├── .DS_Store ├── .gitignore ├── HW_auctions ├── auction_3bidder.csv ├── auction_4bidder.csv ├── nonparametric_regression.csv ├── problemset1.pdf └── problemset1.tex ├── HW_bootstrap_ML ├── code │ ├── assignment_6.Rmd │ └── assignment_6.pdf └── data │ ├── data_dictionary.xlsx │ └── lending_club_07_to_11_cleaned.csv ├── Intro ├── intro_slides.pdf └── intro_slides.tex ├── LICENSE.txt ├── Lecture 1- Time Series ├── .Rhistory ├── lecture1_time_series.pdf ├── lecture1_time_series.tex ├── lecture_1.R ├── resources │ ├── acf_plot.png │ ├── acf_plot2.png │ ├── alcohol.png │ ├── cpi.png │ ├── ets_decomp.png │ ├── gdp_plot.png │ ├── nonfarm_level.png │ ├── nonfarm_log.png │ ├── nonfarm_pct.png │ ├── sp-chart.png │ ├── steel.png │ ├── treasury_90.png │ ├── unemployment.png │ └── wilshire_5000.png └── steel.csv ├── Lecture 10- ML and Econometrics ├── ml-econometrics.pdf ├── ml-econometrics.tex └── resources │ ├── Importance.jpg │ ├── bagging.png │ ├── bias-variance.png │ ├── titanic.png │ ├── treefit.png │ └── variable-importance.png ├── Lecture 2- Extremum Estimators Part I ├── .Rhistory ├── code │ ├── bife_introduction.R │ ├── bife_introduction.Rmd │ └── bife_introduction.html ├── lecture2a_mle.pdf ├── lecture2a_mle.tex └── resources │ ├── NZlecnotes.pdf │ ├── aoc.png │ ├── c7.pdf │ ├── confusion.png │ ├── duration-models.pdf │ ├── figure17-1.pdf │ ├── figure17-4.pdf │ ├── figure17-5.pdf │ ├── hmda1.pdf │ ├── hmda2.pdf │ ├── hmda3.pdf │ ├── hmda3a.pdf │ ├── leverage_plot.png │ ├── lpm-probit.jpg │ ├── lpm.pdf │ ├── parametrictable1.pdf │ ├── probit.pdf │ ├── random_intercepts.png │ ├── random_intercepts2.png │ ├── random_slope_intercept.png │ ├── roc_curve.png │ ├── specialregtable.png │ └── survival_present_print.pdf ├── Lecture 3- Extremum Estimators Part II ├── lecture3_gmm.pdf ├── lecture3_gmm.tex └── resources │ ├── classifier15nn.pdf │ ├── classifier1nn.pdf │ ├── classifierOLS.pdf │ ├── comparison-cv.png │ ├── figure26.pdf │ ├── kernelfig.pdf │ ├── lmlrwald.png │ ├── locquad.pdf │ ├── nwloclinear.pdf │ ├── nwloclinear2.pdf │ ├── split-cv5.png │ ├── split-sample.png │ └── validation-10fold.png ├── Lecture 4- Delta Method and Bootstrap ├── bootstrap.pdf ├── bootstrap.tex ├── nonparametrics.pdf ├── nonparametrics.tex └── resources │ ├── classifier15nn.pdf │ ├── classifier1nn.pdf │ ├── classifierOLS.pdf │ ├── comparison-cv.png │ ├── figure26.pdf │ ├── kernelfig.pdf │ ├── lmlrwald.png │ ├── locquad.pdf │ ├── nwloclinear.pdf │ ├── nwloclinear2.pdf │ ├── split-cv5.png │ ├── split-sample.png │ └── validation-10fold.png ├── Lecture 5- Model Selection Validation ├── model-selection.pdf ├── model-selection.tex └── resources │ ├── compareall.pdf │ ├── comparisons.pdf │ ├── geometry.pdf │ ├── lar-lasso.pdf │ ├── lassopath.pdf │ ├── lassopenalty.png │ ├── model-selection.pdf │ ├── orthcompare.pdf │ ├── pcrridge.pdf │ ├── princomp1.pdf │ ├── princomp2.pdf │ ├── princompfig.png │ ├── regressiontable.pdf │ ├── ridgepath.pdf │ ├── subsetsaic.pdf │ └── subsetstepwise.pdf ├── Lecture 