Teaching

MSc - Refresher Course: Math, Statistics, Programming

Block: Pre-Master

Offered: 2021,2022,2023,2024

I teach refresher courses for incoming MSc students in economics, public policy, and STREEM (spatial, transport, and environmental economics). Topics include math, statistics, and programming. Before 2024, I also taught the Microeconomics sequence. From 2024 onwards, the programming language is R (instead of Stata). We made this decision in the hope that the students would benefit from a consistent programming language throughout the entire program. 

Topics include:

• Math: derivatives, integrals, simple optimization, simple linear algebra.

• Statistics: elementary probability theory, elementary statistical theory, and here we also touch upon some of the theorems in Wooldridge's 10 Fundamental Theorems for Econometrics

• Microeconomics: basic to intermediate level of consumer theory, producer theory, the notion of Nash equilibrium, and decisions under uncertainty.

• R: data wrangling, data manipulation, data management. Here, we mainly use data.table, fixest, and ggplot2 packages.

MSc - Introduction to Econometrics

Block: Block I

Offered: 2021,2022,2023,2024,2025

Topics include: OLS, IV, Static Panel Data (Fixed Effects, Random Effects), Applied ML (LASSO, RIDGE, PCA).

Evaluation: 4.2/5

Typical reference:

• Introduction to Econometrics by James H. Stock and Mark W. Watson, 

• Causal Inference: The Mixtape by Scott Cunningham,

• The Effect: An Introduction to Research Design and Causality by Nick Huntington-Klein,

• Learning Microeconometrics with R by Christopher P. Adams,

• An Introduction to Statistical Learning with R by Gareth James, Daniela Witten, Trevor Hastie, and Robert Tibshirani

MSc - Applied Econometrics

Block: Block I

Offered: 2021,2022,2023,2024,2025

Topics include Dynamic Panel Data (GMM, Anderson-Hsiao, Arellano-Bond, Blundell-Bond), Binary Choice (LPM, Logit, Probit), Quantile Regressions, DiD (TWFE, recent stuff such as Sun-Abraham, Roth pre-trends tests, and Rambachan-Roth bounds), RDD

Evaluation: 4.7/5 

Typical reference:

• Introduction to Econometrics by James H. Stock and Mark W. Watson, 

• Causal Inference: The Mixtape by Scott Cunningham,

• The Effect: An Introduction to Research Design and Causality by Nick Huntington-Klein,

• Learning Microeconometrics with R by Christopher P. Adams.

BSc - Microeconomics I

Block: Block II

Offered: 2022

Standard microeconomics for first-year bachelor students. Topics include Consumer Behavior, Producer Behavior, Market structure (perfect competition, monopoly, oligopoly), Game Theory (dominant strategy, IESDS, Nash equilibrium), Auctions, Decisions under Uncertainty. 

BSc + MSc - Research Project and Thesis

Block: Blocks III and V

Offered: 2022,2023,2024,2025

I supervise bachelor's and master's theses in industrial organization, innovation, and applied econometrics. Students typically employ cutting-edge methods, such as productivity and demand estimation, recent advances in Difference-in-Differences estimators, and Natural Language Processing (NLP).

Data sources frequently used in these projects include, but are not limited to:

• Compustat (for US public firms)

• USPTO and EPO (for patents)

• SDC (for merger records)

• Patent litigation datasets

I'm fortunate to have mentored students whose work has been nominated for best master's thesis awards at VU Amsterdam and by the Netherlands Authority for Consumers and Markets (NL: Autoriteit Consument & Markt/ACM).

 Prospective students interested in these areas are welcome to reach out with ideas.