推荐书籍
Introduction to Econometrics (Updated 3rd Ed.) by James H. Stock and Mark W. Watson
Introductory Econometrics: A Modern Approach (5th Ed.) by Je rey M. Wooldridge
Mastering ‘Metrics by Joshua D. Angrist and Jorn-Ste en Pischke
Outline
Lecture 1 Course Introduction, Causality, Randomized Controlled Trials
SW 1 (Wd 1) [AP 1]
Lecture 2 Randomized Controlled Trials (cont.) and Bivariate Linear Regression
SW 4 (Wd 2)
Lecture 3 Bivariate Linear Regression: properties, testing
SW 4, 5 (Wd 2)
Lecture 4 Multivariate Linear Regression, omitted variable bias
SW 6, 7.5 (Wd 3) [AP 2]
Lecture 5 Multivariate Regression, properties, interpretation
SW 6 (Wd 3) [AP 2]
Lecture 6 Multivariate Regression, testing
SW 7 (Wd 4) [AP 2]
| Problem set due Monday, Jan. 28, 2019.
Lecture 7 Functional forms
SW 8 (Wd 6.1, 6.2)
Lecture 8 Un nished topics and Midterm Review
Lecture 10 Heteroskedasticity and Binary Dependent Variables
SW 11 (Wd 8, 7)
Lecture 11 Outliers, Missing Data and Measurement Errors
SW 9 (Wd 9.4, 9.5)
Lecture 12 Panel Data Strategies
SW 10 (Wd 13)
| Problem set due Monday, Feb. 18, 2019.
Lecture 13 Panel Data Strategies (cont.)
SW 10 (Wd 13, 14.1)
Lecture 14 Di erence-in-Di erences
Lecture 15 Simultaneity and Instrumental Variables
SW 12 (Wd 15) [AP 3]
Lecture 16 Instrumental Variables (cont.)
SW 12 (Wd 15) [AP 3]
| Problem set due Monday, March 4, 2019.
Lecture 17 Regression Discontinuity Designs
SW 13 [AP 4]
Lecture 18 Power, Signi cance and Multiple Hypothesis Testing
