Downloading the Data

How to download the required data

All data required for code call outs and exercises can be found at the following link: https://damianclarke.net/books/microeconometrics/data/

All data is available as csv format which can be easily read into R and Python, as well as Stata’s native dta format. Data can be downloaded and accessed locally, or read into programs directly from the link above. Below we provide a brief illustration of how data can be read directly into R, Python and Stata from this site. Here we simply install one of the datasets used in Chapter 2 code call outs, and print the first line in the file:

R

df <- read.csv('http://www.damianclarke.net/books/microeconometrics/data/Banerjee_et_al_2021.csv')
df[1,]

Stata

webuse set www.damianclarke.net/books/microeconometrics/data
webuse Banerjee_et_al_2021
list in 1

Python

#| eval: false
import pandas as pd
df = pd.read_csv('http://www.damianclarke.net/books/microeconometrics/data/Banerjee_et_al_2021.csv')
df[0:1]
   treatment  el1  index_ctotal_el1  index_foodsecurity_el1  ind_fin_el1  ind_increv_updated_el1  asset_ind_tot_el1  vil_ham
   0          0    1          0.044485                0.498666     1.293397               -0.744829          -1.347889     10.0

References

Abadie, Alberto, Joshua Angrist, and Guido W. Imbens. 2002. “Instrumental Variables Estimates of the Effect of Subsidized Training on the Quantiles of Trainee Earnings.” Econometrica 70 (1): 91–117. https://doi.org/https://doi.org/10.1111/1468-0262.00270.
Abadie, Alberto, Alexis Diamond, and Jens Hainmueller. 2010. “Synthetic Control Methods for Comparative Case Studies: Estimating the Effect of California’s Tobacco Control Program.” Journal of the American Statistical Association 105 (490): 493–505.
———. 2015. “Comparative Politics and the Synthetic Control Method.” American Journal of Political Science 59 (2): 495–510. https://doi.org/https://doi.org/10.1111/ajps.12116.
Abel, Martin, Rulof Burger, and Patrizio Piraino. 2020. “The Value of Reference Letters: Experimental Evidence from South Africa.” American Economic Journal: Applied Economics 12 (3): 40–71. https://doi.org/10.1257/app.20180666.
Alan, Sule, and Elif Kubilay. 2025. “Empowering Adolescents to Transform Schools: Lessons from a Behavioral Targeting.” American Economic Review 115 (2): 365–407. https://doi.org/10.1257/aer.20240374.
Almond, Douglas, Kenneth Y. Chay, and David S. Lee. 2005. “The Costs of Low Birth Weight.” The Quarterly Journal of Economics 120 (3): 1031–83. https://EconPapers.repec.org/RePEc:oup:qjecon:v:120:y:2005:i:3:p:1031-1083.
Angrist, Joshua D., and Victor Lavy. 1999. “Using Maimonides’ Rule to Estimate the Effect of Class Size on Scholastic Achievement*.” The Quarterly Journal of Economics 114 (2): 533–75. https://doi.org/10.1162/003355399556061.
Banerjee, Abhijit, Esther Duflo, and Garima Sharma. 2021. “Long-Term Effects of the Targeting the Ultra Poor Program.” American Economic Review: Insights 3 (4): 471–86. https://doi.org/10.1257/aeri.20200667.
Baranov, Victoria, Sonia Bhalotra, Pietro Biroli, and Joanna Maselko. 2020. “Maternal Depression, Women’s Empowerment, and Parental Investment: Evidence from a Randomized Controlled Trial.” American Economic Review 110 (3): 824–59. https://doi.org/10.1257/aer.20180511.
Bari, Faisal, Kashif Malik, Muhammad Meki, and Simon Quinn. 2024. “Asset-Based Microfinance for Microenterprises: Evidence from Pakistan.” American Economic Review 114 (2): 534–74. https://doi.org/10.1257/aer.20210169.
Belloni, Alexandre, Victor Chernozhukov, and Christian Hansen. 2014. “High-Dimensional Methods and Inference on Structural and Treatment Effects.” Journal of Economic Perspectives 28 (2): 29–50. https://doi.org/10.1257/jep.28.2.29.
Bhalotra, Sonia, and Damian Clarke. 2020. “The Twin Instrument: Fertility and Human Capital Investment.” Journal of the European Economic Association 18 (6): 3090–3139. https://doi.org/10.1093/jeea/jvz058.
Bhalotra, Sonia, Damian Clarke, Joseph Flavian Gomes, and Atheendar Venkataramani. 2023. “Maternal Mortality and Women’s Political Power.” Journal of the European Economic Association, February. https://doi.org/10.1093/jeea/jvad012.
