Causal Inference and Model Selection in Econometrics

主讲人

Chungsang Tom Lam

The University of Chicago, Ph.D 

in Economics 

Assistant Professor in the

John E. Walker Department of Economics

Clemson University

Fields of interest :

Economics of Network

Ditgital Economy

Industrial Organization

Recent research projects involve processing data from Expedia, StackOverflow, Github, Uber and Lyft . 

讲座简介

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 

   limitation. 

? The second part applies the model 

   and discusses when and how can we 

   make causal inference using

   regression analysis.

Topics

?  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

?  Bootstrapping