14.387 | Fall 2014 | Graduate

Applied Econometrics: Mostly Harmless Big Data

Course Description

This course covers empirical strategies for applied micro research questions. Our agenda includes regression and matching, instrumental variables, differences-in-differences, regression discontinuity designs, standard errors, and a module consisting of 8–9 lectures on the analysis of high-dimensional data sets a.k.a. …
This course covers empirical strategies for applied micro research questions. Our agenda includes regression and matching, instrumental variables, differences-in-differences, regression discontinuity designs, standard errors, and a module consisting of 8–9 lectures on the analysis of high-dimensional data sets a.k.a. “Big Data”.
Learning Resource Types
Lecture Notes
Problem Sets
Instructor Insights
A cartoon featuring a man with a passport arriving at a desk with a custom's agent. On the agent's screen it says "Big Data" and the caption reads "Your recent Amazon purchases, Tweet score and location history makes you 23.5% welcome here."
A cartoon depicting a hypothetical application of big data. (Image courtesy of Thierry Gregorious on Flickr. License CC: BY.)