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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

 

 

 

  • 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 

Stata Practice 

 

Weeks 2 and 3

 

 

Slides

 

Readings 

Problemsets 

 

 

 

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 

 

 

 

 

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