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econometrics_library

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Causal Inference Econometrics Reading List and R Tutorials

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# Оценка причинно-следственных связей

Ридинг лист по конкретным методам находится [тут](https://github.com/annastavniychuk/econometrics_library/blob/main/reading_list.md) (пока это очень черновая неразобранная версия).

* [Literature on Recent Advances in Applied Micro Methods (Christine Cai, 2022)](https://christinecai.github.io/PublicGoods/applied_micro_methods.pdf)
* [Collection of lecture notes, videos, papers, workshops, etc. (Asjad Naqvi )](https://asjadnaqvi.github.io/DiD/docs/resources#books)

## На русском

### Видео

* [Введение в прикладную статистику и эконометрику (Архангельский, 2016)](https://www.youtube.com/playlist?list=PLuzK_a9fLhCIFWQP6Wgm0U3nExicS_cSy)
* [Topics in Causal Inference (Архангельский, 2018)](https://www.youtube.com/playlist?list=PLjCtgsu37IBLTMkYwnFT8YDxsSUwcV4n7)
* [Intro into Panel Data Methods (Архангельский, 2020)](https://youtube.com/playlist?list=PLjCtgsu37IBKBZ6gKh-TonB6jOKUwa4K-)
* [Intro to Experimental Analysis (Архангельский, 2021)](https://youtube.com/playlist?list=PLET5dyRE_xmIwltHjvqXe_WKtrHE7LqIG)

## На английском

### Книги

* [Causal Inference: The Mixtape (Scott Cunningham, 2021)](https://mixtape.scunning.com/)
* [Causal Inference for Statistics, Social, and Biomedical Sciences: An Introduction. (Guido Imbens, Donald Rubin, 2015)](https://clck.ru/3D4Zi7)
* [A First Course in Causal Inference (Peng Ding, 2023)](https://arxiv.org/abs/2305.18793)
* [Causal Inference: What If (Miguel Hernan, Jamie Robins, 2020)](https://www.hsph.harvard.edu/miguel-hernan/causal-inference-book/)
* [Applied Causal Inference Powered by ML and AI (Victor Chernozhukov, Christian Hansen, Nathan Kallus, Martin Spindler, Vasilis Syrgkanis, 2024)](https://causalml-book.org/)
* [Introduction to Causal Inference (Brady Neal, 2020)](https://www.bradyneal.com/Introduction_to_Causal_Inference-Dec17_2020-Neal.pdf)
* [The Effect: An Introduction to Research Design and Causality (Nick Huntington-Klein, 2022)](https://theeffectbook.net/)
* [Causal Inference for The Brave and True (Matheus Facure)](https://matheusfacure.github.io/python-causality-handbook/landing-page.html)
* [Research Design in the Social Sciences (Declaration, Diagnosis, Redesign)](https://book.declaredesign.org/)
* [Mostly Harmess Econometrics (Joshua D. Angrist, Jörn-Steffen Pischke)](https://www.mostlyharmlesseconometrics.com/)
* [Mastering ‘Metrics (Joshua D. Angrist, Jörn-Steffen Pischke)](https://www.masteringmetrics.com/)
* [Statistical Tools for Causal Inference (Sylvain Chabé-Ferret, 2022)](https://chabefer.github.io/STCI/)
* [Counterfactuals and Causal Inference. Methods and Principles for Social Research (Stephen L. Morgan, Christopher Winship, 2007)](https://edisciplinas.usp.br/pluginfile.php/3984640/mod_resource/content/2/%5BStephen_L._Morgan%2C_Christopher_Winship%5D_Counterfa%28BookFi.org%29%20%281%29%281%29.pdf)
* [The Theory and Practice of Field Experiments: An Introduction from the EGAP Learning Days](https://egap.github.io/theory_and_practice_of_field_experiments/)
* [Using R for introductory econometrics (Heiss, 2016)](http://www.urfie.net/)
* [Causality (Judea Pearl, 2009)](http://bayes.cs.ucla.edu/BOOK-2K/)
* [Causal inference in statistics (Judea Pearl, Madelyn Glymour, Nicholas P. Jewell, 2016)](http://bayes.cs.ucla.edu/PRIMER/)
* [The book of why: the new science of cause and effect (Judea Pearl, Dana Mackenzie, 2018)](http://bayes.cs.ucla.edu/WHY/)
* [A Guide on Data Analysis](https://bookdown.org/mike/data_analysis/introduction.html)
* [Marketing Research](https://bookdown.org/mike/marketing_research/)
* [Introduction to Causal Inference from a Machine Learning Perspective (Brady Neal, 2020)](https://www.bradyneal.com/Introduction_to_Causal_Inference-Dec17_2020-Neal.pdf)

