Lecture Notes
Below are selected lecture notes. Topics I-VIII were created by Joshua Angrist. Topic VIII and X were created by Victor Chernozhukov.
| TOPICS | NOTES |
|---|---|
| Topic I: Regression Recap | Regression Recap Notes (PDF) |
| Topic II: Matching | Matching Notes (PDF) |
| Topic IV: Instrumental Variables: Constant Effects | Constant Effects Notes (PDF - 1.2MB) |
|
Topic V: Instrumental Variables (Take 2) Causal Effects in a Heterogeneous World | Causal Effects Notes (PDF - 2.1MB) |
Topic VIII. Prediction and Confidence Intervals with a Large Number of Covariates ("Big P") | |
| Topic X: Analysis with Large Samples Sizes ("Big N") |
Recitation Notes
Recitations notes courtesy of Peter Hull. Used with permission.
| TOPICS | NOTES |
|---|---|
| Recitation 1: Expectations, Regression, and Controls | Recitation 1 Notes (PDF) |
| Recitation 2: Probits, Logits, and 2SLS | Recitation 2 Notes (PDF) |
| Recitation 3: LATEs, Differences, and Changes | Recitation 3 Notes (PDF) |