References

Abadir, K. M., and J. R. Magnus. 2005. Matrix Algebra. Econometric Exercises. Cambridge University Press.
Acemoglu, Daron, Simon Johnson, and James A. Robinson. 2001. “The Colonial Origins of Comparative Development: An Empirical Investigation.” American Economic Review 91 (5): 1369–1401.
Bollerslev, Tim. 1986. “Generalized Autoregressive Conditional Heteroskedasticity.” Journal of Econometrics 31 (3): 307–27.
Calonico, Sebastian, Matias D. Cattaneo, and Rocio Titiunik. 2014. “Robust Nonparametric Confidence Intervals for Regression-Discontinuity Designs.” Econometrica 82 (6): 2295–2326.
Card, David, and Alan B. Krueger. 1994. “Minimum Wages and Employment: A Case Study of the Fast-Food Industry in New Jersey and Pennsylvania.” The American Economic Review 84 (4): 772–93.
Cattaneo, M. D., N. Idrobo, and R. Titiunik. 2020. A Practical Introduction to Regression Discontinuity Designs: Foundations. Elements in Quantitative and Computational Methods for the Social Sciences. Cambridge University Press.
Cattaneo, Matias D., and Rocío Titiunik. 2022. “Regression Discontinuity Designs.” Annual Review of Economics 14 (Volume 14): 821–51.
Chernozhukov, Victor, Christian Hansen, Nathan Kallus, Martin Spindler, and Vasilis Syrgkanis. 2024. Applied Causal Inference Powered by ML and AI. https://causalml-book.org/.
Deaton, Angus, and Nancy Cartwright. 2018. “Understanding and Misunderstanding Randomized Controlled Trials.” Social Science & Medicine 210: 2–21.
Engle, Robert F. 1982. “Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation.” Econometrica 50 (4): 987–1007.
Engle, Robert F., and C. W. J. Granger. 1987. “Co-Integration and Error Correction: Representation, Estimation, and Testing.” Econometrica 55 (2): 251–76.
Francq, C., and J. M. Zakoian. 2019. GARCH Models: Structure, Statistical Inference and Financial Applications. 2nd ed. Wiley.
Frisch, Ragnar. 1933. “Editor’s Note.” Econometrica 1 (1): 1–4.
Granger, C. W. J. 1969. “Investigating Causal Relations by Econometric Models and Cross-Spectral Methods.” Econometrica 37 (3): 424–38.
Greene, W. H. 2017. Econometric Analysis. 8th ed. Pearson.
Hall, Robert E., and Charles I. Jones. 1999. “Why Do Some Countries Produce so Much More Output Per Worker Than Others?” The Quarterly Journal of Economics 114 (1): 83–116.
Hamilton, J. D. 1994. Time Series Analysis. Princeton University Press.
Hansen, Bruce. 2022a. Econometrics. Princeton University Press.
———. 2022b. Probability and Statistics for Economists. Princeton University Press.
Hayashi, Fumio. 2000. Econometrics. Princeton University Press.
Imbens, Guido W., and Donald B. Rubin. 2015. Causal Inference for Statistics, Social, and Biomedical Sciences: An Introduction. Cambridge University Press.
Imbens, Guido, and Karthik Kalyanaraman. 2012. “Optimal Bandwidth Choice for the Regression Discontinuity Estimator.” The Review of Economic Studies 79 (3): 933–59.
Ludwig, Jens, and Douglas L. Miller. 2007. Does Head Start Improve Children’s Life Chances? Evidence from a Regression Discontinuity Design.” The Quarterly Journal of Economics 122 (1): 159–208.
Lütkepohl, H. 2005. New Introduction to Multiple Time Series Analysis. 3rd ed. Springer Berlin Heidelberg.
MacKinnon, James G, and Halbert White. 1985. “Some Heteroskedasticity-Consistent Covariance Matrix Estimators with Improved Finite Sample Properties.” Journal of Econometrics 29 (3): 305–25.
McKinney, Wes. 2022. Python for Data Analysis: Data Wrangling with Pandas, NumPy, and Jupyter. Third edition. OReilly Media. https://wesmckinney.com/book/.
Sheppard, Kevin. 2021. Introduction to Python for Econometrics, Statistics and Data Analysis. Fifth edition. https://www.kevinsheppard.com/teaching/python/notes/.
Sims, Christopher A. 1972. “Money, Income, and Causality.” The American Economic Review 62 (4): 540–52.
———. 1980. “Macroeconomics and Reality.” Econometrica 48 (1): 1–48.
Stock, James H., and Francesco Trebbi. 2003. “Retrospectives: Who Invented Instrumental Variable Regression?” Journal of Economic Perspectives 17 (3): 177–94.
Stock, James H., and Mark W. Watson. 2020. Introduction to Econometrics. Fourth edition. Pearson.
Strang, Gilbert. 2023. Introduction to Linear Algebra. 5th ed. Wellesley, MA: Wellesley-Cambridge Press.
Tella, Rafael Di, and Ernesto Schargrodsky. 2004. “Do Police Reduce Crime? Estimates Using the Allocation of Police Forces After a Terrorist Attack.” The American Economic Review 94 (1): 115–33.
Tintner, Gerhard. 1953. “The Definition of Econometrics.” Econometrica 21 (1): 31–40.
Titiunik, Rocío. 2021. “Natural Experiments.” In Advances in Experimental Political Science, edited by James N. Druckman and Donald P.Editors Green, 103–29. Cambridge University Press.
VanderPlas, Jake. 2023. Python Data Science Handbook: Essential Tools for Working with Data. Second edition. OReilly Media. https://jakevdp.github.io/PythonDataScienceHandbook/.
Wackerly, Dennis, William Mendenhall, and Richard L. Scheaffer. 2008. Mathematical Statistics with Applications. Seventh. Thomson Brooks/Cole.
White, Halbert. 1980. “A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity.” Econometrica 48 (4): 817–38.
Wooldridge, Jeffrey M. 2025. Introductory Econometrics: A Modern Approach. 8th ed. Cengage Learning.