Seminar

Research Method Centre training session 'Introductory Econometrics w/Simulations'

SITE (Science, Innovation, Technology, and Entrepreneurship)

Speaker:Chris Rider, University of Michigan
Website: https://www.chrisrider.info/
Date: Monday 22 November 2021
Time: 14.00 - 16.30
Location: Microsoft Teams link available from l.a.witkin@exeter.ac.uk

Further details

It is my pleasure announce the RMC’s fifth training of the AY21/22 season: Chris Rider (U Michigan and AE at ASQ) will deliver an online training on 22, 23 Nov 2021: “Introduction to Econometrics, using Simulations.” I have arranged this with our PhD/MRes students in mind, but certainly any who are interested in starting to do causal empirical work should attend. PhD supervisors, please encourage your students to come. For those wishing to go further, Elena Patel (U Utah) will teach a face to face “Intermediate Econometrics” workshop the following week (details forthcoming). Econometrics is cumulative, and Chris’ course is a recommended prerequisite. Chris asks that attendees have STATA installed and ready to go on their computers. The university has purchased a Stata/SE site license. Information can be found here. He recommends Scott Cunningham’s “Causal Inference: The Mixtape” as a general reference for the short course. Some other materials here are indicative of what he will discuss: • Damodaran, A. “Numbers and Narrative: Modeling, Story Telling and Investing.” Presentation slides. • Rider, C. I. (2021). “Numerical Narrative.” Tips on website. • Simcoe, T. “Empirical Etiquette.” Blog post. • Rider, C. I. (2021). “Empirical Etiquette.” Tips on website. • Shadish, W.R., Cook, T. D., Campbell. D.T. (2002). Chapter 1, pp. 1-31 in Experimental and quasi-experimental designs for generalized causal inference. Wadworth Cengage Learning: Belmont, CA. • Angrist, J. and J. S. Pischke. (2009). “The experimental ideal.” Pp. 9-18 in Mostly Harmless Econometrics: An Empiricist’s Companion. • Angrist, J. and J. S. Pischke. (2009). “Making regression make sense.” Pp. 19-50 in Mostly Harmless Econometrics: An Empiricist’s Companion. Although I teach introductory econometrics myself (and the material is likely to be review), I am excited to see how Chris uses simulation to make the fundamentals more salient and intuitive; I hope it will improve my own teaching of the subject! See you there. For those looking forward to meeting Chris in person, he is coming to U Exeter in the week of 2 May to deliver a workshop “Numerical Narratives.” We’ll arrange seminars and 1:1 opportunities then. Best, Justin Tumlinson