In 2020 and 2021, I have recorded some of my lectures. Here I provide these videos together with the slides and lecture notes.
This is the second half of a very standard econometrics course at the bachelor level. It is based on Wooldridge's book Introductory Econometrics: A Modern Approach.
Regression analysis with time series data
Time series: serial correlation and heteroskedasticity
Instrumental 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.
Econometrics for data scientists
Causality and selection
Selection on observables and matching
Regression discontinuity design
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.
Binary choice, more general
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.
Two step estimation of dynamic games