6- Treatment Effects ├── resources │ ├── ashefelter1.pdf │ ├── ashefelter2.pdf │ ├── binscatter1.png │ ├── binscatter2.png │ ├── chv_fig1.png │ ├── chv_fig4.png │ ├── chv_fig6.png │ ├── chv_tab3.png │ ├── chv_tab4.png │ ├── chv_tab5.png │ ├── figure1.pdf │ ├── imbens1.pdf │ ├── imbens2.pdf │ ├── imbens3.pdf │ ├── ll-fig1.png │ ├── ll-fig2.png │ ├── ll-fig4.png │ ├── parallel-trends.png │ └── sillydiversion.pdf ├── treatment-effects.pdf └── treatment-effects.tex ├── Lecture 7- Advanced Binary Choice ├── binary-choice.pdf ├── binary-choice.tex ├── code │ ├── bife_introduction.R │ ├── bife_introduction.Rmd │ └── bife_introduction.html ├── resources │ ├── aoc.png │ ├── confusion.png │ ├── hmda1.pdf │ ├── hmda2.pdf │ ├── hmda3.pdf │ ├── hmda3a.pdf │ ├── lpm-probit.jpg │ ├── lpm.pdf │ ├── probit.pdf │ ├── roc_curve.png │ └── specialregtable.png ├── simple-binary-choice.pdf └── simple-binary-choice.tex ├── Lecture 8- Discrete Choice ├── discretechoice.pdf ├── discretechoice.tex └── resources │ ├── hardmax.png │ ├── mpec.pdf │ ├── nesting.png │ └── softmax.png ├── Old Lecture 2- Linear Panel Data ├── .Rhistory ├── lecture2.pdf ├── lecture2.tex ├── lecture_2.R └── resources │ ├── leverage_plot.png │ ├── random_intercepts.png │ ├── random_intercepts2.png │ └── random_slope_intercept.png ├── Old Lecture 3- MLE and Duration ├── .Rhistory ├── lecture3.pdf ├── lecture3.tex └── resources │ ├── NZlecnotes.pdf │ ├── c7.pdf │ ├── duration-models.pdf │ ├── figure17-1.pdf │ ├── figure17-4.pdf │ ├── figure17-5.pdf │ ├── parametrictable1.pdf │ └── survival_present_print.pdf ├── Old Lecture 4- Bayesian Estimation ├── .Rhistory ├── lecture4.pdf ├── lecture4.tex ├── resources │ ├── baseball.png │ └── baseball2.png └── tables │ ├── app_price_changes.tex │ ├── ologits.tex │ ├── ologittax.tex │ ├── r-regressions-no2006.tex │ ├── r-regressions-qtr-no2006.tex │ ├── r-regressions-relative.tex │ └── r-regressions-statevar_q.tex ├── Old Lecture 5- Advanced Panel Data ├── lecture3a-gmm.pdf ├── lecture3a-gmm.tex ├── lecture5.pdf ├── lecture5.tex └── resources │ ├── gbm_t1.png │ ├── gbm_t2.png │ ├── gbm_t3.png │ ├── gbm_t4.png │ ├── gbm_t5.png │ ├── gbm_t6.png │ ├── gbm_t7.png │ ├── hc1.png │ ├── hc2.png │ ├── hc3.png │ ├── hc4.png │ ├── hc7.png │ └── hc_a2.png ├── Old Lecture 9-Nonparametrics ├── auctions1.pdf ├── bootstrap.pdf ├── bootstrap.tex ├── nonparametrics.pdf ├── nonparametrics.tex └── resources │ ├── classifier15nn.pdf │ ├── classifier1nn.pdf │ ├── classifierOLS.pdf │ ├── comparison-cv.png │ ├── figure26.pdf │ ├── kernelfig.pdf │ ├── locquad.pdf │ ├── nwloclinear.pdf │ ├── nwloclinear2.pdf │ ├── split-cv5.png │ ├── split-sample.png │ └── validation-10fold.png ├── README.md ├── assignment_1 ├── code │ ├── applied_metrics.url │ ├── assignment_1.Rmd │ └── assignment_1.pdf └── data │ ├── .Rhistory │ ├── ts_simulation.rda │ ├── us_air_rev.csv │ └── us_load_factor.csv ├── assignment_2_income ├── income_1.png ├── income_2.png ├── 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