, J. and Vytlacil, E. (2007). "Econometric Evaluation of Social Programs, Part II: Using the Marginal Treatment Effect to Organize Alternative Economic Estimators to Evaluate Social Programs and to Forecast Their Effects in New Environments," in J. Heckman and E. Leamer, eds. Handbook of Econometrics, Vol. 6. Amsterdam: North-Holland.
Ichimura, H. and Todd, P. (2007). "Implementing Nonparametric and Semiparametric Estimators," in J. Heckman and E. Leamer, eds. Handbook of Econometrics, Vol. 6B. Amsterdam: North-Holland. pp. 5369-5468.
Todd, Petra E. (1999). "A Practical Guide to Implementing Matching Estimators" Unpublished manuscript, University of Pennsyvania, Department of Economics.
Todd, Petra E. (2007). "Evaluating Social Programs with Endogenous Program Placement and Selection of the Treated," In: T. Paul Schultz and John A. Strauss, eds. Handbook of Development Economics, Volume 4, Chapter 60, Pages 3847-3894. Amsterdam: Elsevier.
Notes
Heckman, James J. (2010). "The Principles Underlying Evaluation Estimators with an Application to Matching."
The Principles Underlying Evaluation Estimators, Part II: Application to Matching
Heckman, LaLonde, and Smith. (1999). "Some Mechanics on the Method of Matching." from Section 7 of the Handbook of Labor Economics, Volume 3A.
Heckman and Urzua. (2005). "Examples of Using Matching, Instrumental Variables and Control Functions to Estimate Economic Choice Models."
Heckman and Robb. (1985). "Alternative Methods For Evaluating The Impact of Interventions: An Overview."
Heckman, James J. "LaLonde's Challenge and Background Evidence from the Matching Literature."
Heckman, James J., LaLonde, Robert J., and Smith, Jeffrey. (2004). "A Simulation Study of the Sensitivity of Nonexperimental Methods to Matching and Alternative Assumptions."
Heckman, James J., LaLonde, Robert J., and Smith, Jeffrey. (2004). "The Economics and Econometrics of Active Labor Market Programs, Section 7."
Distributional Treatment Effects and Factor Models
Aakvik, Arild; Heckman, James J. and Vytlacil, Edward. (2005). "Treatment Effects for Discrete Outcomes when Responses to Treatment Vary Among Observationally Identical Persons: An Application to Norwegian Vocational Rehabilitation Program." Journal of Econometrics, 125(1-2): 331-341.
Abbring, Jaap and Heckman, James J. (2007). " Econometric Evaluation of Social Programs, Part III: Distributional Treatment Effects, Dynamic Treatment Effects, Dynamic Discrete Choice, and General Equilibrium Policy Evaluation. Handbook of Econometrics, Vol. 6B, J. Heckman and E. Leamer, eds. Amsterdam: Elsevier. Section 2, pp. 5145-5303.
Altonji, Joseph G. and Rosa L. Matzkin. (2005). "Cross Section and Panel Data Estimators for Nonseparable Models with Endogenous Regressors." Econometrica, 73(4): 1053-1102.
Bonhomme, Stéphane. (2012). "Functional Differencing," Econometrica, 80(4): 1337-1395.
Bonhomme, Stéphane and Jean-Marc Robin. (2010). "Generalized Non-Parametric Deconvolution with an Application to Earnings Dynamics."Review of Economic Studies, 77(2): 491-533.
Bonhomme, Stéphane, Koen Jochmans, and Jean-Marc Robin. (2012). "Nonparametric Estimation of Finite Mixtures," Unpublished manuscript, CEMFI.
Conti, Gabriella, James J. Heckman, and Sergio Urzua. (2010). "The Education-Health Gradient," American Economic Review: Papers & Proceedings, 100(2), 234-238.
Cunha, Flavio and Heckman, James J. (2008). "Formulating, Identifying and Estimating the Technology of Cognitive and Noncognitive Skill Formation," Journal of Human Resources, 43(4):738-782.
Cunha, Flavio, James J. Heckman and Susanne Schennach. (2010). "Estimating the Technology of Cognitive and Noncognitive Skill Formation," Econometrica, 78(3): 883-931.
Fortin, Nicole, Thomas Lemieux and Sergio Firpo. (2011). "Decomposition Methods in Economics," In Orley Ashenfelter and David Card, eds., Handbook of Labor Economics, Vol. 4. Amsterdam, Elsevier. pp. 1-102.
Frühwirth-Schnatter, S. (2006). Finite Mixture and Markov Switching Models. Springer-Verlag.
Geweke, John and Michael Keane. (2000). "An Empirical Analysis of Earnings Dynamics among Men in the PSID: 1968–1989," Journal of Econometrics, 96(2): 293-356.
Heckman, James J., Susanne Schennach and Benjamin D. Williams. (2011). "Matching on Proxy Variables," Unpublished manuscript, University of Chicago, Department of Economics.
Heckman, James J. and Burton Singer. (1984). "A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data." Econometrica, 52(2): 271-320.
Henry, Marc, Yuichi Kitamura, and Bernard Salanie. (2011). "Identifying Finite Mixtures in Econometric Models," Unpublished manuscript, University of Montreal.
Redner, Richard A. and Homer F. Walker. (1984). "Mixture Densities, Maximum Likelihood and the EM Algorithm." SIAM Review, 26(2): 195-239.
Notes
Notes on Factor Models and the Hicks Lecture Model with Normal Random Variables