In economics and the social sciences, we typically cannot rely on experiments to answer questions about the way the world works. In these circumstances, causality is often harder to establish than in the physical or biological sciences. We can, however, often make use of “natural” experiments where inadvertently the conditions of randomisation – the lynchpin of scientific experiments – are created due to some exogenous force, be they natural or otherwise. Econometrics is the statistical method that allows causal inference to be conducted from such chance occurrences.
Unfortunately, scientists are either reticent to apply such methods or, otherwise, they are unaware that these approaches exist. I am interested in applying the methods of econometrics to observational data in epidemiology, where, I believe they can be useful in disentangling cause and effect.
I have been an avid user of econometrics through the years and have benefitted considerably from what others have taught me. In particular, I’d like to thank Josh Angrist for the help and encouragement he has given me. Also, in a strange hobby of mine, I decided a few years ago to make some videos on the subject of econometrics. This grew into something of an obsession that has followed me through the wilds of Stockwell (in London) and Oxford, and I now have quite a lot of these (available here and here). I also made a few practice problems and solutions in econometrics, which can be accessed on this page.
If you’re interested in collaborating on research or would like tuition in econometrics, send me an email at firstname.lastname@example.org.