#Econometrics

I’ve been reading some neo-classical econometrics papers from 80-90s. Hansen-Singleton (Econometrica)And Berry-Levinnshon-Pakes (Econometrica). They start out with stochastic economic models (to define structures/ Causal models). 1/n They
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(1/n) An incoming student wrote me today to ask about classes and resources for aspiring economists. I wrote the following reply, which may be useful for others so am posting
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1/ I've just (re)discovered a beautiful paper by White and Lu https://www.mitpressjournals.org/doi/pdfplus/10.1162/REST_a_00153?casa_token=6XwrBL-eqgsAAAAA:FQHJDSIZsiSAfv7OSVmDVNBoji75JenonbbPIE2IVmSu9ybbUozyGLgSwEzqtk6AXY6FAKPuaUkGIt g
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Time for another #Econometrics thread!Today I want to talk about my paper with Jun Zhao (absolutely great PhD candidate from Vanderbilt ), "Doubly robust difference-in-differences estimators", which is now forthcoming
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Jason Jason. @infotranecon I really don’t know where to start. 1. The unemployment rate is I(1) to a first approximation. 2. The S&P measured in real units is I(1) to
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You like econometrics and use "local projections" because they let you do smart tricks, like exploring the non-linear effects of large vs small financial shocks on output? New paper by
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Came across this paper that does panel regressions of Y (Covid growth rates) ~ P (adopted polices) + fixed effects. The elementary modeling mistake is not to control for
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statistics is the most beautiful and egalitarian discipline of all of those i have studied, because when we are confused about anything in statistics we are almost always confused about
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I’m on a slack channel with @agoodmanbacon , @pedro, and @Andrew___Baker . My contribution is to bring the mean intelligence down on there. But I wanted to say one thing
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Now that this is finally officially out, I can give a very brief history of how this paper started -- in 2012. https://paulgp.github.io/papers/bartik_gpss.pdf For graduate school, Henry and I were
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A pet peeve is when I'm called prescient. I'm not. I never win the lotto. I never win at slots. I can't even tell you in the morning what I'm
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People often assume that folx who study math don't struggle with it, but for me, math is a struggle. For #BlackInMathWeek #MyBlackMathJourney, I submit to you all a selection of
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Most of my research is in econometrics but I have been lucky to also work on an amazing interdisciplinary project in economic history. A resulting paper on trade in ancient
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Economics is indeed struggling with inflation theory. Monetary aggregates and monetarism have been correctly abandoned. Domestic slack explanations (the Phillips curve) have been under attack but are still a bit
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Before this tweetstorm passes, a final cloudburst ⭢If you follow the research on how emigration rises with development, you might be asking: Wait, didn't I just see a paper finding
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Some more thoughts on "do research you enjoy" vs "follow this advice to write 3 AERs":I had a strong negative reaction to advice to simply "do research you enjoy" in
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