Bursztyn, Leonardo, Thomas Fujiwara, and Amanda Pallais. 2017. “‘Acting Wife’: Marriage Market Incentives and Labor Market Investments.” American Economic Review 107 (11): 3288–3319. https://doi.org/10.1257/aer.20170029.
Callaway, Brantly, and Tong Li. 2019. “Quantile Treatment Effects in Difference in Differences Models with Panel Data.” Quantitative Economics 10 (4): 1579–1618. https://doi.org/https://doi.org/10.3982/QE935.
Card, David. 1995. “Using Geographic Variation in College Proximity to Estimate the Return to Schooling.” In Aspects of Labour Market Behavior: Essays in Honour of John Vanderkamp, edited by Linos Christophides, E. K. Grant, and Robert Swidinsky, 201–22. Toronto: University of Toronto Press.
Carneiro, Pedro, Michael Lokshin, and Nithin Umapathi. 2017. “Average and Marginal Returns to Upper Secondary Schooling in Indonesia.” Journal of Applied Econometrics 32 (1): 16–36. https://doi.org/https://doi.org/10.1002/jae.2523.
Cattaneo, Matias D., Luke Keele, Rocío Titiunik, and Gonzalo Vazquez-Bare. 2021. “Extrapolating Treatment Effects in Multi-Cutoff Regression Discontinuity Designs.” Journal of the American Statistical Association 116 (536): 1941–52.
Charness, Gary, and Uri Gneezy. 2009. “Incentives to Exercise.” Econometrica 77 (3): 909–31. https://doi.org/https://doi.org/10.3982/ECTA7416.
Chong, Alberto, Isabelle Cohen, Erica Field, Eduardo Nakasone, and Maximo Torero. 2016. “Iron Deficiency and Schooling Attainment in Peru.” American Economic Journal: Applied Economics 8 (4): 222–55. https://doi.org/10.1257/app.20140494.
Clarke, Damian, Nicolás Lillo Bustos, and Kathya Tapia-Schythe. 2026. “Estimating Intergenerational Returns to Medical Care: New Evidence from at-Risk Newborns.” Journal of Public Economics 256: 105597. https://doi.org/https://doi.org/10.1016/j.jpubeco.2026.105597.
Clingingsmith, David, Asim Ijaz Khwaja, and Michael Kremer. 2009. “Estimating the impact of the Hajj: Religion and tolerance in Islam’s global gathering.” The Quarterly Journal of Economics 124: 1133–70.
Dehejia, Rajeev H., and Sadek Wahba. 2002. “Propensity Score-Matching Methods For Nonexperimental Causal Studies.” The Review of Economics and Statistics 84 (1): 151–61.
Deryugina, Tatyana. 2017. “The Fiscal Cost of Hurricanes: Disaster Aid Versus Social Insurance.” American Economic Journal: Economic Policy 9 (3): 168–98. https://doi.org/10.1257/pol.20140296.
Duflo, Annie, Jessica Kiessel, and Adrienne M Lucas. 2024. “Experimental Evidence on Four Policies to Increase Learning at Scale.” The Economic Journal 134 (661): 1985–2008. https://doi.org/10.1093/ej/ueae003.
Farrell, Max H. 2015. “Robust Inference on Average Treatment Effects with Possibly More Covariates Than Observations.” Journal of Econometrics 189 (1): 1–23. https://doi.org/https://doi.org/10.1016/j.jeconom.2015.06.017.
Finkelstein, Amy, Sarah Taubman, Bill Wright, Mira Bernstein, Jonathan Gruber, Joseph P. Newhouse, Heidi Allen, Katherine Baicker, and Oregon Health Study Group. 2012. “The Oregon Health Insurance Experiment: Evidence from the First Year.” The Quarterly Journal of Economics 127 (3): 1057–1106. https://doi.org/10.1093/qje/qjs020.
Firpo, Sergio. 2007. “Efficient Semiparametric Estimation of Quantile Treatment Effects.” Econometrica 75 (1): 259–76.
Frölich, Markus, and Blaise Melly. 2013. “Unconditional Quantile Treatment Effects Under Endogeneity.” Journal of Business & Economic Statistics 31 (3): 346–57.
Fryer, Jr., Roland G., and Steven D. Levitt. 2013. “Testing for Racial Differences in the Mental Ability of Young Children.” American Economic Review 103 (2): 981–1005. https://doi.org/10.1257/aer.103.2.981.
Gallego, Francisco A., Cristian Larroulet Philippi, and Andrea Repetto. 2024. “What’s Behind Her Smile? Health, Looks, and Self-Esteem.” American Economic Journal: Applied Economics 16 (2): 359–88. https://doi.org/10.1257/app.20210248.
Gilchrist, Duncan Sheppard, and Emily Glassberg Sands. 2016. “Something to Talk About: Social Spillovers in Movie Consumption.” Journal of Political Economy 124 (5): 1339–82. https://doi.org/10.1086/688177.
Hansen, Benjamin. 2015. “Punishment and Deterrence: Evidence from Drunk Driving.” American Economic Review 105 (4): 1581–1617. https://doi.org/10.1257/aer.20130189.
