'Metrics Notes

A Crash Course in Design-Based Econometrics

Introduction to "Design"

Weights and Clusters

Formulas and Models

Summer 2024

Undergraduate Econometrics Lecture Slides

Introduction

Probability and Statistics

Asymptotic Statistics

Introduction to Regression

Multivariate Regression

Panel Data

Instrumental Variables

Regression Discontinuity 

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

Spring 2024

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

March 2024

Graduate Applied Econometrics Lecture Slides

Regression Recap

Selection on Observables

Parallel Trends

Negative Weights

Clustering

IV Mechanics

IV Identification

Shift-Share and Recentered IV

Regression Discontinuity

Nonlinear Models

Spring 2024

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