Causal Inference and Data Science in Economics (2024 Spring) 

Syllabus 

Suggestive Textbooks

• Huntington-Klein, N. (2021), The Effect: An Introduction to Research Design and Causality

• Scott Cunningham (2020), Causal Inference: The Mixtape

• Alberto Abadie1 and Matias D. Cattaneo (2018), Econometric Methods for Program Evaluation

• Angrist and Pischke (2016), Mastering Metrics: The Path from Cause to Effect (MM)

• Angrist and Pischke (2009), Mostly Harmless Econometrics (MHE)

• Gareth James, Daniela Witten, Trevor Hastie and Robert Tibshirani (2017), An Introduction to Statistical Learning with Applications in R

Learning Resources 

• Stata

• R

• Latex (overleaf)

• GitHub

Class Data 

• You can get access to the data or program used in this class through this link

Class Slides 

• 2/21

  • Course Introduction

  • Data Source

    • Apply Data from SRDA

• 2/28

  • Holiday

• 3/6

  • Potential Outcome Framework

    • Preview Videos on The Effect

      • Ep 21: Treatment Effects

      • Ep 22: Conditional Average Treatment Effects

  • Selection Bias

  • Randomized Controlled Trial

• 3/13

  • Matching Methods

    • Preview Videos on The Effect

      • Ep 35: Matching

      • Ep 36: Five Questions About Matching

      • Ep 37: Distance Matching

      • Ep 38: Propensity Score Matching

  • STATA Section

    • Introduction to STATA

    • Stata Learning Resources

• 3/20

  • Regression and Causal Inference

    • Preview Videos on The Effect

      • Ep 25: Regression and The Error Term

      • Ep 26: Regression and Sampling Variation

      • Ep 27: Reading Regression Tables

      • Ep 28: Interpreting a Regression Coefficient

      • Ep 29: Polynomials in Regression

      • Ep 30: Logarithms in Regression

      • Ep 31: Categorical Predictors

      • Ep 32: Interaction Terms

      • Ep 33: Your Standard Errors are Wrong

• 3/27

  • Causal Machine Learning

  • Problem of Bad Controls

  • Fixed Effects Regression

    • Preview Videos on The Effect

      • Fixed Effects

      • Estimating Fixed Effects

  • Compulsory Office Hour 1 (During 4/3 week)

    • Guideline

    • Please book a slot: here

    • Please upload your slides: here

  • Homework 1 (due on 4/24)

    • Please upload your answer sheet and log file to here before 4/24 class

    • The format of answer sheet: here 

    • Stata Learning Resources

  • Latex Template

    • Homework: here

    • Slides: here

    • Term Paper: here

    • 本機端執行的tex檔: here

• 4/3 and 4/8

  • Compulsory Office Hour 1

    • Guideline

    • Please book a slot: here

    • Please upload your slides: here

• 4/10

  • Difference-in-Differences Design

    • Preview Videos on The Effect

      • Ep 51: Difference in Differences

      • Ep 52: Parallel Trends

      • Ep 53: Estimating Difference in Differences

      • Ep 54: Supporting Parallel Trends

      • Ep 55: Dynamic Difference-in-Differences

      • Ep 56: Staggered Treatment in Difference-in-Differences

• 4/17

  • Synthetic Control Method

    • Preview Videos on The Effect

      • Ep 65: Other Standard Research Designs

  • R Section

    • Introduction

    • Basic

    • R Learning Resources

  • Reading Group Presentation (3-4 people)

    • Guideline

    • Please sign up: here

    • Choose presentation date: link

    • Upload your slides: link

• 4/24

  • Staggered DID Design

  • Synthetic DID Design

    • Preview Videos on The Effect

      • Ep 57: Instrumental Variables

      • Ep 58: Instrumental Variable Validity

      • Ep 59: Estimating Instrumental Variables

      • Ep 60: Testing Instrumental Variables Assumptions

• 5/1

  • Instrumental Variable Design

  • Shift-Share IV Design

  • Homework 2 (due on 6/2)

    • Please upload your answer sheet and R script to here before 23:59, 6/2 

    • The format of answer sheet: here 

    • R Learning Resources

• 5/8

  • Regression Discontinuity Design

  • Preview Videos on The Effect

    • Ep 61: Regression Discontinuity

    • Ep 62: Estimating Regression Discontinuity

    • Ep 63: Adjustments to Regression Discontinuity

    • Ep 64: Checking Regression Discontinuity Assumptions

  • Reading Group Presentation (3-4 people)

    • Guideline

    • Choose presentation date: link

    • Upload your slides: link

• 5/15

  • Implement Causal Inference using R

  • Guideline for Your Term Paper

  • Guidelines for Final Presentation

    • Choose presentation date: link

• 5/16, 5/20 and 5/22

  • Compulsory Office Hour 2

    • Guideline

    • Please book a slot: here

    • Please upload your slides: here

• 5/22

  • Reading Group Presentation 1

    • Upload your team's slides: link

    • Download slides: link

    • Presentation order and Paper: link

    • Peer evaluation: link

• 6/5

  • Concluding Remarks for This Course

  • Reading Group Presentation 2

    • Upload your team's slides: link

    • Download slides: link

    • Presentation order: link 

    • Peer evaluation: link

• 6/12

  • Final Presentation

    • Guidelines for Final Presentation

    • Upload your slides: link

    • Download slides:link

    • Presentation order: link

    • Peer evaluation: link

• 6/29

  • Term Paper (due on 6/29) 

    • Guideline for Your Term Paper

    • Upload your paper: link

    • Latex Template

      • 本機端執行的tex檔: here

      • Overleaf端執行的tex檔: here

    • Term Paper Example

      • Example 1: here

      • Example 2: here

    • Table Template

      • Example 1: here

    • Equation Template

      • Example 1: here