MIT 14.385: Nonlinear Econometric Analysis

Syllabus: Syllabus_Nonlineareconometrics_MIT_2022.pdf

Reader: Reader_Nonlineareconometrics_MIT_2022.zip

Identification and causality

1. Causality, Identification, Instrumental variables Slides
2. Conditional independence, Difference in Differences, Regression Discontinuity Slides

Applied econometrics and machine learning mashup

1. Randomized experiments Slides
   Multi-armed bandits Slides
2. Dynamic discrete choice Slides
   Reinforcement learning Slides
3. Kernel regression Slides
   PAC-learning Slides
4. Matching Slides
   Double/debiased treatment effect estimation Slides
5. Synthetic controls Slides
   Matrix completion Slides

Homework problems

1. nonlinear_2_ps1.pdf
2. nonlinear_2_ps2.pdf
3. nonlinear_2_ps3.pdf

Links

• Class page for my full-term machine learning course ML_Oxford_2022
• Collection of useful computational ressources
• The Oxford ML and economics reading group