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

Syllabus

2148SyllabusKasy_Spring2019.pdf

Slides

  • Introduction to R Slides
  • Instrumental variables part I – origins and binary treatment Slides
  • Instrumental variables part II – continuous treatment 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
  • Text analysis Slides
  • Deep neural nets Slides
  • Bandit problems Slides
  • Data visualization Slides

Homework problems

Reading materials

Papers

Machine learning books

Programming in R

Data visualization