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MEI (Ec402): Lecture Slides & Exercises
Below are the slides from the lectures for each week.
There are 3 per week: two theory lectures and one application. Notes and
handouts for class will be posted the night before lectures.
Exercises will be posted towards the end of each
week.
If there are additional handouts for lectures, the
lectures will be marked with a (*) and handouts are available on the handout
page.
Week 1:
Causal
Inference
Data Structures
Application: Impact
of Earnings on Health
Exercise 1 Exercise 1 Solutions
Week 2:
Experimental
Evaluations
Non-Experimental
Evaluations
Application 2:
The Effect of Arrest on Domestic Violence
Exercise 2 (Data) Exercise
2 Solutions
Week 3:
Omitted Variable Bias
Error Component Models
Application 3: Estimating the Returns to Schooling
Exercise 3 Exercise
3 Solutions
Week 4:
Difference-in-Differences
Methods
Matching Methods
Matching Methods
2
Exercise 4 (data) Exercise 4 Solutions
Week 5:
Instrumental variables:
Introduction
Instrumental variables:
Heterogeneous Treatment Effects
Exercise 5 Exercise 5 Solutions
Week 6:
Instrumental variables:
Weak Instruments
Review of Causal Effects
Week 7:
Maximum Likelihood
Estimation
Week 8:
Univariate Time Series Processes
Stationary
Time Series and Model Selection
Exercise 6 (data) Exercise 6 Solutions
Week 9:
Nonstationary
Time Series & Forecasting
Regression
Discontinuity /Event Studies
Exercise 7 Exercise 7 Solutions
Week 10:
Multivariate Time Series
Vector Auto-Regressions
Exercise
8 Exercise 8 Solutions
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