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In 2020 and 2021, I have recorded some of my lectures. Here I provide these videos together with the slides and lecture notes.
Econometrics (B.Sc.)
This is a standard econometrics course at the bachelor level. It is based on Wooldridge's book Introductory Econometrics: A Modern Approach.
click here to go to a Github repository with Airbnb data and code analyzing it
econometrics BSc slides Wooldridge Chapter 01 introduction.pdfIntroduction
econometrics BSc slides Wooldridge Chapter 02 simple regression model.pdfSimple regression model
econometrics BSc slides Wooldridge Chapter 03 multiple regression.pdfMultiple regression
econometrics BSc slides Wooldridge Chapter 04 inference.pdfInference
econometrics BSc slides Wooldridge Chapter 05 asymptotics.pdfAsymptotics
econometrics BSc slides Wooldridge Chapter 08 heteroskedasticity.pdfHeteroskedasticity
econometrics BSc slides Wooldridge Chapter 10 time series.pdfRegression analysis with time series data
econometrics BSc slides Wooldridge Chapter 12 time series 2.pdfTime series: serial correlation and heteroskedasticity
econometrics BSc slides Wooldridge Chapter 15 and 16 instrumental variables.pdfInstrumental variables estimation
Data Science Research Methods (B.Sc.)
This set of lectures is offered to bachelor students in the Data Science program. It covers very standard material on causal inference based on Angrist and Pischke's book Mostly Harmless Econometrics.
data science BSc slides econometrics for data scientists.pdfEconometrics for data scientists
data science BSc slides causality and selection.pdfCausality and selection
data science BSc slides selection on observables and matching.pdfSelection on observables and matching
data science BSc slides differences-in-differences estimation.pdfDifferences-in-differences estimation
data science BSc slides regression discontinuity design.pdfRegression discontinuity design
Econometrics (Ph.D.)
This is part of an econometrics course in the first year of our Ph.D. program. Here I cover binary, ordered, and multinomial choice; as well as censoring and truncation.
econometrics PhD lecture notes.pdfeconometrics PhD slides.pdfIntroduction
Preliminaries
Binary choice
Binary choice, more general
Ordered choice
Multinomial choice
Multinomial choice, more general
Censoring and truncation
Empirical Industrial Organization (Ph.D.)
This is part of our field course in empirical IO. The videos cover dynamic discrete choice and dynamic games.
empirical IO PhD slides dynamic demand.pdfDynamic demand
empirical IO PhD slides two stage estimation dynamic games.pdfTwo step estimation of dynamic games
Topics in empirical industrial organization (Ph.D.)
This is a mini course I offered in May 2022 at the Vienna University of Economics and Business.
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