These are lecture notes/slides for the NBER Methods Lectures dating back to 2007. They were mostly found using the wayback machine.
Susan Athey and Guido Imbens
- Analysis and Design of Multi-Armed Bandit Experiments and Policy Learning
- Interference and Spillovers in Randomized Experimentsl
Liyang Sun and Jesse Shapiro
Jiayung Gu and Christopher Walters
Alberto Abadie, Rocio Titiunik, Matias Cattaneo
- Synthetic Controls: Methods and Practice
- Regression Discontinuity Designs: Foundations
- Regression Discontinuity Designs: Practice and Topics
Frauke Kreuter, Daniel Goroff, Daniel Kife, Ian Schmutte, Daniel Kifer, and Ian Schmutte
- Differential Privacy: Observations for Economists
- Introduction to Differential Privacy
- Decisions with Privacy-Protected Data
- Basic Differential Privacy Algorithms and Statistics
- Formal Privacy in Census Data
- Implications of Data Privacy Concerns for Empirical Social Science
Edward Miguel
James H. Stock and Isaiah Andrews
- Weak instruments in the wild
- Detecting weak instruments
- Inference with weak instruments
- Open issues and recent research
John Abowd, Jonathan Schwabish, Martha Bailey, and Joseph Ferrie
Unfortunately, I have not been able to find some of the slides for this year.
- Large-scale Data Linkage from Multiple Sources: Methodology and Research Challenges
- Better Data Communication
- How Well Does Automated Linking Perform in Historical Data? Lessons for Modern Practice
- Merge With Caution: Data Linkage Across Diverse Sources, 1200-2017
Nikhil Agarwal, Itsi Ashlagi, Parag Pathak, Alvin Roth, and Atila Abdulkadiroglu
Unfortunately, I have not been able to find the slides for this year.
- Revealed Preference Analysis in Matching Markets
- Matching Dynamics and Computation
- Design of Matching Markets
- Introduction to Matching Markets and Market Design Theory and Application
- Research Design Meets Market Design: Using Centralized Assignment for Impact Evaluation
Susan Athey and Guido Imbens
- Machine Learning and Causal Inference
- Unsupervised Learning: Applications to Networks and Text Mining
- Introduction to Supervised ML Concepts and Algorithms
- Prediction, Classification, and Applications
Daron Acemoglu and Matthew Jackson
- Networks: Games over Networks and Peer Effects
- Diffusion, Identification, Network Formation
- Social and Economic Networks: Background
- Networks: Propagation of Shocks over Economic Networks
Jesse Shapiro, Matthew Gentzkow, Christian Hansen, Matt Taddy, and Victor Chernozhukov
- Big Data Analysis
- Applications: Using Text as Data
- Econometrics of High-Dimensional Sparse Models
- Applications: Estimating Treatment Effects with High-Dimensional Data
- Nuts and Bolts
Aviv Nevo and Ariel Pakes
- Measurement of Consumer Welfare
- The Primitives of Static Demand Models
- Estimation of Static Discrete Choice Models Using Market Level Data
- Applications and Choice of IVs
- Confronting the Precision Problem, the Information in Prices, Implications for Use of Hedonics
- Incorporating Micro Data
- Moment Inequalities in Discrete Choice Models
- Dynamic Demand
Lawrence Christiano and Jesús Fernández-Villaverde
- Solution Methods for DSGE Models and Applications using Linearization
- Simple New Keynesian Model without Capital
- Application of Log-linearization Methods: Optimal Policy
- Financial Frictions Under Asymmetric Information and Costly State Verification
- Dynare Exercise
- Why Non Linear/Non-Gausian DSGE Models?
- Perturbation Methods
- Projection Methods
- Filtering and Likelihood Inference
- Heterogeneous Agents Models
Yacine Ait-Sahalia, Michael Brandt, Andrew Lo, Sydney Ludvigson
- GMM and Consumption Based Asset Pricing Models
- Asymptotic Theory and Continuous Time Methods in Financial Econometrics
- Linear Factor Models and Event Studies
- Financial Econometrics in Action Analyzing Hedge Funds and Systemic Risk
Michael Kremer and John List
- Using Field Experiments in Economics: An Introduction (pt. 1) (pt. 2) (pt. 3)
- Conducting Field Research in Developing Countries
James Stock and Mark Watson
- Frequency Domain Descriptive Statistics
- The Functional Central Limit Theorem and Testing for Time Varying Parameters
- Weak Instruments, Weak Identification, and Many Instruments (Part I)
- Weak Instruments, Weak Identification, and Many Instruments (Part II)
- The Kalman filter, Nonlinear filtering, and Markov Chain Monte Carlo
- Specification and estimation of models with stochastic time variation
- Recent Developments in Structural VAR Modeling
- Econometrics of DSGE Models
- Heteroskedasticity and Autocorrelation Consistent Standard Errors
- Forecast Assessment
- Forecasting and Macro Modeling with Many Predictors (Part I)
- Forecasting and Macro Modeling with Many Predictors (Part II)
Guido Imbens and Jeffrey Wooldridge
- Estimation of Average Treatment Effects Under Unconfoundedness
- Linear Panel Data Models
- Regression Discontinuity Designs
- Nonlinear Panel Data Models
- Instrumental Variables with Treatment Effect Heterogeneity Local Average Treatment Effects
- Control Function and Related Methods
- Bayesian Inference
- Cluster and Stratified Sampling
- Partial Identification
- Difference in Differences Estimation
- Discrete Choice Models
- Missing Data
- Weak Instruments and Many Instruments
- Quantile Methods
- Generalized Method of Moments and Empirical Likelihood