Weekly Collection of Interesting Things (5/1/2023)
A weekly attempt to collate interesting ('Metrics + Economics + Finance) things I've found
A collection of interesting links, content, and papers I have found over the past week (mainly through Twitter, but other places as well):
Free book from Bruno Rodrigues: Building reproducible analytical pipelines with R
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
6. IV Mechanics
8. Shift-Share and Recentered IV
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
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
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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