MIT 14.385: Nonlinear Econometric Analysis

Syllabus: Syllabus_Nonlineareconometrics_MIT_2022.pdf


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