晚上 18:00 - 21:00
下午 15:00 - 18:00
Causal Inference and Model Selection in Econometrics
Chungsang Tom Lam
The University of Chicago, Ph.D
Assistant Professor in the
John E. Walker Department of Economics
Fields of interest :
Economics of Network
Recent research projects involve processing data from Expedia, StackOverflow, Github, Uber and Lyft .
This course provides an introduction to causal inference and model selection using econometric analysis.
The class is roughly divided into two parts.
? The first part introduces the basics of
the linear regression model and its
? The second part applies the model
and discusses when and how can we
make causal inference using
? Sample Mean and the Concept of Averages
? Linear Regression Basics
? Omitted Variable Bias and Bad Control
? Instrumental Variables and Two-stage Least Squares
? Average Treatment Effects and Local Average Treatment
? Fixed Effects and Random Effects
? Generalised Least Squares and Feasible Generalised Least Squares
? Robust Standard Errors
? Difference in Differences
? Regression Discontinuity
Research Institute for Interdisciplinary Sciences, Shanghai University of Finance and Economics.
No. 100, Wudong Road, Yangpu District, Shanghai, 200433, PRC.
Copyright: RIIS, SHUFE. All Rights Reserved.