Econometrics 1 & 2 (Kyoto U, Graduate Course)

AY2026

• Instructor: Prof. Yoshihiko Nishiyama
• Textbooks: Li and Racine (2007), Gaillac and L'Hour (2025)
• Nonparametric Density Estimation [Slides in Japanese]

AY2025

• Instructor: Prof. Yoshihiko Nishiyama
• Textbooks: Hansen (2022a), Hansen (2022b)
• Nonparametric Density Estimation [Slides]
• Regression Discontinuity Designs [Slides]
• RDD Application 1: Anderson (2018, AER) [Slides]
• RDD Application 2: Kawai, Nakabayashi, Ortner and Chassang (2023, REStud) [Slides]
• Multiple Choice & BLP [Slides]
• Semiparametric Single Index Models [Slides]
• Semiparametric Binary/Multiple Choice Models [Slides]

AY2024

• Instructor: Prof. Yoshihiko Nishiyama
• Textbook: Li and Racine (2007)
• Semiparametric Single Index Models [Slides]
• Selectivity Models [Slides]
• Censored Models [Slides]

Others

• Review: Lee, Sun, Sun and Taylor (2016, Annals of Statistics) [Slides]
• Review: Roth and Sant'Anna (2023, Econometrica) [Slides]
• Review: Anderson (2018, American Economic Review) [Slides]
• Review: Corno, Hildebrandt and Voena (2020, Econometrica) [Slides]
• Review: Kaneko and Toyama (2025, Journal of Industrial Economics) [Slides]
• Review: Kawai, Nakabayashi, Ortner and Chassang (2023, Review of Economic Studies) [Slides]
• Template: Beamer Slides & R Markdown Slides [GitHub]
• RA Bootcamp 2024 organized by Dr. Taiyo Fukai and Dr. Chishio Furukawa [GitHub]