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Causal Inference and Machine learning
Section I: Introduction to Panel Data and to Nonparametric Estimation
Data Science for Decision Making Mater, Winter 2025
Barcelona School of Economics
Syllabus
Cameron and Trivedi's
book
Wooldridge's Econometrics
book
Bruce Hansen's Econometrics
book
Weeks 1 and 2
Slides
Handout 1:
Introduction: Overview of the Course.
Introduction to Panel Data Models
Main Readings
Chapter 10, Wooldridge
Additional Readings
On clustering
Stata Practice
STATA example
Other STATA resources
Weeks 2 and 3
Slides
Handout 2:
Advanced Panel Data Models
Readings
Dynamic panel data models: section 22.5, Cameron and Trivedi.
Nonlinear models, Conditional logits: section 23.4, Cameron and Trivedi.
Dynamic panel data models in STATA (Roodman, 2009):
Problemsets
Problemset 1.
Week 4
Slides
Handout 3:
Introduction to Nonparametric Methods
Handout 4:
Nonparametric and Semiparametric regression
Readings:
Cameron and Trivedi (CT), sections 9.4 and 9.5
For those who want to expand their knowledge, check out this interesting
online course
Additional Materials
STATA Example
Problemset 2
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