14.387 | Fall 2014 | Graduate

Applied Econometrics: Mostly Harmless Big Data

Lecture and Recitation Notes

Lecture Notes

Below are selected lecture notes. Topics I-VIII were created by Joshua Angrist. Topic VIII and X were created by Victor Chernozhukov. 

Topic I: Regression Recap Regression Recap Notes (PDF)
Topic II: Matching Matching Notes (PDF)
Topic IV: Instrumental Variables: Constant Effects Constant Effects Notes (PDF - 1.2MB)

Topic V: Instrumental Variables (Take 2)

Causal Effects in a Heterogeneous World

Causal Effects Notes (PDF - 2.1MB)

Topic VIII. Prediction and Confidence Intervals with a Large Number of Covariates (“Big P”)

Big P Notes (PDF - 1.2MB)

Topic X: Analysis with Large Samples Sizes (“Big N”)

Big N Notes (PDF)

Recitation Notes

Recitations notes courtesy of Peter Hull. Used with permission. 

Recitation 1: Expectations, Regression, and Controls Recitation 1 Notes (PDF)
Recitation 2: Probits, Logits, and 2SLS Recitation 2 Notes (PDF)
Recitation 3: LATEs, Differences, and Changes Recitation 3 Notes (PDF)

Course Info

As Taught In
Fall 2014
Learning Resource Types
Lecture Notes
Problem Sets
Instructor Insights