Quant II Lab, NYU, 2021 Spring

Instructor: Cyrus Samii

TA: Junlong Aaron Zhou

This Repo is publicly available

Syllabus

syllabus

Lab materials will be uploaded here prior to each lab session.

Before the first lab, please make sure you have R and (the free version of) RStudio (https://rstudio.com) on your machine.

Lab info

• Fridays 12:30pm-2:30am EST
• Zoom Meeting

TA office hours

• Mondays 4:00pm-6:00pm EST
• Tuesdays 9:00am-10:00am EST
• Book a time slot (no more than two consecutive slots) [here]

Schedule

• Lab 1: R and Rmarkdow Basics
• Lab 2: Regression Revisit
• Lab 3: Introduction to Causal Graph
• Lab 4: Selection on Observables
• Lab 5: Inference: finite sample and cluster
• Lab 6: Instrumental Variable
• Lab 7: Panel Data
• Lab 8: Regression Discontinuity Design
• Lab 9: Mediation Effect and Moderation Effect
• Lab 10: Multiple Testing and Missing Data
• Lab 11: Interference
• Lab 12: Machine Learning and generalization

---

Credits

The lab materials were created, updated, and revised by Antonella Bandiera, Ye Wang, Junlong Aaron Zhou.