Recorded Lectures

These lectures were recorded during Fall 2020. People may find them useful for review but please be aware that every year there are differences in topics covered, so this is by no means presented as a substitution for in-class lectures. These are only available to current and former students, so don’t ask for access if you don’t fall into one of those groups. Note that these videos are for your own personal use in this class and all rights for the videos and other course materials are reserved by me (Copyright 2020 by Rob Hicks. All rights reserved.). Here is a list of notes and videos (in order) for each week of class in Fall 2020 (note this was a compressed semester so the weeks shown here do not correspond to normal semester weeks):

Topic	Week	Video Subject and Link	Running Time (minutes)
Introduction	1 (Aug 19)	Recording of Zoom Kickoff	35.03
		Introduction and Logistics[^2]	25.12
		Gitlab Demo	8.60
		Markstat Installation Demo	10.50
		Markstat Demo	15.02
		Jupyter Demo[^3] (Optional)	7.07
	2 (Aug 24)	Linear Algebra Review	47.27
		Linear Algebra 2	2.63
Ordinary Least Squares		Intro	17.48
		Linear Algebra	23.68
		Solving for \(\mathbf{b}\) (and this one)	54.78
		Implementing \(\mathbf{b}\) in Stata	26.03
	3 (Aug 31)	Assumptions	18.28
		Unbiasedness	25.83
		Variance of \(\mathbf{b}\) (and this one)	30.62
		Unpacking variance/covariance matrices	14.25
		Implementing \(VAR(\mathbf{b})\)	11.03
		Replication in Stata	28.47
		Heteroskedasticity	31.30
	4 (Sep 7)	Implementing Heteroskedasticity	10.20
		Testing for Heteroskedasticity	27.62
		Heteroskedasticity in Stata	18.63
		Clustered Standard Errors	7.18
	(Sep 10)	Mid Term 1	N/A
		Confidence Intervals	13.00
Endogeneity	5 (Sep 14)	Introduction	22.68
		Approaches for fixing problem	27.37
		Properties of a good instrument	47.85
		Estimating \(\beta\) with the Instrument	39.25
		Testing for Relevancy and Endogeneity	27.15
	6 (Sep 21)	Midterm 1 Discussion	19.07
		IV Regression in Stata 1	28.00
		IV Regression in Stata 2	35.00
		IV Regression in Stata 3	29.43
		More than 1 Instrument	53.72
	7 (Sep 28)	IV Regression in Stata 4	30.62
		Problem Set 2 Discussion	27.28
Panel Data: Intro		Introduction	29.07
		Pooled OLS, Random Effects	32.25
		Introduction to Fixed Effects	37.70
Panel Data: Random Effects	8 (Oct 4)	Random Effects Error Structure 1	45.20
		Random Effects Error Structure 2	41.73
Panel Data: Fixed Effects		Fixed Effects Dummy Variable Approach	46.57
		Fixed Effects De-meaning estimator	31.32
	9 (Oct 11)	Fixed Effects First Differences	41.00
		Panel Applications in Stata	52.07
		MidTerm 2 Overview	18.47
	10 (Oct 18)	Panel Data and Difference in Difference	38.43
Maximum Likelihood		Introduction to Maximum Likelihood	30.57
		Limited Dependent Variables and OLS Fail	10.62
		MLE Hands-On	37.48
		Stata and MLE	36.42
	11 (Oct 25)	MLE Properties	31.52
		Nested Hypothesis Testing 1	42.45
		Nested Hypothesis Testing 2	22.87
		Non-Nested Hypothesis Testing	36.53
Probit/Logit	12 (Nov 1)	Introduction	12.28
		Building the Likelihood Function	42.53
		Interpreting Parameters	33.73
		Stata 1	30.78
		Stata 2	36.68
		Wrapup	10.70
Censoring/Truncation	13 (Nov 8)	Introduction	30.50
		Truncation as an Endogeneity Problem	21.03
		Truncated Normal I	20.27
		Truncated Normal II	22.92
		Mills Ration as a Correction Factor	20.58
		Truncated Regression	12.92
		Tobit Model	42.22