The National Bureau of Economic Research—a private, nonprofit, nonpartisan research organization—has made public an eighteen-hour workshop from it’s Summer Institute 2007: What’s New in Econometrics? Included are lecture videos, notes, and slides from the series.
The lectures cover recent advances in econometrics and statistics. The topics include (in the order presented):
- 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
The speakers explain the material well, including some practical pros and cons to the methods presented. The slides are, however, typically academic: packed with content and equations, with little to support the speaker. In a way it’s expected, but surprising given that lecture notes are provided.
It takes a bit of time to get into the talks, but once you do there’s lots to learn. I suggest two open browser windows: one for the videos, one for the slides. But avoid the temptation to read the slides—the speakers explain the material well and you’ll pick up quite a bit if you can focus on what they’re saying while you stare lovingly at the equations.
Special thanks to John Graves at the Social Science Statistics Blog for posting a notice about the series.
Lies and Stats 