This repository has problem set and own-developed codes (mostly in R) for the graduate courses of Microeconometrics I and II, ministered by professors Bruno Ferman and Vítor Possebom at FGV-EESP. A more complete set of materials can be found at Professor Possebom's website.
These courses cover a lot of methods in Microeconometrics and in casual inference more generally:
- Experiments, multiple outcomes, bootstrap and randomization inference;
- Selection on observables and the CIA identification assumption: doubly robust estimators, propensity scores and more;
- Instrumental Variables: LATEs and MTEs;
- Regression Discontinuity Design;
- Partial identification;
- Panel methods and inference;
- Difference-in-differences: classic design and recent developments;
- Synthetic controls;
- Inference with few treated units and clusters;
and others. The codes in R include implementation of these methods, as well as Monte Carlo simulations to assess the properties of some of them.
Problem sets are intelectual property of Professor Ferman and Professor Possebom; code is my own, based on guidance provided by the problem sets.