Presentations and Archive

AI Presentations

• Andromeda Presentation
• Andromeda Presentation Git

Advanced Econometrics

Lecture-length notes on doubly robust estimation of treatment effects.

1. Outcome Regression
2. Inverse Probability Weighting
3. Doubly robust estimation
4. Doubly robust inference and cross-fitting
5. Doubly robust difference-in-differences
6. Doubly robust estimation with staggered adoption
7. Extension: repeated cross-sections and improved inference
8. From TWFE to Callaway–Sant’Anna.

Linear Algebra

Here are some notes on linear algebra for econometrics and machine learning:

1. Interpretations of matrix multiplication
2. Visualizing linear projection
3. Rank-nullity in a regression context
4. Change of basis and a change of perspective
5. Singular value decomposition
6. Matrix calculus

Other Courses

Here is some course material of courses I’ve taught in the past:

• Big Data, Big Questions: An introduction to Excel and Data Science for historians (2017).