Applications of Econometrics

Spring Semester 2020: Syllabus - calendar

Introduction to python and Stata

• Topic 1 : Data Management and econometrics packages with python, Stata and LaTex - PS1 - slides and data

Linear Models

• Topic 2 : OLS and Randomized Controlled Trials - PS2 - data - slides
• Topic 3 : Difference-in-Difference and Event Studies - PS3 - data - slides - code
• Topic 4 : Hedonic Regression - PS4 - data - slides - code
• Topic 5 : 2SLS with cross sectional data - PS5 - data - slides - code

Non Linear Models

• Topic 6: Introduction to non linear models - PS6 - data - slides
• Topic 7: Big Data and Machine learning - PS7 -data - codes - slides
• Topic 8: Slides - codes

Time Series 

• Topic 8 : Time Series