This repository contains all the material and coursework of the Applied Econometrics course I took in King´s College London (2019/2020). The course covers the key statistical methods that economists use to disentangle cause and effect: regression, instrumental variables, regression discontinuity designs, and difference-in-differences. These methods are illustrated with interesting and relevant real-world examples. The coursework contains all the problem sets and the final project with their corresponding data and Stata scripts.
I will also add material to this repo on causal inference and experimental design. As I believe knowledge on causal inference will soon become an indispensable skill for data scientists.
| Refernce | Autor | Description |
|---|---|---|
| Causal Inference for The Brave and True | Matheus Facure Alves | |
| Causal Inference: What If | Hernán MA, Robins JM | |
| The Effect | Nick Huntington-Klein | |
| Causal Inference The Mixtape | Scott Cunningham |