Planned Book Index

Planned Book Index#

This page collects the full index of the “Econometrics with Simulations” project, including both already published chapters and simulations as well as those currently under development. Items without hyperlinks correspond to planned content not yet available.

Introduction#

  1. Motivation: Uses of Regression

Simple Regression#

  1. The Simple Linear Regression Model

  2. Logarithmic Transformations

  3. Unbiasedness and Variance of OLS

  4. Hypothesis Testing in Simple Regression

  5. Power and Optimal Sample Size for Regression Coefficient

Multiple Regression#

  1. Interpretation, Properties, and Specification

  2. Categorical Variables and Interactions

  3. Categorical Dependent Variables: Logit and Probit

Error Structure & Robust Inference#

  1. Heteroscedasticity

  2. Serial correlation

  3. Spatial correlation

Causal Inference Methods#

  1. Selection Bias and Randomized Controlled Experiments

  2. Matching and Propensity Score Matching (PSM)

  3. Causal Identification with DAGs

  4. Instrumental Variables: Identification and LATE

  5. Instrumental Variables: Two-Stage Least Squares and Weak Instruments

  6. Differences-in-Differences (DiD)

  7. Panel Data Models

  8. Regression Discontinuity Design (RDD)

  9. The Synthetic Control Method

Causal Inference in Practice (Technology/Industry)#

  1. A/B Testing with Covariates

  2. Heterogeneous Treatment Effects

  3. Selection on Observables with High-Dimensional Covariates

  4. Network Interference and Cluster Randomization

  5. Variance Reduction in Experiments (CUPED)

  6. Double Machine Learning (DML) for Causal Effects

  7. Geo-Experiments and Ad Incrementality Measurement

Appendix#

A.1 Sampling Distributions

Contents