BUSS975

BUSS975: Causal Inference in Financial Research

Course materials for BUSS975, including lecture slides and problem sets.

Syllabus

Syllabus

Lecture Notes

Topic Slides Problem Set
1. Causality and Potential Outcomes Slides Problem
2. Directed Acyclic Graphs Slides Problem
3a. Unconfoundedness: Subclassification and Matching Slides  
3b. Unconfoundedness: Propensity Scores and Regression Slides Problem
4. Regression Discontinuity Slides Problem
5a. Instrumental Variables Slides  
5b. Five IV Designs Slides  
6a. Causal Panel Designs Slides  

References