Advanced Econometrics

All the course materials will be posted here:

1) Syllabus

2) Slides

• Lecture # 1 - Linear Regression and Inference

• Lecture # 2 - Causal Inference (I)

• Lecture # 3 - Causal Inference (II)

• Lecture # 4 - Heterogeneous Treatment Effects

3) Do-files:

• Standard Errors

• PSM and Panel Data

• DiD (Replication of Wolfers (2006)).

• Heterogeneity

  • ADOs

• Discrete Choice

4) Older lectures

• Lecture  - Local Average and Heterogeneous Treatment Effects 

• Lecture  - Panel Data

• Lecture  - Likelihood Methods