Peking University
Guanghua School of Management
Department of Applied Economics
Columbia University-Economics
NBER
Econ Department,
UCLA
Lecture Note 1: The Roy Model of Self-Selection (Simple Case)Borjas, G. (1987), “Self-Selection and the Earnings of Immigrants,” American Economic Review, 77(4), 531-553.
Lecture Note 2: More on Roy Model of Self-SelectionHeckman, 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.
Lecture Note 3: Heckman Two Stage Selection ModelSample Selection Bias as a Specification Error, James J. Heckman, Econometrica, Vol. 47, No. 1. (Jan., 1979), pp. 153-161.
Lecture Note 4: Education and Self-SelectionWillis, R. and S. Rosen (1979), “Education and Self-Selection,” Journal of Political Economy, 87(5), part 2, S7-S36.
Lecture Note 5: Correlation and CausalityRian Jacob, Lars Lefgre and Enrico Moretti (2007), "The Dynamics of Criminal Behavior: Evidence from Weather Shocks," Journal of Human Resources, 42(3), 2007
Lecture Note 6: IV Estimators (Weighted IV, 2SLS, 3SLS, GLS)Lecture Note 7: Rubin's Causal Model (LATE)Angrist, J., Imbens, G. and D.B. Rubin (1996), “Identification of Causal Effects Using Instrumental Variables,” Journal of the American Statistical Association, 91(434), 444-455.