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14.387

Applied Econometrics

4-0-8 units · Graduate

Advanced treatment of the core empirical strategies used to answer causal questions in applied microeconometric research. Covers extensions and innovations relating to econometric applications of regression, machine learning, instrumental variables, differences-in-differences and event-study models, regression discontinuity designs, synthetic controls, and statistical inference. Students taking the graduate version complete an additional assignment.

Fall 2014 · Applied Econometrics: Mostly Harmless Big Data

This course covers empirical strategies for applied micro research questions. Our agenda includes regression and matching, instrumental variables, differences-in-differences, regression discontinuity designs, standard errors, and a module consisting of 8–9 lectures on the analysis of high-dimensional data sets a.k.a. "Big Data".

Readings

Prerequisites & course information

Subject meets with 14.36 Prereq: 14.381 or permission of instructor G (Fall) 4-0-8 units

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