Econometrics – Econ 21020 (Spring 2022)
The course website can be found here.
Optimization-Conscious Econometrics – Econ 31740 (Winter 2022)
Taught by Prof. Guillaume Pouliot.
- Basic Frequentist Motivation for Bayesian Statistics (slides)
- Implementing MH-MCMC (html; code)
- Introduction to Quantile Regression (slides)
- Introduction to Linear Programming (slides)
- Nonparametric Quantile Regression (slides, code)
- Duality in Discrete Choice Models (slides)
- Matching via Mixed Integer Programming (slides)
- Instrumental Variable Quantile Regression (slides)
Applied Microeconometrics – Econ 31720 (Fall 2021)
Taught by Prof. Alexander Torgovitsky.
- Statistical Programming in Julia (slides)
- Endogeneity in Additive Nonparametric Models (slides)
- Estimation and Inference in High-Dimensional IV (slides; annotated slides)
- Endogeneity in Non-Additive Nonparametric Models (slides; annotated slides)
- Monotone Instrumental Variables (slides; code)
- Introduction to Parallel Computing in Julia (slides)
- Introduction to the Bootstrap (slides)
- Partial Identification of Marginal Treatment Response Functions (html; code)
Econometrics – Econ 21020 (Spring 2021)
Taught by Prof. Max Tabord-Meehan.
- Gauss Markov Theorem (slides)
- Introduction to R (slides)
- Linear and IV Regression in R (slides; code)
- Z-test in R (code)
- Curated list of links related to coding in economics (link)
- Julia package for applied econometrics (link)
- Julia Examples for the UChicago Acropolis Computing Cluster (link)