Below are misc. documents for applied econometrics research, that I update irregularly. (Originally personal notes, then used as foundation for teaching PhD students, now put online in case they can be useful to others.)

Inferential statistics

• Microeconometrics – The basic inferential statistics most common in applied microeconometrics (Inference workflow; frequentist vs Bayesian inference; regression models; estimator properties…)

• Causal inference in observational studies – The theory and methods of using regressions to uncover the causal effect of a treatment on a population.
  1. Underlying theoretical framework: potential outcomes
  2. Applied methods (RDD, IV…)
  3. Improving inferences (matching & controls, falsification tests…)
• Misc. maths for microeconometrics – The essential concepts and theorems that make the econometrics above work.