Campbell, D.T. and Stanley, J.C. (1963, 1966). Experimental and Quasi-Experimental Designs for Research. Rand McNally, Chicago, Illinois.

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1 General Mostly Harmless Econometrics by Angrist (MIT labor economist) and Jorn-Steffen Pischke has excellent discussions of key econometric issues. This is very intuitive and helpful for thinking about estimation strategy. Bellsley, Kuh, Welsch Regression Diagnostics. Campbell, D.T. and Stanley, J.C. (1963, 1966). Experimental and Quasi-Experimental Designs for Research. Rand McNally, Chicago, Illinois. R. Davidson and J. McKinnon, Estimation and Inference in Econometrics, 1993, Oxford University Press De Groot for statistics Greene WH Econometric Analysis. Macmillan: New York Standard econometric text. Good introductory overview. -the latest version is amazing in the breadth of its coverage - it includes many examples and practical advice - This is my deeper go-to reference Johnston and Dinardo (1997) Kalnins (2007, AMR) Kennedy P A Guide to Econometrics (3rd edn). MIT Press: Cambridge, MA. Less technical, but presents the material in an intuitive fashion. Always the book to go to first. - This is my quick go-to reference that gives great overviews and cites -Easy to use and read. King, Gary Robert Keohane and Sidney Verba Designing Social Inquiry. Princeton University Press. - clearly makes the case that large and small n studies adhere to the same logic. Great intuitive explanations of mathematical concepts King, G. et al. (2000). "Making the most of statistical analyses: Improving interpretation and presentation." American Journal of Political Science 44(2): Everyone should read this. Lecture Notes of Reiss and Wolak survey of empirical methods in industrial organization - Various lecture notes on empirical industrial organization (Ariel Pakes, John Asker, etc)

2 - Imbens-Woolridge lectures on applied econometrics (NBER) - Ken Train lectures on discrete choice methods MATLAB documentation and user groups NBER minicourse on econometrics (DVD available from the NBER) R. documentation and user groups SAS documentation and user groups STATA documentation and user groups Sutton and Shaw's piece in ASQ on what theory is not. Winship, Christopher, and Stephen L. Morgan "The Estimation of Causal Effects frobservational Data." Annual Review of Sociology 25: Wonnacott and Wonnacott Econometrics Wooldridge JM Econometic Analysis of Cross Section and Panel Data. MIT Press: Cambridge, MA Great reference on panel models. - Like the explicit focus on panel data and solutions to endogeneity more in depth, often too complex, but sections can be skipped, and there is much good intuition. - Only decent text covering panel methods in depth.

3 Panel Arellano and Bond (1991) for dynamics in panel data; Hsiao. Analysis of Panel Data. The Econometric Society Monographs Wooldridge JM Econometic Analysis of Cross Section and Panel Data. MIT Press: Cambridge, MA Great reference on panel models. - Like the explicit focus on panel data and solutions to endogeneity more in depth, often too complex, but sections can be skipped, and there is much good intuition. - Only decent text covering panel methods in depth.

4 Survival/Failure Allison, P. (1995), Survival Analysis using the SAS System: A Practical Guide, SAS Institute. Allison, P. (1984), Event History Analysis, Sage Publications. Kalbfleish, J. D., Prentice, R.L. (2002), Statistical Analysis of Failure Time Data, Wiley. Singer, Judith D. & John B. Willett. Applied Longitudinal Data Analysis: Modeling Change and Event Occurrence, New York: Oxford University Press, Tuma & Hannan (1984) "Social Dynamics: Models and Methods" Academic Press Yamaguchi. Event history analysis

5 Discrete Choice Ben-Akiva and Lerman. Discrete Choice Analysis Long & Freese's "Regression Models for Categorical Dependent Variables Using Stata" (Stata Press) - really great explanations, easy to use and fantastic post-estimation routines for categorical dependent variable models. Maddala. Limited Dependent and Qualitative Variables in Econometric. The Econometric Society Monographs Kenneth Train, Qualitative Choice Analysis, MIT Press, 1986 Kenneth Train, Discrete Choice Methods with Simulation (2003)

6 Count Cameron & Trivedi. Regression Analysis of Count Data. The Econometric Society Monographs Cameron, A. C. and P. K. Trivedi (1986). "Econometric Models Based on Count Data: Comparisons and Applications of Some Estimators and Tests." Journal of Applied Econometrics 1: Collett. Modeling Survival Data in Medical Research Greene, W. (1997), FIML estimation of sample selection models for count data. Working Paper EC-97-02, Department of Economics, Stern School of Business, New York University. Greene, W. H. (2005). "Functional Form and Heterogeneity in Models for Count Data." Foundations and Trends in Econometrics 1(2): Hausman, J., B. Hall, et al. (1984). "Econometric Models for Count Data with an Application to the Patents-R&D Relationship." Econometrica 52(4): Tim Simcoe s code for panel poisson

