Prof. Joshua Angrist
Prof. Victor Chernozhukov
This course covers empirical strategies for applied micro research questions. Our agenda includes regression and matching, instrumental variables, differences-in-differences, regression discontinuity designs, standard errors, and a module consisting of 8–9 lectures on the analysis of high-dimensional data sets a.k.a. "Big Data".
Joshua Angrist, and Victor Chernozhukov. 14.387 Applied Econometrics: Mostly Harmless Big Data, Fall 2014. (Massachusetts Institute of Technology: MIT OpenCourseWare), http://ocw.mit.edu (Accessed). License: Creative Commons BY-NC-SA