Monday, February 10, 2014

NBER Econonometrics "Methods Lectures" Videos

    For nearly a decade, the National Bureau of Economic Research has been holding a day of econometrics "Methods Lectures" during the Summer Institute, with the speakers and sub-topic changing each year.

    Evidently it's not widely known that the lecture videos and slides are available online -- just click on any of the links below.

    [Warning: Certain of the links reveal that audio/video recording/delivery is not the NBER's strong suit, but all the videos are there if you take a few minutes to figure things out.]

    Summer Institute 2013
    Econometric Methods for High-Dimensional Data
    Victor Chernozhukov, Massachusetts Institute of Technology, Matthew Gentzkow, University of Chicago and NBER, Christian Hansen, University of Chicago , Jesse Shapiro, University of Chicago and NBER, Matthew Taddy, University of Chicago

    Summer Institute 2012
    Econometric Methods for Demand Estimation
    Ariel Pakes, Harvard University and NBER and Aviv Nevo, Northwestern University and NBER

    Summer Institute 2011
    Computational Tools & Macroeconomic Applications
    Lawrence Christiano, Northwestern University and NBER and Jesus Fernandez-Villaverde, University of Pennsylvania and NBER

    Summer Institute 2010
    Financial Econometrics
    Sydney Ludvigson, New York University and NBER , Yacine Ait-Sahalia, Princeton University and NBER, Michael Brandt, Duke University and NBER and Andrew Lo, MIT and NBER

    Summer Institute 2009
    Using Field Experiments in Economics: An Introduction, and Conducting Field Research in Developing Countries
    John List, University of Chicago and NBER and Michael Kremer, Harvard University and NBER

    Summer Institute 2008
    Whats New in Econometrics – Time Series
    James H. Stock, Harvard University and NBER and Mark W. Watson, Princeton University and NBER

    Summer Institute 2007
    Whats New in Econometrics?
    Guido Imbens, Harvard University and NBER and Jeffrey Wooldridge, Michigan State University