Econometrics courses
Here you can find links to video courses about Econometrics and related fields, including statistics, probability and machine learning!
(last update: July 2023)
Rasmus Pedersen's videos in macroeconometrics and financial econometrics
Clear videos covering econometrics with a time series flavour. Link
Abadie, Cattaneo and Titiunik's lectures on Synthetic Controls and Regression Discontinuity Designs
Video lectures from their NBER course. Link
Paul Goldsmith-Pinkham's Applied Empirical Methods
Video lectures from Paul's signature course. Link
Ivan Canay's introductory graduate econometrics course
Video recordings on econometrics, including slides etc. Link
Ivan Canay's advanced graduate econometrics course
Video recordings on econometrics, including slides etc. Link
Jim Stock and Mark Watson's Time Series Econometrics
AEA video course on time series, including slides. Link
Oxford Mathematics introductory math course
First two weeks of Oxford Mathematics degree. Link
Abadie, Angrist and Walters' Econometrics, Harmless and Otherwise
Set of video lectures to learn econometrics for causal inference with cross sectional data. Link to twitter thread.
Melissa Dell & Matthew Harding's Machine Learning and Big Data
Video lectures from their AEA course. Link
Òscar Jordà & Karel Mertens Techniques of Empirical Macroeconomics
Video lectures from their AEA course. Link scroll down the page
Tobias Klein's Econometrics (PhD)
Set of video lectures for this PhD course with emphasis on choice models. Link
Yaser Abu-Mostafa's Machine Learning
Video course balancing theory and practice. Link
Ben Lambert's Bayesian Econometrics
Video course on Bayesian statistics at an introductory level. Link
Krzysztof Pytka's Big Data & Statistical Learning in R
Video course on statistical learning and coding in R. Link
Video course on probability in high dimension, covering the theory of random matrices. Link