syllabus.md

The material below is a complement to the lecture slides and should be used as reference. Readings in bold are very highly recommended.

Lecture 1: Introduction

1.1 and 1.2, Introduction to Econometrics with R

Introduction, Mastering Metrics

Angrist and Pischke (2010 JEP), The Credibility Revolution in Empirical Economics

Lecture 2/3: Tidying, Visualising and Summarising Data

Data transformation, R for Data Science

Schwabish (2014 JEP), An Economist's Guide to Visualizing Data

Chapters 2 and 3, ModernDive

Lecture 4: Simple Linear Regression

Chapter 3, Introduction to Econometrics with R

Chapter 5, ModernDive

Lecture 5: Introduction to Causality

Chapter 7, Introduction to Econometrics with R

Chapter 1, Mastering Metrics

"Potential outcomes causal model", Causal Inference: The Mixtape, Scott Cunningham

"Introduction" and "Counterfactuals and the Potential Outcome Model", Counterfactuals and Causal Inference, Morgan and Winship, 2015

Lecture 6: Multiple Linear Regression

Chapter 4, Introduction to Econometrics with R

Chapter 2, Mastering Metrics

Chapter 6, ModernDive

Lecture 7: Sampling

Chapter 7, ModernDive

Lecture 8: Confidence Intervals and Hypothesis Testing

Chapters 8 and 9, ModernDive

Lecture 9: Regression Inference

Chapter 6, Introduction to Econometrics with R

Chapter 10, ModernDive

Lecture 10: Differences-in-Differences

Chapter 5, Mastering Metrics

Card and Krueger (1994 AER), "Minimum Wages and Employment: A Case Study of the Fast-Food Industry in New Jersey and Pennsylvania"

Lecture 11: Regression Discontinuity

Chapter 4, Mastering Metrics

Andrew Heiss' excellent slides and lecture videos]

Chris Walters (2020), Regression Discontinuity Designs

Carpenter and Dobkin (2009, AEJ: Applied), "The Effect of Alcohol Consumption on Mortality: Regression Discontinuity Evidence from the Minimum Drinking Age"

Literature reviews:
Imbens and Lemieux (2008 JMetrics), "Regression discontinuity designs: A guide to practice"
Lee and Lemieux (2010 JEL), "Regression Discontinuity Designs in Economics"

Lecture 12: Review Session