### Видео

* [The Effect. Econometrics, Causality, and Coding with Dr. HK (Nick Huntington-Klein)](https://www.youtube.com/playlist?list=PLyvUJLHD8IsJCB7ALqwjRG1BjL5JxE__H)
* [Econometrics, Causality, and Coding with Dr. HK (Nick Huntington-Klein)](https://www.youtube.com/c/NickHuntingtonKlein/featured)
* [Causal Inference -- Online Lectures (M.Sc/PhD Level) (Ben Elsner)](https://www.youtube.com/playlist?list=PLyvUJLHD8IsJCB7ALqwjRG1BjL5JxE__H)
* [Visualization, Identification, and Estimation in the Linear Panel Event-Study Design (Jesse Shapiro, Christian Hansen)](https://www.youtube.com/watch?v=hOIB3PwntYg&list=PLg-LvQ_7SfMD9d8kbSd_Ig_HB-5h6HCTx)
* [Applied Methods PhD Course (Paul Goldsmith-Pinkham, 2021)](https://www.youtube.com/playlist?list=PLWWcL1M3lLlojLTSVf2gGYQ_9TlPyPbiJ)
* [DiD Reading Group (Taylor Wright)](https://www.youtube.com/watch?v=m1xSMNTKoMs&list=PLVObvb_htcuBt8mV9yNagt7hK9FL5KXeE) и [Other DiD Seminars](https://www.youtube.com/watch?v=l1FLtTcpch0&list=PLVObvb_htcuBSnO_hDKePOhS7yUZbILN3)
* [Introduction to Econometrics (Ivan A. Canay, 2021)](https://sites.northwestern.edu/iac879/teaching/e-lectures-econ480/)
* [Topics in Econometric Theory (Ivan A. Canay, 2021)](https://sites.northwestern.edu/iac879/teaching/e-lectures-econ481/)
* [NBER SI 2024 Methods Lecture: New Developments in Experimental Design and Analysis](https://www.nber.org/conferences/si-2024-methods-lecture-new-developments-experimental-design-and-analysis)
  * Analysis and Design of Multi-Armed Bandit Experiments and Policy Learning (Susan Athey)
  * Interference and Spillovers in Randomized Experiments (Guido Imbens)

#### AEA Continuing Education Webcasts

* [Mastering Mostly Harmless Econometrics (Alberto Abadie, Joshua Angrist, and Christopher Walters, 2020)](https://www.aeaweb.org/conference/cont-ed/2020-webcasts)
* [Cross-Section Econometrics (Alberto Abadie, Joshua Angrist, Christopher Walters, 2017)](https://www.aeaweb.org/conference/cont-ed/2017-webcasts)
* [Time Series Econometrics (James H. Stock and Mark W. Watson, 2015)](https://www.aeaweb.org/webcasts/2015/continuing-education.php)
* [Сross-Section Econometrics (Alberto Abadie and Joshua Angrist, 2014)](https://www.aeaweb.org/webcasts/2014/conted.php)
* [Time Series Econometrics (Giorgio Primiceri and Frank Schorfheide, 2013)](https://www.aeaweb.org/webcasts/2013/conted.php)
* [Cross-section Econometrics (Guido Imbens and Jeffrey Wooldridge, 2012)](https://www.aeaweb.org/webcasts/2012/index.php)
* [Time-Series Econometrics (James H. Stock and Mark W. Watson, 2010)](https://www.aeaweb.org/webcasts/assa2010.php)
* [Cross-Section Econometrics (Jeffrey Wooldridge and Guido Imbens, 2009)](https://www.aeaweb.org/webcasts/assa2009.php)