7 Event Studies Brown, S. J. and J. B. Warner (1985). "Using Daily Stock Returns: The Case of Event Studies." Journal of Financial Economics 14(1): MacKinlay, A. C. (1997). "Event Studies in Economics and Finance." Journal of Economic Literature 35(1): McWilliams, A. and D. Siegel (1997). "Event Studies in Management Research: Theoretical and Empirical Issues." Academy of Management Journal 40(3):

8 Endogeneity & Selection Bart Hamilton and Jackson Nickerson, "Correcting for Endogeneity in Strategic Management Research" Strategic Organization, 2003 Heckman, J Dummy endogenous variables in a simultaneous equation system. Econometrica. 46(6): Heckman, J Sample selection bias as a specification error. Econometrica. 47: Heckman, J. J. (1990). "Varieties of Selection Bias." American Economic Review 80(2): Lee, L., Maddala, G. and Trost, R Asymptotic covariance matrices of two-stage probit and two-stage tobit methods for simultaneous equation models with selectivity. Econometrica. 48: Lee, L Some approaches to the correction of selectivity bias. Review of Economic Studies. 49: Lee, L Generalized econometric models with selectivity. Econometrica. 51: Shaver, Management Science 1998

9 Interactions Ai & Norton (2003) Aiken, L.S., West, S.G. (1991), Multiple Regression: Testing and Interpreting Interactions, Sage. Baron and Kenny (1986) on Moderator-Mediator variables Friedrich, R. J. (1982). "In defense of multiplicative terms in multiple regression equations." American Journal of Political Science 26(4): A must-read if you use interaction terms. Jaccard, J., Turrisi, R., Wan, C.K. (1990), Interaction Effects in Multiple Regression, Sage. Also very helpful if you use interaction terms. Gary King s CLARIFY simulation technique Norton, Wang and Ai (Stata Journal, 2004) Zelner (SMJ forthcoming)

10 Survey Dillman, D. A Mail and telephone surveys: The total design method. Wiley-Interscience, New York. Dillman, D. A The design and administration of mail surveys. Ann. Rev. of Soc Fowler, F. J Survey Research Methods. Sage, Newbury Park, CA.

11 Qualitative Robert Bates, A. Grief, M. Levi, J-P. Rosenthal, B. Weingast, Analytic Narratives, Princeton University Press, 1998 Corbin, J. and Strauss, A. (1990). 'Grounded theory research: procedures, canons, and evaluative criteria'.qualitative Sociology, 13, Strauss and Corbin's Basics of Qualitative Search Denzin, N. and Lincoln, Y. (2000). Handbook of Qualitative Research. Thousand Oaks, CA: Sage. Fine, G. A. and Elsbach, K. D. (2000). 'Ethnography and experiment in social psychological theory-building: tactics for integrating qualitative field data with quantitative lab data'. Journal of Experimental Social Psychology, 36, Glaser, B. and Strauss, A. (1967). The Discovery of Grounded Theory: Strategies for Qualitative Research. New York: Aldine De Gruyter. Langley, Ann (1999). Strategies for Theorizing from Process Data. Academy of Management Review 24(4): Ragin s The Comparative Method and Fuzzy Set Social Science Spradley, J.P. (1979), The Ethnographic Interview, Harcourt Brace. Strauss, A., Corbin, J. (1998) Basics of Qualitative Research, 2nd ed., Sage. Yin, R. (1984) Case Study Research: Design and methods, Sage.

12 Other Study of estimates of managerial effects identified by executives that switch firms. Managing with Style: The Effect of Managers on Firm Policies Marianne Bertrand, Antoinette Schoar. The Quarterly Journal of Economics. Cambridge: Nov Vol. 118, Iss. 4; p Chamberlain, Gary Analysis of covariance with qualitative data, ReStud. The problems of fixed effects regressions with binary outcome variables. Fixed effects and differencing methods Griliches and Mairesse, Production Functions: The Search for Identification" Econometric Society Monographs, : pp Study on complementarities in human resource practices. The effects of human resource management practices on productivity: A study of steel finishing lines Casey Ichniowski, Kathryn Shaw, Giovanna Prennushi. The American Economic Review. Nashville: Jun Vol. 87, Iss. 3; p. 291 (23 pages) Michael Murray, "Avoiding invalid instruments and coping with weak instruments", JPE 2006 now that we're all obsessed with iv models this is essential reading. Robins, James M., Miguel A Hernán, and Babette Brumback "Marginal Structural Models and Causal Inference in Epidemiology." Epidemiology, 11: Rosenbaum and Rubin The central role of the propensity score in observational studies of causal effects. Biometrika 70(1): Skrondal, A. and Rabe-Hesketh, S. (2004). Generalized Latent Variable Modeling: Multilevel, Longitudinal and Structural Equation Models. Awesome book for understanding random coefficient & multilevel models, plus there's a great companion book for running these models in Stata Stern, Management Science, Do Scientists Pay to Be Scientists? - the multiple offer/scientist fixed effect methodology Wasserman, S., Faust, K. (1994), Social Network Analysis: Methods and Applications, Cambridge Univ. Press.