Holden, Kristian L. 2016. “Buy the Book? Evidence on the Effect of Textbook Funding on School-Level Achievement.” American Economic Journal: Applied Economics 8 (4): 100–127. https://doi.org/10.1257/app.20150112.
Imbens, Guido W., Donald B. Rubin, and Bruce I. Sacerdote. 2001. “Estimating the Effect of Unearned Income on Labor Earnings, Savings, and Consumption: Evidence from a Survey of Lottery Players.” American Economic Review 91 (4): 778–94. https://doi.org/10.1257/aer.91.4.778.
Kumar, Anil, and Che-Yuan Liang. 2024. “Labor Market Effects of Credit Constraints: Evidence from a Natural Experiment.” American Economic Journal: Economic Policy 16 (3): 1–26. https://doi.org/10.1257/pol.20200683.
LaLonde, Robert J. 1986. “Evaluating the Econometric Evaluations of Training Programs with Experimental Data.” The American Economic Review 76 (4): 604–20.
Landais, Camille. 2015. “Assessing the Welfare Effects of Unemployment Benefits Using the Regression Kink Design.” American Economic Journal: Economic Policy 7 (4): 243–78.
Lochner, Lance, and Enrico Moretti. 2015. “Estimating and Testing Models with Many Treatment Levels and Limited Instruments.” The Review of Economics and Statistics 97 (2): 387–97. https://ideas.repec.org/a/tpr/restat/v97y2015i2p387-397.html.
MacKinnon, James G., Morten Ørregaard Nielsen, and Matthew D. Webb. 2023. “Testing for the Appropriate Level of Clustering in Linear Regression Models.” Journal of Econometrics 235 (2): 2027–56. https://doi.org/https://doi.org/10.1016/j.jeconom.2023.03.005.
Melguizo, Tatiana, Fabio Sanchez, and Tatiana Velasco. 2016. “Credit for Low-Income Students and Access to and Academic Performance in Higher Education in Colombia: A Regression Discontinuity Approach.” World Development 80: 61–77. https://doi.org/https://doi.org/10.1016/j.worlddev.2015.11.018.
Meyersson, Erik. 2014. “Islamic Rule and the Empowerment of the Poor and Pious.” Econometrica 82 (1): 229–69. https://doi.org/https://doi.org/10.3982/ECTA9878.
Miguel, Edward, and Michael Kremer. 2004. “Worms: Identifying Impacts on Education and Health in the Presence of Treatment Externalities.” Econometrica 72 (1): 159–217.
Millimet, Daniel L., and Rusty Tchernis. 2009. “On the Specification of Propensity Scores, With Applications to the Analysis of Trade Policies.” Journal of Business & Economic Statistics 27 (3): 397–415. https://doi.org/10.1198/jbes.2009.06045.
Muralidharan, Karthik, and Nishith Prakash. 2013. “Cycling to School: Increasing Secondary School Enrollment for Girls in India.” NBER Working Papers 19305. National Bureau of Economic Research, Inc. https://ideas.repec.org/p/nbr/nberwo/19305.html.
Oreopoulos, Philip. 2011. “Why Do Skilled Immigrants Struggle in the Labor Market? A Field Experiment with Thirteen Thousand Resumes.” American Economic Journal: Economic Policy 3 (4): 148–71.
Ozier, Owen. 2011. “The impact of secondary schooling in Kenya: A regression discontinuity analysis.” Unpublished. University of California at Berkeley.
Pop-Eleches, Cristian, and Miguel Urquiola. 2013. “Going to a Better School: Effects and Behavioral Responses.” American Economic Review 103 (4): 1289–1324. https://doi.org/10.1257/aer.103.4.1289.
Porter, Catherine, and Danila Serra. 2020. “Gender Differences in the Choice of Major: The Importance of Female Role Models.” American Economic Journal: Applied Economics 12 (3): 226–54. https://doi.org/10.1257/app.20180426.
Riaño, Juan Felipe, and Felipe Valencia Caicedo. 2024. “Collateral Damage: The Legacy of the Secret War in Laos.” The Economic Journal 134 (661): 2101–40. https://doi.org/10.1093/ej/ueae004.
Riley, Emma. 2024. “Resisting Social Pressure in the Household Using Mobile Money: Experimental Evidence on Microenterprise Investment in Uganda.” American Economic Review 114 (5): 1415–47. https://doi.org/10.1257/aer.20220717.
Stevenson, Betsey, and Justin Wolfers. 2006. “Bargaining in the Shadow of the Law: Divorce Laws and Family Distress.” The Quarterly Journal of Economics 121 (1): 267–88. http://www.jstor.org/stable/25098790.
Thornton, Rebecca L. 2008. “The Demand for, and Impact of, Learning HIV Status.” American Economic Review 98 (5): 1829–63. https://doi.org/10.1257/aer.98.5.1829.