[2017 Spring] POLS GA 1251 Quant II

General Links

a great econometrics textbook
notes on iterating expectations
notes on variance
R resources: [resource 1]

Lecture Slides

1 causal identification
– [Do you get “causation”? Test yourself.]
2 estimation and statistical inference for an ideal experiment
[great blog post pt 1] [pt 2]
[tight estimates of conditional variance]
3 linear regression and approximation inference
[R code for examples]
4 regression and causal effects
5 notions of bias I (biased data)
6 notions of bias II (biased methods)
7 matching and weighting
[a public service message on matching]
[more on comparing matching methods]
8 robust inference I
– [useful blog posts: I II III IV V VI VII]
[degrees of freedom adjustments for clustering & panel data]
9 robust inference II
[R code for examples]
[nice slides w/ bootstrap examples]
[bootstrap dos and don’ts]
10 causal inference with instrumental variables I
[how to think about IV when you’re confused]
[IV then and now]
[a lament on crappy IV]
[don’t do IV] [do IV]
11 causal inference with instrumental variables II
[how the Fulton Fish market worked]
[what it looks like today]
[classical simultaneous equations]
12 repeated observations I
[R simulation]
[“fixed effects” confusion blog discussion]


Homework 1: assignment [data] [CLT notes with example simulation in R]
Homework 2: assignment
Homework 3: assignment [replication archive]
Homework 4: assignment [dataset] [codebook] [R code for prep] [MatchIt website]
Homework 5: assignment [paper] [replication materials]