Econ 480-3: Introduction to Econometrics
Core graduate course covering estimation, identification, and inference in econometric models. Lecture notes and assignments distributed on Canvas.
Teaching
I teach graduate econometrics at Northwestern. Course materials are distributed through Canvas. Recorded lectures for Econ 480 are publicly available below.
Current Courses
Offered at Northwestern University, Department of Economics.
Math 386-2: Econometrics for MMSS II
Second course in econometrics for the Mathematical Methods in the Social Sciences program. Course materials on Canvas.
Econ 480 — Recorded Lectures
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
Econ 481 — Recorded Lectures
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
15–18
RDD — not publicly available (student presentations)