Matching, Regression Discontinuity, Difference in Differences, and Beyond

Myoung-jae Lee

For the three most popular research methods (matching, regression discontinuity, and difference in differences) in modern economics and other social sciences, this book shows the main ideas behind the methods and how to carry out their implementation in empirical analysis

Matching, Regression Discontinuity, Difference in Differences, and Beyond

Myoung-jae Lee

Description

This book reviews the three most popular methods (and their extensions) in applied economics and other social sciences: matching, regression discontinuity, and difference in differences. The book introduces the underlying econometric/statistical ideas, shows what is identified and how the identified parameters are estimated, and then illustrates how they are applied with real empirical examples. The book emphasizes how to implement the three methods with data: many data and programs are provided in the online appendix. All readers—-theoretical econometricians/statisticians, applied economists/social-scientists and researchers/students—-will find something useful in the book from different perspectives.

Matching, Regression Discontinuity, Difference in Differences, and Beyond

Myoung-jae Lee

Chapter 1: Basics of Treatment Effect Analysis
Chapter 2: Matching
Chapter 3: Non-Matching and Sample Selection
Chapter 4: Regression Discontinuity (RD)
Chapter 5: Difference in Differences (DD)
Chapter 6: Triple Difference (TD) and Beyond
Appendix
Online GAUSS Programs (PS for Propensity Score)
References

Matching, Regression Discontinuity, Difference in Differences, and Beyond

Myoung-jae Lee

Author Information

Myoung-jae Lee, Professor of Economics, Korea University, Seoul

Professor Myoung-jae Lee is an econometrician/statistician in Korea University. He received his Ph.D. in economics from University of Wisconsin-Madison in 1989. Since then, he published about 60 papers in economic and statistic journals as well as top-rated journals in other fields, including Econometrica, Journal of the Royal Statistical Society (Series B), Journal of Econometrics, Transportation Research (Part B), and Sociological Methods & Research. He also published four single-authored micro-econometric books from Springer, Academic Press and Oxford University Press on limited dependent variables, panel data and treatment effect analysis.

Matching, Regression Discontinuity, Difference in Differences, and Beyond

Myoung-jae Lee

Reviews and Awards

"The book under review gives an up-to-date and concise treatment of the three most recent and widely applied empirical methods to deal with confoundedness in microeconometrics, i.e., matching, regression discontinuity and difference in differences. This book gives a timely update on the author's previous book Microeconometrics for Policy, Program, and Treatment Effects with a particular concentration on these three most in fluential methodologies. This book serves as an excellent reference for both graduate students and researchers working in the field of microeconometrics." - Zhongwen Liang, Mathematical Reviews Clippings