Instructor: Elena Manresa (New York University)
Dates: 1-5 September 2025
Hours: 15:00 to 18:30 CEST
Format: In person
Intended for
Researchers, economists, and policy practitioners.
Prerequisites
Participants should be comfortable with a Master’s level course in econometrics.
Overview
In recent years there has been an upsurge of interest in new methods for the analysis of matched employer-employee data to study the labor market, partly motivated by the increasing availability of this type of datasets. Existing methods are also finding applicability in other areas such as international trade, economic geography, environmental economics or intergenerational mobility. A main theme is how to deal with multiple heterogeneities and their potential interactions. This course will introduce newly developed approaches to deal with unobserved heterogeneity in conventional and matched panel data sets with an emphasis on discrete-classification methods. It will also provide an overview of traditional methods to decompose earnings variability into worker and firm-level effects as well as the more recent distributional approaches. Finally, the course will review methods for studying transitions and dynamic responses.
Topics
Dates: 1-5 September 2025
Hours: 15:00 to 18:30 CEST
Format: In person
Intended for
Researchers, economists, and policy practitioners.
Prerequisites
Participants should be comfortable with a Master’s level course in econometrics.
Overview
In recent years there has been an upsurge of interest in new methods for the analysis of matched employer-employee data to study the labor market, partly motivated by the increasing availability of this type of datasets. Existing methods are also finding applicability in other areas such as international trade, economic geography, environmental economics or intergenerational mobility. A main theme is how to deal with multiple heterogeneities and their potential interactions. This course will introduce newly developed approaches to deal with unobserved heterogeneity in conventional and matched panel data sets with an emphasis on discrete-classification methods. It will also provide an overview of traditional methods to decompose earnings variability into worker and firm-level effects as well as the more recent distributional approaches. Finally, the course will review methods for studying transitions and dynamic responses.
Topics
- Introduction to clustering methods in panel data analysis
- Grouped fixed-effects estimation
- AKM decompositions of two-sided heterogeneity from matched panel data
- Applications to labor markets, international trade, and the environment
- Distributional approaches for linked employer-employee data
- Models of worker and firm dynamics
- Professor: Elena Manresa