Courses (currently teaching):

• Econometrics (Core - Undergraduate)

Topics included:

1.  Review of probability;

2.  Review of statistics;

3.  Linear regression with one regressor: Estimation and Inference;

4.  Linear regression with multiple regressors: Estimation and Inference;

5.  Nonlinear regression functions;

6.  Regression with panel data;

7.  Regression with a binary dependent variable;

8.  Instrumental variable models.

• Data Analysis in Economics and Finance (Core - Graduate)

Topics included:

1.  Simultaneous equations;

2.  Omitted variable bias;

3.  Generalized method of moments;

4.  Difference-in-differences;

5.  Regression discontinuity;

6.  Synthetic control method;

7.  An introduction to spatial analysis;

8.  An introduction to time series analysis.

• Advanced Data Analytics and Policy Evaluation

Topics included:

1. Panel data: fixed/random/mixed effects models; dynamic panel data; Hausman-Taylor estimator; etc.

2. Shrinkage methods with many regressors: Lasso, adaptive Lasso, ridge regression, etc.

3. Statistical inference using the bootstrap;

4. Partial least squares;

5. Double machine learning;

6. Quantile regression and its applications.

Past Courses:

• Panel Data Econometrics

• Applied Econometrics