### Материалы курсов

* [Mixtape-Sessions (Scott Cunningham)](https://github.com/Mixtape-Sessions)
* [PhD Applied Econometrics (Kirill Borusyak, 2023)](https://github.com/borusyak/are213)
* [Introduction to Causal Inference (Brady Neal, 2020)](https://www.bradyneal.com/causal-inference-course)
* [Causal Inference with Applications (Kosuke Imai, 2021)](https://imai.fas.harvard.edu/teaching/cause.html)
* [Causal Inference with Applications (Matthew Blackwell, 2021)](https://mattblackwell.github.io/gov2003-f21-site/)
* [Causal Inference for the Social Sciences (Jasjeet S. Sekhon, 2015)](http://sekhon.berkeley.edu/causalinf/)
* [Program Evaluation for Public Service (Andrew Heiss, 2020)](https://evalf20.classes.andrewheiss.com/)
* [Class material in Statistics and Econometrics (Paolo Zacchia)](https://www.paolozacchia.com/teaching/)
* [Introduction to Statistics with Computer Applications (Kyle F Butts)](https://github.com/kylebutts/ECON3818_F2021/)
* [Applied Empirical Methods (Paul Goldsmith-Pinkham)](https://github.com/paulgp/applied-methods-phd)
* [Applied Econometrics at NYU Stern (Chris Conlon)](https://github.com/paulgp/applied_metrics)
* [Data Science for Business Applications (Magdalena Bennett)](https://sta235.netlify.app/)
* [Probability and Statistics / Econometric Theory / Microeconometrics (Paolo Zacchia)](https://www.paolozacchia.com/teaching/)
* [Graduate econometrics (Ivan A. Canay)](https://sites.northwestern.edu/iac879/teaching/e-lectures-econ480/)
* [Topics in Econometrics (Ivan A. Canay)](https://sites.northwestern.edu/iac879/teaching/e-lectures-econ481/)
* [Causal Inference (Stefan Wager)](https://web.stanford.edu/~swager/teaching.html)
* [Econometrics (Undergraduate)(Daniele Girardi)](https://danielegirardi.github.io/teaching/)
* [Introduction to Probability and Statistics (Kyle Butts)](https://www.kylebutts.com/teaching/)

### Блоги

* [Causal AI Blog (Brady Neal)](https://www.bradyneal.com/)
* [Causal Analysis in Theory and Practice](http://causality.cs.ucla.edu/blog/)
* [Nick Huntington-Klein](https://nickchk.com/)
* [Christine Cai](https://christinecai.github.io/items/PublicGoods.html)
* [Andrew Baker](https://andrewcbaker.netlify.app/#articles)
* [Paul Goldsmith-Pinkham](https://paulgp.github.io/blog.html)
* [David Schönholzer](https://www.davidschonholzer.com/teaching.html)

#### Twitter

* [Martin Huber](https://twitter.com/CausalHuber)
* [Nick Huntington-Klein](https://twitter.com/nickchk)
* [Sylvain Chabé-Ferret](https://sites.google.com/site/sylvainchabeferret/teaching?authuser=0)

#### EconTwitter (Mastodon)

* [Martin Huber](https://econtwitter.net/@CausalHuber)

# R для анализа данных

## На русском

### Видео

* [Разведывательный анализ данных с помощью языка R (Пензар Д, Жарикова А., Валяева А., 2023)](https://teach-in.ru/course/intelligence-data-analysis-with-R/lecture)
* [Основы программирования на R (Антонов А., 2021)](https://stepik.org/course/497/promo)
* [Анализ данных в R (Иванчей И., Карпов А., 2023)](https://stepik.org/course/129/promo)
* [Анализ данных в R. Часть 2 (Карпов А., Грозин В., Антонов А., 2023)](https://stepik.org/course/724/promo)
* [Язык R для пользователей Excel (Алексей Селезнёв, 2022)](https://selesnow.github.io/r4excel_users/)
* [Введение в dplyr 1.0.0 (Алексей Селезнёв, 2023)](https://selesnow.github.io/dplyr_1_0_0_course/)
* [Курс ‘Циклы и функционалы в языке R’ (Алексей Селезнёв, 2022)](https://selesnow.github.io/iterations_in_r/)
* [Разработка telegram ботов на языке R (Алексей Селезнёв, 2024)](https://selesnow.github.io/build_telegram_bot_using_r/)
* [Курс "Язык R для интернет маркетинга" (Алексей Селезнёв, 2022)](https://github.com/selesnow/r_for_marketing)
* [Курс 'Разработка пакетов на языке R' (Алексей Селезнёв, 2023)](https://selesnow.github.io/r_package_course/index.html)

