ECON 526: Quantitative Economics with Data Science Applications

Slides

1. Introduction to Causality, notebook
   • Reading: Chapter 2 of Chernozhukov et al. (2024) or Chapter 1 of Facure (2022)
2. Uncertainty Quantification, notebook
   • Chapter 3 of Facure (2022)
3. Linear regression, notebook
   • Chapters 5-7 of Facure (2022) or Chapters 1-2 of Chernozhukov et al. (2024)
4. Matching slides, notebook
   • Chapters 10-12 of Facure (2022)
   • Chapter 14 of Huntington-Klein (2021)
   • Chapters 5 and 10 of Chernozhukov et al. (2024)
5. Introduction to difference in differences, notebook
   • Reading: chapter 13 of Facure (2022)
6. Fixed Effects, notebook
   • Reading: chapter 14 of Facure (2022)
7. Advanced difference in differences, notebook
   • Reading: chapter 24 of Facure (2022), Roth et al. (2023), Chaisemartin and D’Haultfœuille (2022)
8. Instrumental Variables, notebook
   • Reading: Chapter 8 and 9 of Facure (2022)
9. Synthetic Control, notebook
   • Reading: Abadie (2021),chapter 15 of Facure (2022)
10. Debiased Machine Learning, notebook

• Reading: QuantEcon: ML in Economics

11. Treatment Heterogeneity and Conditional Effects, notebook

• Reading: QuantEcon: Heterogeneity

12. Neural Networks, notebook

• Reading: QuantEcon Datascience: Regression - Neural Networks

13. Regression discontinuity

References

Abadie, Alberto. 2021. “Using Synthetic Controls: Feasibility, Data Requirements, and Methodological Aspects.” Journal of Economic Literature 59 (2): 391–425. https://doi.org/10.1257/jel.20191450.

Chaisemartin, Clément de, and Xavier D’Haultfœuille. 2022. “Two-way fixed effects and differences-in-differences with heterogeneous treatment effects: a survey.” The Econometrics Journal 26 (3): C1–30. https://doi.org/10.1093/ectj/utac017.

Chernozhukov, V., C. Hansen, N. Kallus, M. Spindler, and V. Syrgkanis. 2024. Applied Causal Inference Powered by ML and AI. https://causalml-book.org/.

Facure, Matheus. 2022. Causal Inference for the Brave and True. https://matheusfacure.github.io/python-causality-handbook/landing-page.html.

Huntington-Klein, Nick. 2021. The Effect: An Introduction to Research Design and Causality. CRC Press. https://theeffectbook.net/.

Roth, Jonathan, Pedro H. C. Sant’Anna, Alyssa Bilinski, and John Poe. 2023. “What’s Trending in Difference-in-Differences? A Synthesis of the Recent Econometrics Literature.” Journal of Econometrics 235 (2): 2218–44. https://doi.org/https://doi.org/10.1016/j.jeconom.2023.03.008.