Online Training Workshop on Applied Micro-econometrics and Public Policy Evaluation

FromFeb 26, 2024 To Mar 05, 2024

Online Webinar

Feb. 26-27 and Mar. 4-5, 2024

I. Introduction:

The aim of this online training workshop was to provide participants with a deeper understanding of micro-econometric estimation techniques that are widely used in public policy evaluation. Several methods were illustrated and discussed such as selection correction models, instrumental variables, difference-in-difference, panel data models (fixed and random effects), and matching estimators.

The workshop was be held via Zoom. It was split into theoretical and practical sessions where the instructors will present the theory behind each econometric technique. Furthermore, participants had several hands-on exercises.

By the end of this online workshop, participants would have acquired detailed knowledge of and hands-on experience in public policy evaluation techniques.

The training was conducted by Racha Ramadan and Chahir Zaki. Please click on their names to view their short biographies.

II. Program:

Day 1 (February 26th): 17.00-20.00 (Cairo time)
– Introduction and Objectives of the Workshop
– The fundamental problem of causal inference in program evaluation:
o Identifying appropriate counterfactuals
o Endogeneity: simultaneity, sample selection and omitted variable bias
– Potential Solutions:
o Randomization
o Non-experimental methods

Day 2 (February 27th): 17.00-20.00 (Cairo time)
Solutions (1): Matching estimators
– Propensity score matching
– Propensity score weighted regressions
– Applications in STATA (1)

Day 3 (March 4th): 17.00-20.00 (Cairo time)
Solutions (2): Difference in Difference
– Theory and principles
– Applications in STATA (2)

Day 4 (March 5th): 17.00-20.00 (Cairo time)
Solutions (2): Panel Data Models:
– Fixed and Random Effects
– Applications in STATA (3)
– General Remarks on identification
– Conclusion

III. Readings
1. Angrist, J.D. and J.-S. Pischke (2009). Chapter 4 “Instrumental variables in action: Sometimes you get what you need” Mostly Harmless Econometrics Princeton, NJ: Princeton University Press.
2. Sections 1-4.2 in Ravallion, M. (2008). “Evaluating Anti-Poverty Programs” in Handbook of Development Economics 4, Ch. 59
3. Section 5 in Ravallion, M. (2008). “Evaluating Anti-Poverty Programs” in Handbook of Development Economics 4, Ch. 59
4. Skoufias, E. (2005). “PROGRESA and Its Impacts on the Welfare or Rural Households in Mexico.” IFPRI Research Report 139. Washington, DC: IFPRI.
5. Wooldrich, Jeffrey. 2009. Introductory Econometrics: A Modern Approach. Chapters 13 and 14.
6. Wahba, J. and Assaad, R. “Flexible Labor Regulations and Informality in Egypt” ERF Working Paper Series No. 915. Cairo, Egypt.