Section Name Description
Book Syllabus - Course description


File Syllabus - Full
Folder Course Materials

Books that I recommend for this class are. 

Bruce Hansen: Econometrics. (2022)

Angrist & Pischke: Mostly Harmless Econometrics. (2008)

and

Cameron and Trivedi: Economietrics (2005)


3 February - 9 February Folder Prep_A Stats Primer
Folder Prep_B_Lab_01_R_Basics

Lab 01

Folder Core Materials
Folder Videos

This Folder contains Videos from the Pandemic Times. Use at your own risk ;-)

10 March - 16 March Folder Week_06_CoreSlides
Folder Week_06_Videos
24 March - 30 March Folder HomeWork Machine Learning and Estimation.
31 March - 6 April Folder Core Week 02 Slidedecks

Week 02 CoreSlidedecks

Folder Core_Week 02 How_To_Materials

Resources for R

How to log time/track your progress

How to do a 'first lit review'

Why Weblogs

Folder Core Week 03 Materials

Revision of the OLS in the (real) Multivariate World. 

Folder Core Week 03 - How to

Week 3 is the main deck

The one on abstracts is supplementary. 

Folder Videos on Endogeneity

This has four Videos, two of which are relevant today: 

VIdeo 2 (starting at 4:13) 

Video 4 (the last one)

The other two will be covered next week. 


Folder Core Week 03 Home Assignment

a little more practice.

7 April - 13 April Folder Core Week 03 Recap Labs and Practice

2 Folders are just repetition/recap.

=> Hypothesis-testing

=> SimpleOLS

Then:

=> DescriptivePlots is the same as last week - we have to still cover it. 

=> Endogenous Regressors is new.  

Folder Core Week 04_slidedecks_experiments
Folder Core Week 04_Videos
File Suggested work for home

Volontary, but gives you an idea how to keep the pace.

Should be easy enough. 

14 April - 20 April Folder Assignment

Recap Assignment. Default is to please hand it in by April 26th, but...

...pick your own deadline, and shoot an email to let me know what you aim for. Anything by April 2 is good and by April 6 still makes sense. 

Things to do: 

A.) Assignment 3-4 if you have not done it yet, please do it now.  

B.) Lab IV: You will notice an overlap with previous Assignments. 

This is intentional. You can build on past achievements and then expand. 

C.) Lab ATENT is a bit like a thought experiment. 


5 May - 11 May Folder Core Week 04_slidedecks_experiments (copy)
12 May - 18 May Folder Core Week 05_support_materials

Reproduction - Folder Template

Paper: Paper writing for PhD students.

Figure: How to go about an empirical project?

Folder RDD_Simulation

This is a simulation of a case for a linear RDD. 

Feel free to use this for your information and potentially personal benefit.

=> generate this data and then estimate the effect of interest.  



Folder Core Week 05_Videos
Folder Core Week 05_Slides_RegressionDiscontinuity
19 May - 25 May Folder 1_Core Week_06_Slides IV
26 May - 1 June (No Class this week) Folder No Class this week
Folder Problem Set to Work on.
2 June - 8 June Folder Videos_Panel_DiD

These are old Video Lectures from the pandemic. Slightly old now, but the basic facts have not changed. Only for you guys. 

Folder 2a_Slides_Panel_DiD
Folder 2b_Labs_Panel_DiD
Folder Homework_Labs_IV_and_DiD
9 June - 15 June Folder Multi-period DiD
16 June - 22 June Folder Week_09_Bootstrap_N_MonteCarlo
Folder Week 10+11 Slides