reading_list.md

Список черновой, будет структурироваться и дополняться.

Множественное тестирование гипотез

• Bretz F., Hothorn T., Westfall P. Multiple comparisons using R. – Chapman and Hall/CRC, 2016.
• The Theory and Practice of Field Experiments: An Introduction from the EGAP Learning Days (Jake Bowers,Maarten Voors, Nahomi Ichino)
• PASSED: Calculate Power and Sample Size for Two Sample Tests

Плохой контроль

• Cinelli C., Forney A., Pearl J. A crash course in good and bad controls //Sociological Methods & Research. – 2021. – С. 00491241221099552.

Стратификация

• Online Experiments Tricks — Variance Reduction: Stratification, CUPED, Variance-Weighted Estimators, and ML-based methods CUPAC and MLRATE

Кластеризация

• Abadie A. et al. When should you adjust standard errors for clustering?. – National Bureau of Economic Research, 2017. – №. w24003.

Мэтчинг

• Olmos A., Govindasamy P. Propensity scores: a practical introduction using R //Journal of MultiDisciplinary Evaluation. – 2015. – Т. 11. – №. 25. – С. 68-88.
• MatchIt: Getting Started
• King G., Nielsen R. Why propensity scores should not be used for matching //Political Analysis. – 2019. – Т. 27. – №. 4. – С. 435-454.
• Gary King, "Why Propensity Scores Should Not Be Used for Matching"
• MatchThem:: Matching and Weighting after Multiple Imputation

Гетерогенные эффекты

• Künzel S. R. et al. Metalearners for estimating heterogeneous treatment effects using machine learning //Proceedings of the national academy of sciences. – 2019. – Т. 116. – №. 10. – С. 4156-4165.
• causalToolbox
• Causal ML’s documentation
• Out-of-bag error

Разрывная регрессия

• Cattaneo M. D., Titiunik R. Regression discontinuity designs //Annual Review of Economics. – 2022. – Т. 14. – С. 821-851.
• Imbens G., Kalyanaraman K. Optimal bandwidth choice for the regression discontinuity estimator //The Review of economic studies. – 2012. – Т. 79. – №. 3. – С. 933-959.
• Cattaneo M. D., Idrobo N., Titiunik R. A practical introduction to regression discontinuity designs: Foundations. – Cambridge University Press, 2019.
• Tutorial on Regression Discontinuity Designs (Matias D. Catteneo, 2020 )
• RD Packages
• Fuzzy regression discontinuity
• SpatialRDD
• cheatsheets sf
• Lehner A. Culture, Institutions, and the Roots of Gender Inequality: 450 Years of Portuguese Colonialism in India. – 2021.
• Lehner A. Culture, Institutions, and the Roots of Gender Inequality: 450 Years of Portuguese Colonialism in India. – 2021.
• Regression Discontinuity Design (Evidence Space)

Разность разностей

• Callaway B., Sant’Anna P. H. C. Difference-in-differences with multiple time periods //Journal of Econometrics. – 2021. – Т. 225. – №. 2. – С. 200-230.
• did Package
• DIDdesign Package:Analyzing Difference-in-Differences Design
• Goodman-Bacon A. Difference-in-differences with variation in treatment timing (No. w25018; p. w25018) //National Bureau of Economic Research. https://doi. org/10. – 2018. – Т. 3386. – С. w25018.
• De Chaisemartin C., d'Haultfoeuille X. Two-way fixed effects estimators with heterogeneous treatment effects //American Economic Review. – 2020. – Т. 110. – №. 9. – С. 2964-96.
• Taking the con out of econometrics? New challenges to “Difference-in-Differences” analysis in competition cases
• Staggered Difference-in-Differences in Corporate Research (Andrew C. Baker, David. F. Larcker, and Charles C.Y. Wang, 2020)
• Difference-in-Differences Methodology (Andrew C. Baker, 2019)
• How much should we trust staggered difference-in-differences estimates? (Andrew C. Baker, David F. Larcker, Charles C.Y. Wang, 2022)
• How To Create Relative Time Indicators (Andrew C. Baker, 2020)
• What Can We Say About Medical Marijuana and Opioid Overdose Mortality? (Andrew C. Baker, 2020)
• DiD Reading Group (Taylor Wright)
• Metrics Discussions
• Package ‘lfe’
• Difference-in-Differences
• Two-stage differences in differences (John Gardner)

