A Causal Affair

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Weekly Collection of Interesting Things (5/1/2023)

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Weekly Collection of Interesting Things (5/1/2023)

A weekly attempt to collate interesting ('Metrics + Economics + Finance) things I've found

May 1, 2023
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Weekly Collection of Interesting Things (5/1/2023)

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A collection of interesting links, content, and papers I have found over the past week (mainly through Twitter, but other places as well):


Links

  • Free book from Bruno Rodrigues: Building reproducible analytical pipelines with R

You can buy a copy on Leanpub.
  • Peter Hull has updated his course notes with a full set of material: https://sites.google.com/site/aboutpeterhull/metrix
    Applied Econometrics Lecture Slides, Spring 2023

    1. Regression Recap

    2. Selection on Observables

    3. Parallel Trends

    4. Negative Weights

    5. Clustering

    6. IV Mechanics

    7. IV Identification

    8. Shift-Share and Recentered IV

    9. Regression Discontinuity

    10. Nonlinear Models

  • Anthony Lee Zhang has some nice slides on Crypto and related topics (with history and other features) here: https://anthonyleezhang.github.io/slides.html
    Ethereum

    Defi Intro

    AMMs

    Stablecoins

    Lending Protocols

    Ponzinomics

    The Web3 Ecosystem in 2022

    Defi Outtro

    Governance

    Decentralized Societies

    NFTs

  • Asjad Naqvi has a great page outlining the developments (and packages) in the difference-in-difference space: https://asjadnaqvi.github.io/DiD/

  • The Artificial Intelligence and Big Data in Finance Research (ABFR) Forum is a monthly online seminar with papers related to AI and big data in Finance. I just discussed a paper in it and it seems like a great resource! Especially check out the old papers on the YouTube Channel

The Artificial Intelligence and Big Data in Finance Research (ABFR) Forum is comprised of an interdisciplinary community of scholars with an interest in the methodology, applications, and socioeconomic implications of AI and big data.

ABFR events are held as Zoom webinars and are open to all. If you would like to receive updates about these events, please join our mailing list. We will send out the Zoom links to access the webinar over our mailing lists. A Zoom link will also be available on this website one hour prior to the presentation. Recordings of past events will be available on the ABFR YouTube channel.



Papers I’m Reading

  • Weighing the Evidence: Which Studies Count?

  • FinTech Lending with LowTech Pricing



Code

  • Pascal Michaillat has some great resources on Beamer and Latex code: https://pascalmichaillat.org/design/

  • Great guide on Chat GPT in research by Nick HK here on Substack: https://substack.com/inbox/post/117250570

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