Online Training Workshop on Applied Micro-econometrics and Public Policy Evaluation
Feb. 26-27 and Mar. 4-5, 2024
I. Introduction:
The aim of this online training workshop is to provide participants with a deeper understanding of micro-econometric estimation techniques that are widely used in public policy evaluation. Several methods will be 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 will be held via Zoom and will be conducted mainly in English, with the possibility of using Arabic and French if needed. It will be split into theoretical and practical sessions where the instructors will present the theory behind each econometric technique. Furthermore, Q&A session from the audience will follow (questions can be asked live or via Zoom Chat) and participants will have several hands-on exercises (either individual or collective using the Breakout room facility in Zoom where the participants can work in smaller groups).
By the end of this online workshop, participants will have acquired detailed knowledge of and hands-on experience in public policy evaluation techniques.
The training will be conducted by Racha Ramadan and Chahir Zaki. Please click on their names to view their short biographies.
II. Eligibility:
Applicants should be:
• Researchers from the ERF region with MAs or PhDs or in the process of completing these degrees.
• Less than 40 years of age.
• Trained in statistics, economics and mathematics and able to use statistical programs.
• Familiar with the management and analysis of microeconomic datasets.
• Priority will be given to those who have not attended previous ERF workshops.
III. Application procedure:
Applications must include a curriculum vitae (CV) with a minimum of one reference name and a motivation letter indicating why the candidate is interested in the topic of the workshop and how it relates to his/her research.
Deadline for submissions: 26th of January 2024.
Send your submission through this link
IV. 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
V. 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.