### R notebooks

* [Анализ данных и статистика в R (Иван Поздняков, 2024)](https://pozdniakov.github.io/tidy_stats/)
* [R Intro (Филипп Управителев, 2022)](https://rintro.ru/)
* [Заметки по R (Борис Демешев, 2016)](https://bdemeshev.github.io/r_cycle/)
* [Анализ данных и машинное обучение для исследователей (Ангельгардт, 2023)](https://angelgardt.github.io/wlm2023/hub/)
* [Статистика, R и анализ данных (Поздняков Иван, Петухова Татьяна, 2020)](https://pozdniakov.github.io/stats/)
* [Наука о данных в R для программы Цифровых гуманитарных исследований (Георгий Мороз)](https://agricolamz.github.io/DS_for_DH/)
* [Анализ временных рядов с помощью R (Сергей Мастицкий, 2020)](https://ranalytics.github.io/tsa-with-r/)
* [Классификация, регрессия и другие алгоритмы Data Mining с использованием R (Шитиков В. К., Мастицкий С. Э., 2017)](https://ranalytics.github.io/data-mining/index.html)
* [Визуализация и анализ географических данных на языке R (Тимофей Самсонов, 2023)](https://tsamsonov.github.io/r-geo-course/)
* [Пространственная статистика на языке R (Тимофей Самсонов, 2023)](https://tsamsonov.github.io/r-spatstat-course/)

### Книги

* [Наглядная статистика. Используем R! (А. Б. Шипунов и др., 2014)](https://cran.r-project.org/doc/contrib/Shipunov-rbook.pdf)
* [Статистический анализ данных в системе R (А. Г. Буховец и др., 2010)](https://gis-lab.info/docs/books/moskalev2010_statistical_analysis_with_r.pdf)
* [Статистический анализ и визуализация данных с помощью R (Мастицкий С. Э., Шитиков В. К., 2015)](https://github.com/materov/RStudy/blob/master/%D0%9F%D0%BE%D1%81%D0%BE%D0%B1%D0%B8%D0%B5%20%D0%91%D0%B0%D0%B1%D0%B5%D0%BD%D1%8B%D1%88%D0%B5%D0%B2%20%D0%9C%D0%B0%D1%82%D0%B5%D1%80%D0%BE%D0%B2%20%D0%A1%D0%B8%D0%B1%D0%9F%D0%A1%D0%90.pdf)

## На английском

### Книги

* [R for Data Science (Garrett Grolemund, Hadley Wickham, 2023)](https://r4ds.hadley.nz/)
* [R Cookbook (Paul Teetor, 2019)](https://rc2e.com/)
* [Advanced R (Hadley Wickham, 2019)](https://adv-r.hadley.nz/)
* [Advanced R Solutions (Malte Grosser, Malte Grosser, Hadley Wickham, 2019)](https://advanced-r-solutions.rbind.io/)
* [R Packages (Hadley Wickham, Jennifer Bryan, 2023)](https://r-pkgs.org/)
* [An Introduction to R. Notes on R: A Programming Environment for Data Analysis and Graphics (W. N. Venables, D. M. Smith, 2022)](https://cran.r-project.org/doc/manuals/r-release/R-intro.pdf)
* [Using R for Introductory Econometrics (Florian Heiss, 2020)](http://urfie.net/)
* [Guide to R For SCU Economics Students (William A. Sundstrom, Michael J. Kevane)](https://rpubs.com/wsundstrom/home)
* [Introduction to Econometrics with R (Christoph Hanck, Martin Arnold, Alexander Gerber, and Martin Schmelzer)](https://www.econometrics-with-r.org/ITER.pdf)
* [R for Data Science (Hadley Wickham, Garrett Grolemund)](https://r4ds.had.co.nz/)
* [Hands-On Programming with R (Garrett Grolemund)](https://rstudio-education.github.io/hopr/)
* [Data Science: A First Introduction (Tiffany Timbers, Trevor Campbell, and Melissa Lee)](https://datasciencebook.ca/)
* [YaRrr! The Pirate’s Guide to R (Nathaniel D. Phillips)](https://bookdown.org/ndphillips/YaRrr/)

### R notebooks

* [Introduction to R (Hans H. Sievertsen)](https://hhsievertsen.shinyapps.io/r_introduction/#section-welcome)
* [Applied Economics with R (Hans H. Sievertsen)](https://hhsievertsen.github.io/applied_econ_with_r/)
* [Data Science for Economists (Grant R. McDermott)](https://raw.githack.com/uo-ec607/lectures/master/08-regression/08-regression.html)
* [Library of Statistical Techniques (Nick Huntington-Klein et al.)](https://lost-stats.github.io/)

### Сборники ресурсов

* [List of open source books about R (Pere A. Taberner)](https://www.peretaberner.eu/list-of-open-source-books-about-r/)
* [Big Book of R (Oscar Baruffa)](https://www.bigbookofr.com/)
* [Data Science Course in a Box](https://datasciencebox.org/content.html)
* [Enhance and Advance](http://ericdunford.com/enhance_and_advance_R/)

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