Topic: Intermediate Econometrics:Introduction to Causal Inference

Lecturer: Sun Yixiao, University of California, San Diego

Time:6:30pm-9:30pm,Dec.8 9:00am-12:00noon, Dec.9

2:00pm-5:00pm,Dec.10 6:30pm-9:30pm, Dec.11

9:00am-12:00noon, Dec.12 9:00am-12:00noon,Dec.16

2:00pm-5:00pm,Dec.17 6:30pm-9:30pm,Dec.18

9:00am-12:00noon,Dec.19 9:00am-12:00noon,Dec.20

Location:Dec.8, Dec15: B251 All the other time: B253

Organizer:Department of Mathematical Economics & Mathematical Finance

Tentative Topics:

·Basic OLS Regression

·Correlation and Causality

·Understanding the OLS regression

·A Tale of Two Models: Predictive Model vs Causal Model

·Method of Causal Inference: Instrumental Variable Approach

·Method of Causal Inference: Control Function Approach

·Experiment and Quasi-experiments

·Panel Data Methods: Diff-in-Diff and all that

·Potential Outcomes and Counterfactual Analysis (if time permits)

Bio:Yixiao Sun is a guess professor at the School of Economics and Management, Wuhan University, China and a tenured associate professor at UC San Diego, USA. He is a fellow of the Journal of Econometrics. For his research contribution to science of econometrics, he won the Econometric Theory “Multa Scripsit” Award in 2007. He is an associate editor of Econometric Theory and the Scientific World Journal. Dr. Sun obtained his BS degree in mathematics in 1993 and master’s degree in economics in 1996, both from Wuhan University. He obtained his Ph.D. in economics from Yale University in 2002. His research has been sponsored by the NSF of USA. He has published many papers in leading journals in economics and statistics such as “Econometrica, Econometrics Theory, Journal of Econometrics”and “Review of Economics and Statistics.” Dr. Sun has been a reviewer for more than 20 journals in econometrics and statistics. He was invited to present at numerous international conferences and department seminars. He has won the Distinguished Teaching Award multiple times for his Ph.D. core course and field course at UC San Diego.