Econometrics
Design of Observational Studies
The concepts of causal inference in experiments and observational studies are introduced using the elementary mathematics of independent coin flips to determine treatment assignment The basic tools of multivariate matching – such as propensity scores, optimal matching, full matching, fine balance, risk set matching – are introduced with many examples and with reference to implementation... »
Introduction to the Mathematical and Statistical Foundations of Econometrics
This book is intended for use in a rigorous introductory PhD level course in econometrics, or in a field course in econometric theory. It covers the measure-theoretical foundation of probability theory, the multivariate normal distribution with its application to classical linear regression analysis, various laws of large numbers, central limit theorems and related results... »