Luk Arbuckle

Econometrics lit review in video

In mixed on 27 May 2008 at 12:45 am

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.

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