Course Syllabus

Lectures

Lecture: Tu-Th 1:30PM – 3:20PM, in Zoom

Instructor: Ivan A. Canay

Course Description

 This course is the third quarter in the graduate econometrics sequence. It is divided in four parts. Part I presents a comprehensive discussion of the most popular instrumental variables approaches currently used in applied work. Part II presents what I consider to be the fundamental notions behind asymptotic approximations. Part III covers the topic of uniformly valid inference, with an emphasis on inference in moment inequality models. Finally, Part IV presents recent methods for inference in the Regression Discontinuity Design.

Grading

Grading will consist on weekly reports (submitted via Canvas), two problem sets due on April 20th and May 11th, and an in-class presentation on one of the topics of Part IV. The problem sets will be available a week and a half before the due date and will consist of theoretical questions and empirical/methodological questions. Weekly reports should avoid displays and formulas and be limited to a maximum of two pages. Finally, for the in-class presentation the students must prepare a slide presentation and write a 6-8 pages long set of lecture notes for each class. This part of the course will involve anonymous peer grading. The weighting scheme for the final grade will be:

Lecture Notes

I will provide lecture notes every week with related references you are supposed to read. The readings in the PDF version of the syllabus include most of the articles we will discuss in class.

Zoom

• The use of video is encouraged. Assuming our connections speeds are fast enough I would prefer if you have your video on during the lecture. If you chose to have your video off and you wish to ask a question, please turn on your video when you do so. 
• Microphones should be muted during lecture. You should turn on your microphone when you want to ask a question. 
• This is a small class and there are no TAs. This means that I will be not be looking at chat often so I recommend that you DO NOT use chat to try to call my attention or ask a question.   
• Note-taking may be challenging in a Zoom lecture. To ease with this, I plan to do the following.
  • The slides I use for the lecture will be available for you to download the morning of the lecture day. You should check Canvas before the start of each class.
  • During lecture I will make annotations on the slides and you should feel free to do the same. 
  • After each class I will upload the slides that contain the annotations I made during lectures so if you decided not to take notes while I teach, you will have the completed version of the slides at the end of the lecture.
  • If you need to review the material, you will have the recorded lecture available on Canvas. 

Recording of Synchronous Remote Class Sessions 

This class or portions of this class will be recorded by the instructor for educational purposes. These recordings will be shared only with students enrolled in the course and will be deleted at the end of the Spring Quarter. 

Unauthorized student recording of class sessions is prohibited, and I do not permit individual students to record class sessions for any reason. Students should direct requests related to accommodations to AccessibleNULinks to an external site.. 

Unauthorized student recording of classroom or other academic activities (including advising sessions or office hours) is prohibited. Unauthorized recording is unethical and may also be a violation of University policy and state law. Students requesting the use of assistive technology as an accommodation should contact AccessibleNULinks to an external site.. Unauthorized use of classroom recordings — including distributing or posting them — is also prohibited.  Under the University’s Copyright Policy, faculty own the copyright to instructional materials — including those resources created specifically for the purposes of instruction, such as syllabi, lectures and lecture notes, and presentations.  Students cannot copy, reproduce, display or distribute these materials. Students who engage in unauthorized recording, unauthorized use of a recording or unauthorized distribution of instructional materials will be referred to the appropriate University office for follow-up.