Data Analysis for Economics
Statistical Learning and Causal Inference

Information

Instructor

Jiaming Mao
D303 Economics Building
Email: jmao@xmu.edu.cn

Syllabus (pdf, slides)

Requirements

You are expected to have some familiarity with at least one programming/statistical computing language (R, Python, Matlab, Stata, etc.). We will provide ample data analysis problems for you to work through in this course. For your homework and final project, you can choose any language that you are familiar with.

Textbooks

There are no textbooks for this course. Recommended readings:

Undergraduate

  • James, G., D. Witten, T. Hastie, and R. Tibshirani. (2021). An Introduction to Statistical Learning: with Applications in R (2nd ed.). Springer. [book]
  • Huntington-Klein, N. (2021). The Effect: An Introduction to Research Design and Causality. Routledge. [link]
  • Cunningham, C. (2021). Causal Inference: The Mixtape. Yale University Press. [book website]
  • Cameron, A. C. and P. K. Trivedi. (2022). Microeconometrics using Stata (2nd ed.). Stata Press. [link]
  • Hernán, M. A. and J. M. Robins (2020). Causal Inference: What If. CRC Press. [book website,codes]
  • Glymour, M., J. Pearl, and N. P. Jewell. (2016). Causal Inference in Statistics - A Primer. Wiley.
  • Morgan, S. L. and C. Winship. (2014). Counterfactuals and Causal Inference: Methods and Principles for Social Research (2nd ed.). Cambridge University Press.

Graduate

  • Abu-Mostafa, Y. S., M. Magdon-Ismail, and H. Lin. (2012). Learning from Data. AMLBook. [book website]
  • Hastie, T., R. Tibshirani, and J. Friedmand. (2008). The Elements of Statistical Learning (2nd ed.). Springer. [book website]
  • Angrist, J. D. and J-S, Pischke. (2009). Mostly Harmless Econometrics: An Empiricist’s Companion. Princeton University Press. [book website]
  • Cameron, A. C. and P. K. Trivedi. (2005). Microeconometrics: Methods and Applications. Cambridge University Press. [book website]
  • Imbens, G. W. And D. B. Rubin. (2015). Causal Inference for Statistics, Social, and Biomedical Sciences: An Introduction. Cambridge University Press.
  • Pearl, J. (2009). Causality: Models, Reasoning and Inference (2nd ed.). Cambridge University Press. [book website]
  • Wooldridge, J. M. (2011). Econometric Analysis of Cross Section and Panel Data (2nd ed.). The MIT Press.