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Econometric-textbook-stata-replication

Hello everyone, I've been replicating figures and tables in some well-known econometrics textbooks using stata here. This is a wonderful practice for me and I hope my files can help you learn econometrics with stata.

Book Author: Joshua D. Angrist and Jörn-Steffen Pischke

Dataset and replication files

Most of the datasets and some of the replication programs come from MHE Data Archive and Angrist Data Archive. I also reference the replication files of vikjam. His work is amazing but I still find mistakes and update them in my replication. My replication is not complete either but I'll try my best to fill the gap along my learning path.

Chapters

Preliminaries
  1. Questions about Questions (No figure or table)
  2. The Experimental Ideal
The Core
  1. Making Regression Make Sense
  2. Instrumental Variables in Action: Sometimes You Get What You Need
  3. Parallel Worlds: Fixed Effects, Differences-in-Differences, and Panel Data
Extensions
  1. Getting a Little Jumpy: Regression Discontinuity Designs
  2. Quantile Regression
  3. Nonstandard Standard Error Issues

Book Author: Jeffrey M. Wooldridge

Dataset and replication files

Please download dataset from Boston college and save them into your stata working directory (To find your stata working directory, please type pwd in stata)

Then whenever you want to use the data, just type use dataset_name, such as use WAGE1

Or else, you can install bcuse command in stata using ssc install bcuse

Then you can use the dataset directly from the website above such as bcuse WAGE1. For more details, please see help bcuse

I referenced previous replication work by Boston college

However, this work is for 1st and 2nd edition of the book, and we have Stata 16 now, so I update previous work and try to replicate the results in the new book. From chapter 2 to 18, each chapter contains about nine to ten examples.

My replication work is updated in Introductory Econometrics: A Modern Approach. Please feel free to try the do files and correct my potential errors among them.

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