Presentations and Archive

AI Presentations

Advanced Econometrics

Lecture-length notes on doubly robust estimation of treatment effects.

  1. Outcome Regression
  2. Inverse Probability Weighting
  3. Doubly robust estimation
  4. Doubly robust inference and cross-fitting
  5. Doubly robust difference-in-differences
  6. Doubly robust estimation with staggered adoption
  7. Extension: repeated cross-sections and improved inference
  8. From TWFE to Callaway–Sant’Anna.

Linear Algebra

Here are some notes on linear algebra for econometrics and machine learning:

  1. Interpretations of matrix multiplication
  2. Change of basis and a change of perspective
  3. Visualizing linear projection
  4. Orthogonal bases, Gram–Schmidt, and QR decomposition
  5. Rank-nullity in a regression context
  6. Singular value decomposition
  7. Matrix calculus
  8. Norms, distances, and similarity
  9. Covariance, positive semidefinite matrices, and distance
  10. Hyperplanes, distances, and margins
  11. Constrained optimization, duality, and support vector machines

Other Courses

Here is some course material of courses I’ve taught in the past: