Applied Econometrics: Mostly Harmless Big Data

A cartoon featuring a man with a passport arriving at a desk with a custom's agent. On the agent's screen it says "Big Data" and the caption reads "Your recent Amazon purchases, Tweet score and location history makes you 23.5% welcome here."

A cartoon depicting a hypothetical application of big data. (Image courtesy of Thierry Gregorious on Flickr. License CC: BY.)

Instructor(s)

MIT Course Number

14.387

As Taught In

Fall 2014

Level

Graduate

Cite This Course

Course Description

Course Features

Educator Features

Course Description

This course covers empirical strategies for applied micro research questions. Our agenda includes regression and matching, instrumental variables, differences-in-differences, regression discontinuity designs, standard errors, and a module consisting of 8–9 lectures on the analysis of high-dimensional data sets a.k.a. "Big Data".

Related Content

Joshua Angrist, and Victor Chernozhukov. 14.387 Applied Econometrics: Mostly Harmless Big Data. Fall 2014. Massachusetts Institute of Technology: MIT OpenCourseWare, https://ocw.mit.edu. License: Creative Commons BY-NC-SA.


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