This course is designed for graduate students who have completed at least the first semester of the econometrics course. Topics in this course covers basic machine learning for regression and classification, as well as a brief introduction of commonly used causal inference methods.
Introduction
Slides 1: Review of OLS: Predictive V.S. Causal Model [Slides]
Topic 1: Basic Predictive Techniques for Regression
Slides 2: Subset Selection and Model Selection [Slides]
Slides 3: Ridge Regression and its Bayesian Perspective [Slides]
Slides 4: Singular Value Decomposition (SVD), Ridge regression and SVD, Principal Component Regression (PCR) [Slides]
Slides 5: LASSO and Elastic Net [Slides]
Topic 2: Basic Predictive Techniques for Classification
Slides 6: Prediction of Binary Variables [Slides]
Slides 7: Support Vector Machine (SVM) [Slides]
Topic 3: Basic Introduction of Common Causal Inference Methods
Slides 8: Potential Outcome Framework and Randomization Inference [Slides]
Slides 9: Difference-in-Differences (DID) and Two-way fixed effect (TWFE) model [Slides]
Slides 10: Regression Discontinuity (RD) [Slides]
Slides 11: Synthetic Control (SC) [Slides]
Slides 12: Matching [Slides]
Slides 13: Propensity Score Matching, Inverse Probability Weighting (IPW), AIPW Estimator [Slides]
Epilogue [Slides]
TA Excellence Award received during 2020-2021.
Econ 120A: Econometrics A
(Fall 2023; Summer 2022; Spring 2022)
Examples of my teaching slides can be found here (from Fall 2023): Hypothesis Testing / Confidence Interval
Econ 120C: Econometrics C
(Summer 2024; Spring 2023; Summer 2023; Summer 2022)
Econ 220B: Econometrics B (Graduate level)
(Winter 2023)
Econ 1: Introductory Economics
(Winter 2022)
Econ 100A: Microeconomics A
(Fall 2022; Fall 2021)
Econ 138: Economics of Discrimination
(Fall 2020)
Econ 145: Economics of Ocean Resources
(Winter 2021)
Econ 168: Economics of Modern Israel
(Spring 2022; Winter 2022)
Econ 176: Marketing
(Spring 2021)
MGT 180: Business Finance
(Fall 2024; Spring 2024)
MGT 181: Enterprise Finance
(Winter 2024)
All graduate level courses.
Quantitative Analysis
(Spring 2018)
Microeconomic Theory (I)
(Fall 2017)
Introductory to Quantitative Methods
(Sep. 2017)