Teaching

ARE 210 (PhD Probability and Statistics) Fall 2022

• Sigma Algebras and Independce
• Integration
• Conditional Expectations and Conditional Sigma Algebras
• Probability and Distribution Limits
• MLE and the Invariance Property

ARE 213 (PhD Applied Econometrics) Fall 2022

• Why We Love OLS
• Rubin Causal Model & SUTVA

ARE 210 (PhD Probability and Statistics) Fall 2021

• Conditional Expectations and Characteristic Functions
• Distributions of Multivariate Transformations and Convergence of Combinations of Sample Statistics
• Exponential Families, Identification, and MLE
• MLE with a closed parameter space, GMM, and the finite sample distribution of MLE.
• Asymptotic distribution of estimators and hypothesis testing.
• Efficient GMM, Proving Statistics are Complete, UMVUEs, and the Cramer-Rao Lower Bound

ARE 213 (PhD Applied Econometrics) Fall 2021

• Rubin Causal Model & SUTVA
• The Regression Adjustment Design
• Non-parametric Regression and Selection on Observables Designs
• Big-Picture Takeaways from Selection on Observables
• Recent Advances in Diff-in-Diff
• Making Instruments from Known Exogeneity
• Spatial Regression Discontinuity Designs