This is the repository for slides for the PhD level course in Econometrics at the Tinbergen Institute, Amsterdam. The course can be found here: https://www.tinbergen.nl/courses/520/econometrics-ii
The outline of the course:
- Censored regression, selection model, weak IV, and quantile regression
- Static linear panel data models
- Potential outcomes model, randomized experiments, and power analysis
- Natural experiments and LATE
- Difference-in-differences design
- Regression discontinuity design
- Summary of the Econometrics II course
The recommneded books are:
- The Effect: An Introduction to Research Design and Causality by Nick Huntington-Klein: https://theeffectbook.net/index.html
- Causal Inference: The Mixtape by Scott Cunningham: https://mixtape.scunning.com/index.html
- Microeconometrics: Methods and Applications by Colin Cameron and Pravin Trivedi.
The slides are based on the teaching materials from:
- Econometrics Course by Nick Huntington-Klein: https://github.com/NickCH-K/EconometricsSlides
- Causality Inference Course by Nick Huntington-Klein: https://github.com/NickCH-K/CausalitySlides
- Applied Empirical Methods Course by Paul Goldsmith-Pinkham: https://github.com/paulgp/applied-methods-phd