Video and Audio Lectures in Econometrics

This collection of videos covers financial markets, econometrics, markets and macroeconomics. It includes videos from Yale, European events and other economists. Videos typically last 30 minutes to an hour and often take the form of lectures or conference discussions.

Online introductory course based around 20 videos, each with separate transcripts and download links, gradually being added as of early 2021. Each clip has self-assessment questions. Covers "Ceteris paribus, selection bias, randomized trials, regression, instrumental variables, regression discontinuity, diff-in-diff, and more."