Microeconometric Evaluation Methods

54 Pages Posted: 21 Oct 2010

See all articles by Denis Fougère

Denis Fougère

National Center for Scientific Research (CNRS); CNRS and SCIENCES PO PARIS; IZA Institute of Labor Economics; Centre for Economic Policy Research (CEPR)

Date Written: March 2007

Abstract

Our survey covers the recent developments of the microeconometric literature on evaluation methods. In this field, the canonical model is Rubin's causal model, which is close to Roy's selectivity model. This model is the relevant framework for defining and for examining the identifiability conditions of the parameters of interest in any evaluation study. We insist on the definition of these parameters, which include the average effect of the treatment on the treated and on the non-treated individuals. For each set of assumptions (selectivity on observable or unobservable characteristics, conditional independence between outcomes and treatment indicators, etc.), we present the most adapted estimation method. We put a special emphasis on matching estimators in the situation where the selectivity depends only on observables, and on differences-in-differences methods and on regression-discontinuity techniques when the selectivity depends both on observable and unobservable characteristics.

Note: Downloadable document is in French.

Keywords: evaluation, selectivity bias, matching estimators, differences-in-differences, regression-discontinuity

JEL Classification: C13, C14, C41, J64

Suggested Citation

Fougere, Denis and Fougere, Denis, Microeconometric Evaluation Methods (March 2007). Banque de France Working Paper No. 167, Available at SSRN: https://ssrn.com/abstract=1694501 or http://dx.doi.org/10.2139/ssrn.1694501

Denis Fougere (Contact Author)

National Center for Scientific Research (CNRS)

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France

CNRS and SCIENCES PO PARIS ( email )

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Paris, 75007
France
+33149543764 (Phone)
75007 (Fax)

HOME PAGE: http://https://www.sciencespo.fr/osc/fr/node/1609.html

IZA Institute of Labor Economics

P.O. Box 7240
Bonn, D-53072
Germany

Centre for Economic Policy Research (CEPR) ( email )

London
United Kingdom

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