I teach graduate and undergraduate econometrics at Northwestern. Course materials are distributed through Canvas. Recorded lectures for Econ 480 and Econ 481 in the COVID-era are publicly available below.
Offered at Northwestern University, Department of Economics.
Core graduate course. My half develops conditional expectations, laws of large numbers, central limit theorems, the delta method, and asymptotic inference; the second half applies these tools to M-estimation, maximum likelihood, minimum distance, and GMM. Lecture notes and assignments are distributed on Canvas.
Core graduate course covering estimation, identification, and inference in econometric models with a focus on causal interpretation. Lecture notes and assignments distributed on Canvas.
Second course in econometrics for the Mathematical Methods in the Social Sciences program. Course materials on Canvas.
Recorded during Spring 2021, when Econ 480-3 was taught over Zoom. Student participation has been edited out, so some transitions may feel abrupt and lectures run shorter than live. Free to use for individual or instructional purposes; not for commercial use.
Part I — Estimation
Part II — Some Topics
Part III — Inference
Recorded during Spring 2021, when Econ 481-3 (Topics in Econometrics) was taught over Zoom. Student participation has been edited out. Free to use for individual or instructional purposes; not for commercial use. Lecture notes for this course are incomplete.
Part I — Instrumental Variables 101
Part II — Understanding Asymptotic Approximations
Part III — Uniformly Valid Inference with Moment Inequalities
Part IV — Regression Discontinuity Design