Advance Econometrics: Causal Effects
Syllabus
Find the syllabus here-HTML and here-PDF
All reading materials are available here
Introduction: Even the longest journey starts somewhere
Part I: The tools
1. Unveiling the Tapestry of Truth: The Grand Saga of Linear Regression and its Statistical Inference
Linear Regression Model: Statistical Inference and Extensions: html or pdf
2. Unleashing the Power of Infinite Flexibility: Exploring the Cosmos of Semi- and Non-Parametric Regression
Semi- and Non-Parametric Regression: How Flexible is Flexible Enough?: html or pdf
Homework 1: html or pdf
3. Beyond the Ordinary: Embarking on the Quest of Conditional Quantile Regressions
Conditional Quantile Regressions: Because No One is Average html or pdf
4. Ascending the Ladder of Equality: Studying the Mysteries of Unconditional Quantile Regressions
Unconditional Quantile Regressions: When We Care About Everyone html or pdf
5. Breaking the Chains of Linearity: A Transcendent Expedition into NLS, IRLS, and MLE
Homework 2: html or pdf
Part II: The methods
6. Chronicles of Fate: Exploring the Mystical What-Ifs in the Web of Causal Models
7. The Mirror’s Embrace: Taming Unobservables with the Power of Fixed Effects
8. The Summoner’s Call: Using Instrumental Variables to estimate LATE’s
9. The Blade of Equivalence: Unleashing the Art of Matching in the Realm of Divergence
10. Beyond the Discontinuity Veil: Crossing thresholds to Illuminate Secrets
11. Twofold Wisdom: Unraveling Truths with the Dual Forces of Differences in Differences
Differences in Differences html