2017-01-09~12 | Chungsang Tom Lam:Causal Inference and Model Selection in Econometrics

2018-01-12   

Abstract

This course provides an introduction to causal inference and model selection using econometric analysis. 

The class is roughly divided into two parts. 

•  The first part introduces the basics of

   the linear regression model and its 

   limitation. 

• The second part applies the model 

   and discusses when and how can we 

   make causal inference using

   regression analysis.

Topics

•  Sample Mean and the Concept of  Averages

•  Linear Regression Basics

•  Omitted Variable Bias and Bad Control

•  Instrumental Variables and Two-stage Least Squares

•  Average Treatment Effects and Local Average Treatment 

•  Fixed Effects and Random Effects

•  Generalised Least Squares and Feasible Generalised Least Squares

•  Robust Standard Errors

•  Difference in Differences

•  Regression Discontinuity

•  Bootstrapping


Time

1月9日(周二)-1月12日(周五)  13:20-16:30


Speaker

Chungsang Tom Lam

The University of Chicago, Ph.D in Economics

Assistant Professor in the John E. Walker Department of Economics Clemson University

Fields of interest :

Economics of Network

Ditgital Economy

Industrial Organization

Recent research projects involve processing data from Expedia, StackOverflow, Github, Uber and Lyft . 



Location

信息管理与工程学院  102报告厅

上海财经大学

上海市杨浦区武东路100号