Open education

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 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.

econometrics BSc slides Wooldridge Chapter 08 heteroskedasticity.pdf

Heteroskedasticity

econometrics BSc slides Wooldridge Chapter 10 time series.pdf

Regression analysis with time series data

econometrics BSc slides Wooldridge Chapter 12 time series 2.pdf

Time series: serial correlation and heteroskedasticity

econometrics BSc slides Wooldridge Chapter 15 and 16 instrumental variables.pdf

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.

data science BSc slides econometrics for data scientists.pdf

Econometrics for data scientists

data science BSc slides causality and selection.pdf

Causality and selection

data science BSc slides selection on observables and matching.pdf

Selection on observables and matching

data science BSc slides differences-in-differences estimation.pdf

Differences-in-differences estimation

data science BSc slides regression discontinuity design.pdf

Regression 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.pdf
econometrics PhD slides.pdf

Introduction

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 search.pdf

Search models

empirical IO PhD slides dynamic demand.pdf

Dynamic demand

empirical IO PhD slides two stage estimation dynamic games.pdf

Two step estimation of dynamic games