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
Jiayung Gu and Christopher Walters
Alberto Abadie, Rocio Titiunik, Matias Cattaneo
- 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
- 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
James H. Stock and Isaiah Andrews
- 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
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
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
- 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
- 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
- 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
- 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
- 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
- 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
- Using Field Experiments in Economics: An Introduction (pt. 1) (pt. 2) (pt. 3)
- Conducting Field Research in Developing Countries
James Stock and Mark Watson
- 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
- 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
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