Giuseppe Cavaliere Profile picture
Jun 7 โ€ข 11 tweets โ€ข 6 min read Twitter logo Read on Twitter
Hi #EconTwitter!

Interested in the #econometrics of ๐œ๐š๐ฎ๐ฌ๐š๐ฅ ๐ข๐ง๐Ÿ๐ž๐ซ๐ž๐ง๐œ๐ž? ๐Ÿ“ˆ

Here's a thread with some great lecture notes, slides, and books on this topic - freely available on the web - which I've happily tweeted about! ๐Ÿ“š๐ŸŒ

Hope you'll find it useful! ImageImage
๐๐š๐ฎ๐ฅ ๐†๐จ๐ฅ๐๐ฌ๐ฆ๐ข๐ญ๐ก-๐๐ข๐ง๐ค๐ก๐š๐ฆ'๐ฌ (@paulgp) ๐€๐ฉ๐ฉ๐ฅ๐ข๐ž๐ ๐„๐ฆ๐ฉ๐ข๐ซ๐ข๐œ๐š๐ฅ ๐Œ๐ž๐ญ๐ก๐จ๐๐ฌ

PhD-level slides covering econometrics, ย from causal inference to applied MachineLearning.

github.com/paulgp/appliedโ€ฆ
๐๐ž๐ง๐  ๐ƒ๐ข๐ง๐ '๐ฌ (@pengding00) ๐‚๐š๐ฎ๐ฌ๐š๐ฅ ๐ข๐ง๐Ÿ๐ž๐ซ๐ž๐ง๐œ๐ž

Undergrad notes about the #statistics and #econometrics of causal inference.

arxiv.org/abs/2305.18793
๐Œ๐ข๐ ๐ฎ๐ž๐ฅ ๐‡๐ž๐ซ๐ง๐š๐ง (@_MiguelHernan) & ๐‰๐š๐ฆ๐ข๐ž ๐‘๐จ๐›๐ข๐ง๐ฌ' ๐‚๐š๐ฎ๐ฌ๐š๐ฅ ๐ข๐ง๐Ÿ๐ž๐ซ๐ž๐ง๐œ๐ž: ๐ฐ๐ก๐š๐ญ ๐ข๐Ÿ

Online book by epidemiologists, presenting concepts of, and methods for, causal inference.

hsph.harvard.edu/miguel-hernan/โ€ฆ
๐’๐œ๐จ๐ญ๐ญ ๐‚๐ฎ๐ง๐ง๐ข๐ง๐ ๐ก๐š๐ฆ'๐ฌ (@causalinf) ๐‚๐š๐ฎ๐ฌ๐š๐ฅ ๐ข๐ง๐Ÿ๐ž๐ซ๐ž๐ง๐œ๐ž

A classic, easy-and-fun to read book on causal inference.

mixtape.scunning.com
๐๐ž๐ญ๐ž๐ซ ๐‡๐ฎ๐ฅ๐ฅ'๐ฌ (@instrumenthull) ๐€๐ฉ๐ฉ๐ฅ๐ข๐ž๐ ๐Œ๐ž๐ญ๐ซ๐ข๐œ๐ฌ ๐œ๐จ๐ฎ๐ซ๐ฌ๐ž

PhD-level slides covering econometrics, with emphasis on treatment effects and identification.

about.peterhull.net/metrix
๐Œ๐ข๐œ๐ก๐š๐ž๐ฅ ๐Š๐ง๐š๐ฎ๐ฌ' (@MC_Knaus) ๐‚๐š๐ฎ๐ฌ๐š๐ฅ ๐ฆ๐š๐œ๐ก๐ข๐ง๐ž ๐ฅ๐ž๐š๐ซ๐ง๐ข๐ง๐  ๐œ๐จ๐ฎ๐ซ๐ฌ๐ž

A course at the master/PhD level with focus on program evaluation.