Синтетический контроль

• A Simple SCM Tutorial (Danilo Freire, 2018)
• Causal Inference Using Synthetic Control: The Ultimate Guide
• Synthetic Control
• SCUL Tutorial (Alex Hollingsworth, 2021)
• tidysynth
• More public policy analysis: synthetic control in under an hour
• Ferman B., Pinto C. Placebo tests for synthetic controls. – 2017.
• Roth J. et al. What's Trending in Difference-in-Differences? A Synthesis of the Recent Econometrics Literature //arXiv preprint arXiv:2201.01194. – 2022.
• Khvan, M., & Yakovlev, E. (2021). Death Toll of Price Limits and Protectionism in the Russian Pharmaceutical Market. Available at SSRN 3821615.
• Allcott H., Gentzkow M., Song L. Digital addiction //American Economic Review. – 2022. – Т. 112. – №. 7. – С. 2424-63.
• Ferman B., Pinto C. Placebo tests for synthetic controls. – 2017.

Событийный анализ

• Clarke D., Tapia-Schythe K. Implementing the panel event study //The Stata Journal. – 2021. – Т. 21. – №. 4. – С. 853-884.

• Schmidheiny K., Siegloch S. On event studies and distributed-lags in two-way fixed effects models: Identification, equivalence, and generalization //Equivalence, and Generalization (January 2019). – 2019.

• Borusyak K., Jaravel X., Spiess J. Revisiting event study designs: Robust and efficient estimation //arXiv preprint arXiv:2108.12419. – 2021.

• Borusyak K., Jaravel X., Spiess J. Revisiting event study designs: Robust and efficient estimation //arXiv preprint arXiv:2108.12419. – 2021.

• Schmidheiny K., Siegloch S. On event studies and distributed-lags in two-way fixed effects models: Identification, equivalence, and generalization //Equivalence, and Generalization (January 2019). – 2019.

• Luoma T. A sign test of cumulative abnormal returns in event studies based on generalized standardized abnormal returns //Vasa: Universitas Wasaensis. – 2011.

• Serra A. P. Event study tests: a brief survey //Gestão. Org-Revista Electrónica de Gestão Organizacional. – 2004. – Т. 2. – №. 3. – С. 248-255.

• eventstudies package

• Introduction to the eventstudies package in R

• eventstudy: Perform event study analysis

• Package ‘EventStudy’

• Single Firm Event Studies, Securities Fraud, and Financial Crisis - Problems of Inference (Andrew C. Baker, 2016)

• Machine Learning and Predicted Returns for Event Studies in Securities Litigation (Andrew C. Baker, Jonah B. Gelbach, 2020)

Инструменты Бартика

• Goldsmith-Pinkham P., Sorkin I., Swift H. Bartik instruments: What, when, why, and how //American Economic Review. – 2020. – Т. 110. – №. 8. – С. 2586-2624.
• Rotemberg Weight Package
• Bartik Shift-Share Instruments” Discussion of Goldsmith-Pinkham, Sorkin, and Swift, AER 2020
• ShiftShareSE
• Package ‘ShiftShareSE’

Общее

• Yao L. et al. A survey on causal inference //ACM Transactions on Knowledge Discovery from Data (TKDD). – 2021. – Т. 15. – №. 5. – С. 1-46.
• Mehmood S., Naseer S., Chen D. L. Training policymakers in econometrics //NBER working paper. – 2021.
• Applied Missing Data Analysis (Heymans, Eekhout)
• Causal Inference cheat sheet for data scientists
• Automatic Time Series Forecasting with Ata Method in R: ATAforecasting Package
• Conversations in Time: Interactive Visualization to Explore Structured Temporal Data
• tsibbletalk
• Economics charts in R using ggplot2
• Анализ временных рядов с помощью R (Мастицкий С. Э.)
• modelplotr v1.0 now on CRAN: Visualize the Business Value of your Predictive Model
• {ggstatsplot}: {ggplot2} Based Plots with Statistical Details
• Data Cleaning in R: 2 R Packages to Clean and Validate Datasets
• ComplexUpset
• Causal Flows. A casual introduction to causal inference for business analytics (Ken Acquah)