Empirical methods resources
In this section you can find lecture notes from and links to recordings of a mini-course on empirical methods, that replaces some of the TA sessions of this course.
These eight 45 min. lectures provide a brief overview of the idea behind causal inference and the most common methods for isolating causality used in empirical microeconomics. The focus in on the intuition rather than equations and proofs. The course is taught by four professors from Aalto University Department of Economics, and will be used as a quick methods recap for several empirical elective courses at the MA level.
Lectures 1&2 discuss the basics of causal inference and the statistics needed to understand this concept and are taught by Matti Sarvimäki
Lectures 3&4 focus on randomized field experiments and are taught by Miri Stryjan
Lectures 5&6 go through Difference in Differences and are taught by Ciprian Domnisoru
Lectures 7&8 introduce Instrumental Variables and Regression Discontinuity Designs and are taught by Kristiina Huttunen
I will give instructions in class & lecture notes about which minicourse-lectures are related to what material we learn in class, and students can look at this material (lecture notes and recorded video lectures) in their own time.
These eight 45 min. lectures provide a brief overview of the idea behind causal inference and the most common methods for isolating causality used in empirical microeconomics. The focus in on the intuition rather than equations and proofs. The course is taught by four professors from Aalto University Department of Economics, and will be used as a quick methods recap for several empirical elective courses at the MA level.
Lectures 1&2 discuss the basics of causal inference and the statistics needed to understand this concept and are taught by Matti Sarvimäki
Lectures 3&4 focus on randomized field experiments and are taught by Miri Stryjan
Lectures 5&6 go through Difference in Differences and are taught by Ciprian Domnisoru
Lectures 7&8 introduce Instrumental Variables and Regression Discontinuity Designs and are taught by Kristiina Huttunen
I will give instructions in class & lecture notes about which minicourse-lectures are related to what material we learn in class, and students can look at this material (lecture notes and recorded video lectures) in their own time.
- FileEmpirical Methods Lecture 1 FilePDF document
Introduction to causal inference - Matti Sarvimäki
- FileEmpirical methods Lecture 2 FilePDF document
Statistical inference (point estimates, standard errors,, p-values, confidence intervals) Matti Sarvimäki
- FileEmpirical methods Lecture 3 FilePDF document
Randomized field experiments (RCTs) intro and overview. Miri Stryjan
- FileEmpirical Methods Lecture 4 FilePDF document
RCTs - risks and considerations (Balance checks, statistical power, level of randomization) Miri Stryjan
- FileEmpirical Methods Lecture 5-6 FilePDF document
Difference in differences with Ciprian Domnisoru.
- FileEmpirical methods Lecture 7 FilePDF document
Instrumental Variables - Kristiina Huttunen
- FileEmpirical Methods Lecture 8 FilePDF document
Regression Discontinuity Design - Kristiina Huttunen
These are open source short instructional videos about the intuition behind different econometric methods and approaches.