Архангельский Д. Intro into Panel Data Methods. Lecture 3: Synthetic control and DiD. 06.07.2020

Описание к видео Архангельский Д. Intro into Panel Data Methods. Lecture 3: Synthetic control and DiD. 06.07.2020

Дмитрий Архангельский (ЭФ'10, профессор CEMFI) прочтёт на экономическом факультете спецкурс «Intro into Causal Panel Data Methods».

The goal of this short (4 lectures) course is to introduce students to causal analysis with panel data, focusing on old and new methods such as difference in differences (DID), factor models, synthetic control (SC), and matrix completion. Most of the course will be focused on algorithms. We will start by developing some intuition about balancing estimators for linear models, then will discuss interactive fixed effects models, introduce synthetic control and synthetic DID. The final part of the course will be a short discussion of identication assumptions one has to make to get to causality.

Комментарии

Информация по комментариям в разработке

Похожие видео