Applied Econometrics: Mostly Harmless Big Data

A cartoon featuring a man with a passport arriving at a desk with a custom's agent. On the agent's screen it says "Big Data" and the caption reads "Your recent Amazon purchases, Tweet score and location history makes you 23.5% welcome here."

A cartoon depicting a hypothetical application of big data. (Image courtesy of Thierry Gregorious on Flickr. License CC: BY.)


MIT Course Number


As Taught In

Fall 2014



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Course Description

Course Features

Course Description

This course covers empirical strategies for applied micro research questions. Our agenda includes regression and matching, instrumental variables, differences-in-differences, regression discontinuity designs, standard errors, and a module consisting of 8–9 lectures on the analysis of high-dimensional data sets a.k.a. "Big Data".

Related Content

Joshua Angrist, and Victor Chernozhukov. 14.387 Applied Econometrics: Mostly Harmless Big Data. Fall 2014. Massachusetts Institute of Technology: MIT OpenCourseWare, License: Creative Commons BY-NC-SA.

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