kostadinoff / econometrics

Slides for the PhD level course in Econometrics at the Tinbergen Institute, Amsterdam

Econometrics

This is the repository for slides for the PhD level course in Econometrics at the Tinbergen Institute, Amsterdam. The course can be found here: https://www.tinbergen.nl/courses/520/econometrics-ii

The outline of the course:

1. Censored regression, selection model, weak IV, and quantile regression
2. Static linear panel data models
3. Potential outcomes model, randomized experiments, and power analysis
4. Natural experiments and LATE
5. Difference-in-differences design
6. Regression discontinuity design
7. Summary of the Econometrics II course

The recommneded books are:

1. The Effect: An Introduction to Research Design and Causality by Nick Huntington-Klein: https://theeffectbook.net/index.html
2. Causal Inference: The Mixtape by Scott Cunningham: https://mixtape.scunning.com/index.html
3. Microeconometrics: Methods and Applications by Colin Cameron and Pravin Trivedi.

The slides are based on the teaching materials from:

1. Econometrics Course by Nick Huntington-Klein: https://github.com/NickCH-K/EconometricsSlides
2. Causality Inference Course by Nick Huntington-Klein: https://github.com/NickCH-K/CausalitySlides
3. Applied Empirical Methods Course by Paul Goldsmith-Pinkham: https://github.com/paulgp/applied-methods-phd