Topics in Econometrics: Advances in Causality and Foundations of Machine Learning


Syllabus Harvard, fall 2019

Syllabus Brown, fall 2019


  • Instrumental variables part I – origins and binary treatment Slides
  • Instrumental variables part II – continuous treatment Slides
  • Guest lecture Isaiah Andrews: Weak instruments Slides

  • Review of decision theory Slides
  • Shrinkage in the normal means model Slides
  • Gaussian process priors, reproducing kernel Hilbert spaces, and Splines Slides
  • Applications of Gaussian process priors from my own work Slides

Homework problems

Reading materials


Machine learning books

Programming in R

Data visualization