Below are selected lecture notes. Topics I-VIII were created by Joshua Angrist. Topic VIII and X were created by Victor Chernozhukov.
|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")|
Recitations notes courtesy of Peter Hull. Used with permission.
|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)|