github.com/MCKnaus/causalโ€ฆ
๐‚๐ก๐ซ๐ข๐ฌ๐ญ๐จ๐ฉ๐ก๐ž ๐†๐š๐ข๐ฅ๐ฅ๐š๐œ'๐ฌ ๐Œ๐š๐œ๐ก๐ข๐ง๐ž ๐ฅ๐ž๐š๐ซ๐ง๐ข๐ง๐  ๐Ÿ๐จ๐ซ ๐„๐œ๐จ๐ง๐จ๐ฆ๐ž๐ญ๐ซ๐ข๐œ๐ฌ

Notes focusing on high-dimensional methods, treatment effects and synthetic controls

drive.google.com/file/d/1L_iervโ€ฆ
๐Œ๐š๐ญ๐ก๐ž๐ฎ๐ฌ ๐…๐š๐œ๐ฎ๐ซ๐ž'๐ฌ (@MatheusFacure) ๐‚๐š๐ฎ๐ฌ๐š๐ฅ ๐ข๐ง๐Ÿ๐ž๐ซ๐ž๐ง๐œ๐ž ๐Ÿ๐จ๐ซ ๐ญ๐ก๐ž ๐›๐ซ๐š๐ฏ๐ž ๐š๐ง๐ ๐ญ๐ซ๐ฎ๐ž

An online book on causal inference, MHE style.

matheusfacure.github.io/python-causaliโ€ฆ
๐‰๐จ๐ง๐š๐ฌ ๐๐ž๐ญ๐ž๐ซ๐ฌ, ๐ƒ๐จ๐ฆ๐ข๐ง๐ข๐ค ๐‰๐š๐ง๐ณ๐ข๐ง๐ , ๐š๐ง๐ ๐๐ž๐ซ๐ง๐ก๐š๐ซ๐ ๐’๐œ๐ก๐จ๐ฅ๐ค๐จ๐ฉ๐Ÿ'๐ฌ ๐„๐ฅ๐ž๐ฆ๐ž๐ง๐ญ๐ฌ ๐จ๐Ÿ ๐‚๐š๐ฎ๐ฌ๐š๐ฅ ๐ˆ๐ง๐Ÿ๐ž๐ซ๐ž๐ง๐œ๐ž

A book on causal inference and learning by a team of statisticians.

mitp-content-server.mit.edu/books/content/โ€ฆ
๐Œ๐š๐ญ๐ข๐š๐ฌ ๐‚๐š๐ญ๐ญ๐š๐ง๐ž๐จ, ๐๐ข๐œ๐จ๐ฅ๐š๐ฌ ๐ˆ๐๐ซ๐จ๐›๐จ & ๐‘๐จ๐œ๐ข๐จ ๐“๐ข๐ญ๐ข๐ฎ๐ง๐ข๐ค'๐ฌ ๐๐ซ๐š๐œ๐ญ๐ข๐œ๐š๐ฅ ๐ˆ๐ง๐ญ๐ซ๐จ๐๐ฎ๐œ๐ญ๐ข๐จ๐ง ๐ญ๐จ ๐‘๐ƒ๐ƒ๐ฌ

Accessible and practical guide for analysis/interpretation of RDDs

vol I mdcattaneo.github.io/books/Cattaneoโ€ฆ
vol II mdcattaneo.github.io/books/Cattaneoโ€ฆ

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More from @CavaliereGiu

Jun 8
Hi #EconTwitter!

Yearning for a deep dive into the world of ๐ญ๐ข๐ฆ๐ž ๐ฌ๐ž๐ซ๐ข๐ž๐ฌ ๐ž๐œ๐จ๐ง๐จ๐ฆ๐ž๐ญ๐ซ๐ข๐œ๐ฌ? ๐Ÿ“ˆ

Behold a compilation (from my recent tweets) of very nice lecture notes and books, freely available online, just a click away.

Hope you'll like it! ๐ŸŒ ImageImage
Alex Aue's Time Series Analysis

Friendly introduction to Time Series Analysis, covering key principles (including spectral methods) and examples in R

batch.libretexts.org/print/Letter/Fโ€ฆ
@BruceEHansen's Advanced Time Series and Forecasting

Set of slides on time series econometrics and forecasting, covering most aspects on this topic.

ssc.wisc.edu/~bhansen/crete/
Read 9 tweets

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