Economics 312, Empirical Analysis III
Spring 2022; Part B, Problem Sets

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Teaching Assistant Information

• • Filippo Cavaleri (fcavaler@uchicago.edu)
    • Office hours:
  • Conroy Lau (ccplau@uchicago.edu)
    • Office hours:
    • TA Sessions: Fridays, 3:30pm-4:20pm, Saieh 021
  • NOTE: Please email the TAs if you plan to attend their Office Hours so that they do not wait unnecessarily. Please email them before office hours with any specific questions so that they can prepare.

Rules for Problem Sets

For the problem sets in Part B of the course, you may form groups of up to 3 people, maximum, with no exceptions. Please upload an electronic version to Canvas (no late submissions are accepted) before the deadline, with one submission per group. Please label the submission clearly with the full name of each student in the group as it is written on Canvas. Note that groups consisting of more than 3 members will earn a mark of 0.

Homework groups

• You must form a homework group consisting of three people – no exceptions.
• Study groups are permanent for the rest of ECON 312 (specifically for Part B).
• Please send the list of people with your names as seen on Canvas to the TAs by Friday, April 30.

Submission

• We will set up groups on Canvas so that you will be able to submit the solution as a group.
• Please include everyone’s names in the submitted document.
• The deadline for each assignment is the start of the lecture on the day that the problem set is due (5 PM  on Tuesdays and Thursdays unless otherwise stated).
• The documents containing the write-up (including but not limited to paragraph answers, equations, graphs, plots, diagrams, tables) must be in PDF format and you are strongly encouraged to use LaTeX to typeset your solutions. A collaborative platform like Overleaf would be useful.
• Please submit your code along with the write-up: both the source file(s) and the PDF version of the code if possible. Platforms like RMarkdown (for R), Jupyter (for Python and R) and MATLAB live scripts can be especially useful to include equations and text in Markdown cells alongside code blocks.
• The code must be well-formatted, with comments and well-labeled variable names as appropriate.

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Problem Sets

Problem Set 1 

• • Assigned: April 28, 2022
  • Due: May 5, 2022
  • Related Resources:
    • Video
      • Richard Feynman on Social Science (Vimeo video)
    • Reading
      • Angrist, Joshua D. 2022. “Empirical Strategies in Economics: Illuminating the Path from Cause to Effect.” NBER. Working Paper. 29726.
      • Card, David. 2022. “Design‐Based Research in Empirical Microeconomics.” Princeton University. Industrial Relations Section Working Paper. 654.
      • Chang, Andrew C., and Phillip Li. 2015. “Is Economics Research Replicable? Sixty Published Papers from Thirteen Journals Say “Usually Not”.” Federal Reserve Board, Divisions of Research and Statistics and Monetary Affairs. Finance and Economics Discussion Series. 2015-033.
      • Christensen, Garret, and Edward Miguel. (2018). “Transparency, Reproducibility, and the Credibility of Economics Research.” Journal of Economic Literature, 56(3):920-80.
      • Heckman, James J. (2008). “Econometric Causality,” International Statistical Review, 76(1): 1-27.
      • Heckman, James J., Sergio Urzua, and Edward Vytlacil. (2006). “Understanding Instrumental Variables in Models with Essential Heterogeneity.” The Review of Economics and Statistics, 88(3):389-432.
      • Hsieh, Chang-Tai, and Peter J. Klenow. (2009). “Misallocation and Manufacturing TFP in China and India.” The Quarterly Journal of Economics, 124(4):1403-1448.
      • Hull, Peter, Michal Kolesár, and Christopher Walters. (2022). “Labour by Design: Contributions of David Card, Joshua Angrist, and Guido Imbens.” Unpublished manuscript, Brown University, Department of Economics. https://www.princeton.edu/~mkolesar/papers/nobel2021.pdf
      • Hurwicz, Leonid. (1966). “On the Structural Form of Interdependent Systems.” In Studies in Logic and the Foundations of Mathematics, edited by Ernest Nagel, Patrick Suppes and Alfred Tarski, 232-239. Elsevier.

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Problem Set 2 

• • Assigned: May 11, 2022
  • Due: May 17, 2022
  • Related Resources:
    • Readings
      • Heckman, James J. (2008). “Econometric Causality,” International Statistical Review, 76(1): 1-27.
    •  Slides
      • Classical Discrete Choice Theory
      • Hypothesis Testing: Part I
      • How To Correct for Sampling Biases
      • Roy Models of Policy Evaluation
      • Notes on Identification of the Roy Model and the Generalized Roy Model
    • Data
      • Data for Problem 8 (ZIP file)