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These are lecture notes/slides for the NBER Methods Lectures dating back to 2007. They were mostly found using the wayback machine.

Liyang Sun and Jesse Shapiro

2023 Lecture Playlist

• Motivation
• Identification
• Plotting
• Confounds
• Heterogeneity
• Conclusions

Jiayung Gu and Christopher Walters

2022 Lecture Playlist

• Empirical Bayes Methods, Theory and Application
• Empirical Bayes Applications

Alberto Abadie, Rocio Titiunik, Matias Cattaneo

2021 Lecture Playlist

• Synthetic Controls: Methods and Practice
• Regression Discontinuity Designs: Foundations
• Regression Discontinuity Designs: Practice and Topics

Frauke Kreuter, Daniel Goroff, Daniel Kife, Ian Schmutte, Daniel Kifer, and Ian Schmutte

2020 Lecture Playlist

• Differential Privacy: Observations for Economists
• Introduction to Differential Privacy
• Decisions with Privacy-Protected Data
• Basic Differential Privacy Algorithms and Statistics
• Formal Privacy in Census Data
• Implications of Data Privacy Concerns for Empirical Social Science

Edward Miguel

2019 Lecture Playlist

• Research Transparency and Reproducibility

James H. Stock and Isaiah Andrews

2018 Lecture Playlist

• Weak instruments in the wild
• Detecting weak instruments
• Inference with weak instruments
• Open issues and recent research

John Abowd, Jonathan Schwabish, Martha Bailey, and Joseph Ferrie

2017 Lecture Playlist

Unfortunately, I have not been able to find some of the slides for this year.

• Large-scale Data Linkage from Multiple Sources: Methodology and Research Challenges
• Better Data Communication
• How Well Does Automated Linking Perform in Historical Data? Lessons for Modern Practice
• Merge With Caution: Data Linkage Across Diverse Sources, 1200-2017

Nikhil Agarwal, Itsi Ashlagi, Parag Pathak, Alvin Roth, and Atila Abdulkadiroglu

2016 Lecture Playlist

Unfortunately, I have not been able to find the slides for this year.

• Revealed Preference Analysis in Matching Markets
• Matching Dynamics and Computation
• Design of Matching Markets
• Introduction to Matching Markets and Market Design Theory and Application
• Research Design Meets Market Design: Using Centralized Assignment for Impact Evaluation

Susan Athey and Guido Imbens

2015 Lecture Playlist

• Machine Learning and Causal Inference
• Unsupervised Learning: Applications to Networks and Text Mining
• Introduction to Supervised ML Concepts and Algorithms
• Prediction, Classification, and Applications

Daron Acemoglu and Matthew Jackson

2014 Lecture Playlist

• Networks: Games over Networks and Peer Effects
• Diffusion, Identification, Network Formation
• Social and Economic Networks: Background
• Networks: Propagation of Shocks over Economic Networks

Jesse Shapiro, Matthew Gentzkow, Christian Hansen, Matt Taddy, and Victor Chernozhukov

2013 Lecture Playlist

• Big Data Analysis
• Applications: Using Text as Data
• Econometrics of High-Dimensional Sparse Models
• Applications: Estimating Treatment Effects with High-Dimensional Data
• Nuts and Bolts

Aviv Nevo and Ariel Pakes

2012 Lecture Playlist

• Measurement of Consumer Welfare
• The Primitives of Static Demand Models
• Estimation of Static Discrete Choice Models Using Market Level Data
• Applications and Choice of IVs
• Confronting the Precision Problem, the Information in Prices, Implications for Use of Hedonics
• Incorporating Micro Data
• Moment Inequalities in Discrete Choice Models
• Dynamic Demand

Lawrence Christiano and Jesús Fernández-Villaverde

2011 Lecture Playlist

• Solution Methods for DSGE Models and Applications using Linearization
• Simple New Keynesian Model without Capital
• Application of Log-linearization Methods: Optimal Policy
• Financial Frictions Under Asymmetric Information and Costly State Verification
• Dynare Exercise
• Why Non Linear/Non-Gausian DSGE Models?
• Perturbation Methods
• Projection Methods
• Filtering and Likelihood Inference
• Heterogeneous Agents Models

Yacine Ait-Sahalia, Michael Brandt, Andrew Lo, Sydney Ludvigson

2010 Lecture Playlist

• GMM and Consumption Based Asset Pricing Models
• Asymptotic Theory and Continuous Time Methods in Financial Econometrics
• Linear Factor Models and Event Studies
• Financial Econometrics in Action Analyzing Hedge Funds and Systemic Risk

Michael Kremer and John List

2009 Lecture Playlist

• Using Field Experiments in Economics: An Introduction (pt. 1) (pt. 2) (pt. 3)
• Conducting Field Research in Developing Countries

James Stock and Mark Watson

2008 Lecture Playlist

• Frequency Domain Descriptive Statistics
• The Functional Central Limit Theorem and Testing for Time Varying Parameters
• Weak Instruments, Weak Identification, and Many Instruments (Part I)
• Weak Instruments, Weak Identification, and Many Instruments (Part II)
• The Kalman filter, Nonlinear filtering, and Markov Chain Monte Carlo
• Specification and estimation of models with stochastic time variation
• Recent Developments in Structural VAR Modeling
• Econometrics of DSGE Models
• Heteroskedasticity and Autocorrelation Consistent Standard Errors
• Forecast Assessment
• Forecasting and Macro Modeling with Many Predictors (Part I)
• Forecasting and Macro Modeling with Many Predictors (Part II)

Guido Imbens and Jeffrey Wooldridge

2007 Lecture Playlist

• Estimation of Average Treatment Effects Under Unconfoundedness
• Linear Panel Data Models
• Regression Discontinuity Designs
• Nonlinear Panel Data Models
• Instrumental Variables with Treatment Effect Heterogeneity Local Average Treatment Effects
• Control Function and Related Methods
• Bayesian Inference
• Cluster and Stratified Sampling
• Partial Identification
• Difference in Differences Estimation
• Discrete Choice Models
• Missing Data
• Weak Instruments and Many Instruments
• Quantile Methods
• Generalized Method of Moments and Empirical Likelihood