I. Experiments.
1. Ordinary Least Squares.
2. Multiple Regression.
3. Instrumental Variables
4. Bounds Estimation.
II. Structural Estimation.
5. Estimating Demand.
6. Estimating Selection Models.
7. Demand Estimation with IV
8. Estimating Games.
9. Estimating Auction Models
III. Repeated Measurement.
10. Panel data.
11. Synthetic Controls.
12. Mixture Models.
IV. Appendices.
A. Measuring Uncertainty.
B. Statistical Programming in R
Acknowledgements
Bibliography
Biography
Chris Adams was born and raised in Melbourne Australia and is a lifelong Carlton supporter. Chris received his PhD in economics from the University of Wisconsin - Madison. He has taught at the University of Vermont and in the Johns Hopkins’ Masters of Applied Economics program. He has 17 years experience working in merger regulation and antitrust for the US Federal Trade Commission. He is currently a Principal Analyst at the US Congressional Budget Office. Chris’ work and research focus on econometrics, empirical industrial organization, pharmaceutical innovation and auctions. His work has been published in various academic journals including The Econometrics Journal, Health Affairs, Health Economics, Marketing Science and Economics Letters. Chris is a colon cancer survivor and a research patient advocate with ECOG-ACRIN. Most importantly, he is a father to CJ and husband to Deena.
"...Very friendly and accessible in tone; informal in presentation. This book starts explaining code writing from the beginning. It is intended for graduate students interested and studying or researching in applied economics/econometrics. It provides all data sources with their corresponding links ... Two noticeable features in this book are practicality in applying econometrics and R codes for estimation and simulation of many examples in the book ... This book is very suitable as a textbook in applied economics/econometrics and adaptable for class teaching and a valuable resource for graduates." -Morteza-Alabaf Sabaghi, Journal of the Royal Statistical Society, Series A
