An Applied Econometrics Playlist

In Fall of 2016 I played songs before each and every one of my 27 Applied Econometrics lectures. They weren’t exactly inspired by the subject, but each one has some connection to the topic of the day. You can also find a slightly abridged (i.e., no Tool) version of the playlist on Spotify. If you don’t like Spotify, there are Youtube links below.

Week 1: Probabilities and Random Variables

  • “Lateralus” (Tool): Just an awesome song about thinking deeply about the world; Finding order in chaos. It kills me that Tool hasn’t yet put their music on Spotify,
    Push the envelope. Watch it bend.
    Reaching out to embrace the random.
    Reaching out to embrace whatever may come.

Week 2: Estimation and Hypothesis Testing

Week 3: Introduction to Regression Analysis

Week 4: Statistical Inference in Regression

Week 5: Review

Week 6: Multiple Regression

Week 7: Model Building in Practice

Week 8: Assessing Validity in Regression Models

Week 9: Randomized Experiments

Week 10: Review

Week 11: Binary Dependent Variables

Week 12: Instrumental Variables

Week 13: Panel Data

Week 14: Difference in Differences

Week 15: Regression Discontinuity

    I've been waiting for so long
    To come here now and sing this song
    Don't be fooled by what you see
    Don't be fooled by what you hear

    This is a song to all my friends
    They take the challenge to their hearts
    Challenging preconceived ideas
    Saying goodbye to long standing fears

    Don't crack up, bend your brain, see both sides
    Throw off your mental chains

    I don't want to be hip and cool
    I don't want to play by the rules 
    Not under the thumb of the cynical few
    Or laden down by the doom crew

Big thank you to everyone who suggested songs including Zara Contractor, Gabriel Zucker, Sampada KC, and Jake McKenzie!