'Metrics Notes

A Crash Course in Design-Based Econometrics, Summer 2024

1. Introduction to "Design"

2. Weights and Clusters

3. Formulas and Models

Undergraduate Econometrics Lecture Slides, Spring 2024

1. Introduction

2. Probability and Statistics

3. Asymptotic Statistics

4. Introduction to Regression

5. Multivariate Regression

6. Panel Data

7. Instrumental Variables

8. Regression Discontinuity 

Note: some of these slides were co-developed with Jon Roth

The Role of Models in "Reduced Form" Empirics (Slides), March 2024

Graduate Applied Econometrics Lecture Slides, Spring 2024

1. Regression Recap

2. Selection on Observables

3. Parallel Trends

4. Negative Weights

5. Clustering

6. IV Mechanics

7. IV Identification

8. Shift-Share and Recentered IV

9. Regression Discontinuity

10. Nonlinear Models

On Quasi-Experimental Shift-Share IV with Heterogeneous Treatment Effects. With Kirill Borusyak. July 2023

"Stacking" Regressions (Twitter Thread). February 2022

The Bayesian Bootstrap (Twitter Thread). January 2022

Subtracting the Propensity Score in Linear Models. September 2018

On Residualized Outcome Regressions. March 2018

Interpreting Instrumented Difference-in-Differences. With Sally Hudson & Jack Liebersohn. September 2017

Examiner Designs and First-Stage F Statistics: A Caution. March 2017