BUSS975

BUSS975: Causal Inference in Financial Research

Course materials for BUSS975, including lecture slides, notes, exercises, and selected datasets.

Lecture notes are continuously updated. Please check for the latest version before each class.

Course Materials

Lecture Materials
Introduction Slides | Notes | Exercise
Review: Probability Slides | Notes | Exercise
Review: Expectation Slides | Notes | Exercise
Review: Estimation Slides | Notes | Exercise
Review: Hypothesis Slides | Notes | Exercise
Linear Regression Slides 1 | Slides 2 | Notes 1 | Notes 2 | Exercise 1 | Exercise 2
Causality Slides | Notes | Exercise
Panel Data Slides | Notes | Exercise
Instrumental Variables Slides | Exercise
Natural Experiments Slides 1 | Slides 2 | Exercise
Regression Discontinuity Slides
Common Errors Slides
Matching Slides