Summer School: Econometrics of Survey Data, Stratification, and Clustering with Manuel Arellano

Attendance

Online

Posted on

Start Date

End Date

Application Deadline

Type

Summer schools

16 TO 19 JUNE 2021

UNIVERSITY OF MINHO | BRAGA - PORTUGAL

NIPE summer school 2021

 

ABOUT THE COURSE

The 17th Edition of the NIPE Summer School in Econometrics will run between June 16 to June 19, 2021. "Econometrics of Survey Data, Stratification, and Clustering" is the selected topic for this edition, and the course will be taught by Manuel Arellano, from the Center for Monetary and Financial Studies (CEMFI) - Madrid.

Stratification and clustering are central themes in survey methodology, but in reinterpreted form they are also important for other types of data sets, such as administrative records, group-level and spatial data, experimental data, and subjective expectations. The course will review established methods in the econometrics of stratification and clustering, together with some recent advances in the analysis of clustered and panel survey data sets.

Given the heterogeneous epidemiological circumstances across countries, and the uncertainty associated with it, this year our course will be online.

The course has a duration of approximately 20hours and runs over 3 days 16, 17, and 18 June morning and afternoon (9am-5pm [BST], with time to chat with the instructor, and breaks for coffee and lunch). On the 19th of June, Professor Manuel Arellano will give a seminar in the morning.

We look forward to welcoming you in Braga!

ABOUT MANUEL ARELLANO

Manuel Arellano (Elda, Spain 1957) has been a Professor of Economics at CEMFI in Madrid since 1991. Prior to that, he held appointments at the University of Oxford and the London School of Economics. He is a graduate from the University of Barcelona and holds a Ph.D. from the London School of Economics. He has served as Editor of the Review of Economic Studies, Co-Editor of the Journal of Applied Econometrics, and Co-Chair of the World Congress of the Econometric Society. He currently serves as a member of the ERC Scientific Council. He is a Fellow of the Econometric Society and a Foreign Honorary Member of the American Academy of Arts and Sciences. He has been President of the Econometric Society (2014), President of the European Economic Association (2013), and President of the Spanish Economic Association (2003). He has published many research papers on topics in econometrics and labour economics, in particular on the analysis of panel data, being named a Clarivate Citation Laureate in Economics (2018). He is the author of Panel Data Econometrics (Oxford University Press 2003). He has received the Rey Jaime I Prize in Economics (2012).

Course Description

Stratification and clustering are central themes in survey methodology, but in reinterpreted form they are also important for other types of data sets, such as administrative records, group-level and spatial data, experimental data, and subjective expectations. The course will review established methods in the econometrics of stratification and clustering, together with some recent advances in the analysis of clustered and panel survey data sets.

Course Outline

Wednesday, June 16

Lecture 1: Weighted estimation

1. Finite populations

2. Weighted means and estimating equations

3. Standard errors under stratification

4. Examples: OLS, IV, QR, ML, subpopulations

Lecture 2: Stratification

1. Endogenous and exogenous stratification

2. Population heterogeneity vs sample design

3. Choice-based sampling

4. Discrete choice from data on participants

Thursday, June 17

Lecture 3: Clustered and panel data

1. Cluster standard errors

2. Fixed-effects regression

3. Random coefficients: finite-population inference

4. General estimating equations setup

Lecture 4: Nonlinear heterogeneity

1. Quantile approaches

2. Discrete choice

3. Bayesian methods

4. Bias-reduction methods

Friday, June 18

Lecture 5: Bootstrap methods

1. Nonparametric bootstrap resampling

2. Asymptotic properties

3. Bootstrap with one- and two-way cluster dependence

4. Bootstrap for finite populations

Lecture 6: Further topics

1. Econometrics of group-level data

2. Modelling probabilistic expectations

3. Incomplete and rotating panels

4. Time series of panels

 

Important Dates:

Early registration: January 20th - May 7th, 2021

Late registration: May 8th - June 5th, 2021

NIPE 2021 photo

 

More Information

Posted on

Start Date

End Date

Application Deadline

Type

Summer schools

%E2%80%8BCampus%20de%20Gualtar%20%2C%20Braga%2C%20Portugal

​Campus de Gualtar

Braga , Portugal