#econometrics
Measuring #financial performance using company balance sheets & financial tools like RoA, #RoE, #EBITDA etc plus a short review of the literature. Computations including Multiple R, R Square etc. penninecity.eu5.nt then Schlumberger e'g or http://penninecity.eu5.net/SchlumbergerMRegress1.htm #econometrics
Central limit theorem
Mistake 1: n ≥ "30" written in textbook od Statistics can not be applied on a lot of population distributions, since no information for testing samples from different population distribution.
Mistake 2: CLT needs to consider the effects of skewedness and kurtosis since the body is sampling distribution of the sample mean.
Any applications based on central limit theorem need to test again.
Experts and professions of #Statistics, #Biostatistics, and #econometrics
This letter informs you the information that the basis of statistical analysis — central limit theorem — can be tested by different factors, including skewedness, kurtosis, population distribution, sample size, using a C language software.
The software has been released and eazy downloaded and used.
Onedrive: http://pse.is/599ekp
@bbolker @tslumley In the paper linked below we have tracked the evolution of the Grunfeld data over 50 years.
This is one of the most popular basic panel data sets in #econometrics
We compare various popular subsets of the data (including several errors) and for the first time since the publication of Grunfeld's PhD thesis provide the full data.
學習大數據分析和人工智慧前，先對兩者的基礎之一 — 統計學 — 做一個新科技反饋回統計學中央極限定理的驗證。中央極限定理是很多理工科理論和應用的基礎，但我們提出
1. 母體分配影響中央極限定理中的樣本數量，形成不同母體分配會有不同的最少樣本數
2. 尋找原因：影響第一點的原因來自中央極限定理只提到一二階動差，事實是三和四階動差同時影響樣本數
3. 自主用數字證明，提出反例證實中央極限定理未曾考量到的因素
有興趣的朋友可以使用軟體或購買書籍，自主測試中央極限定理的問題，以及為何我們提出中央極限定理的條件需要增加
https://meiyulee.github.io/leetalk/2023/09/01/clt-mistake
#統計學 #中央極限定理 #統計 #生物統計 #計量經濟學 #statistics #probability #機率論 #概率論 #econometrics #biostatistics #centrallimittheorem
📕Why statistics tend not only to describe the world but to change it
Great read for statistician: aggregate quantities to reason at the population level have no absolute meaning & result from loaded choices
Summary of Alain Desrosières' work
#statistics #econometrics #datascience #epistemology
Hi @davdittrich , you may be interested in a recent paper of mine related to this topic ;-)
If Applied #Econometrics Were Easy, LLMs Could Do It!
https://econometricsense.blogspot.com/2023/07/if-applied-econometrics-were-easy-llms.html
"…hands-on engagement with academic papers and books, critical thinking, and synthesis of ideas cannot be fully outsourced to #AI tools. While #LLMs can provide helpful summaries and quick access to information, they lack the depth and nuanced understanding that comes from direct engagement with the material …there is a difference between mimicking and reflecting meaning vs. originating meaning."
#DataScience
I show examples on
- how to create docstrings from code bodies and vice versa,
- that LLMs help to understand "econometric code" and
- improve naming of functions and variables, and
- are useful for code refactoring, too.
#softwaredevelopment #gpt #llm #econtwitter #econometrics #computerscience
Trying myself on unknown terrain: Just published a working paper about the use of Large Language Models for low-resource programming languages! 🖥️👋
The study shows that #LLM-s can be a useful for writing, understanding, improving and documenting code.
I choose #gretl + its domain-specific scripting language for #statistics + #econometrics for illustration.
Comments welcome!
http://arxiv.org/abs/2307.13018
https://www.sciencedirect.com/science/article/pii/S0305750X22002169?via%3Dihub
"Capitalism and extreme poverty: A global analysis of real wages, human height, and mortality since the long 16th century"
Une critique détaillée de la position de #Pinker selon qui le capitalisme industriel a permis à l'humanité de sortir de la pauvreté. Je parlais de cet argumentaire et de ses détracteurs dans cette note de blog :
https://dbao.leo-varnet.fr/2019/08/26/triomphe-des-lumieres-ou-faillite-de-la-raison/
#econometrics #StevenPinker
Grateful to Odenkirk and Patinkin for their fight against homoskedastiphobia. #metrics #econometrics #economics #statistics #regression
🔥Finally published in the #Econometrics Journal: Our paper (joint work with Christian Dahl and Giovanni Mellace) on the instrument-based evaluation of local average treatment effects in the presence of defiers (non-monotonicity): https://doi.org/10.1093/ectj/utad013
I'm working on an economy simulator designed to plug into video games. Taking a nodal approach, starting micro and letting macro emerge.
If you know anyone familiar with #macroeconomics #econometrics or #economics generally who would be open to chatting about measuring a simulated system, I'd love to chat.
I am economist & political scientist (PhD) and conduct research on #SocialRiskManagement #ClimateChangeAdaptation #SocialProtection #PublicHealth #GlobalDevelopment #CooperativeStudies.
My current focus is on the topics #ClimateChange #Adaptation, #DisasterRiskManagement, #RuralDevelopment, #HealthCareFinancing, #Multiculturalism.
#ResearchMethods: #MixedMethods & #MethodIntegration, #Quantitative & #Qualitative, #RigorousImpactAssessment, #Causality, #Econometrics, #Evaluation.
📊🕰️ Want to conduct your Bayesian time-series analysis using #gretl? 🤔👨💼
Look no further than Luca Pedini's talk at the #gretl conference 2023!
#economics #econometrics #BayesianAnalysis #timeseries #gc2023
🤖👥📈 Want to optimize your collective hybrid pension plan?
💰💡 Xiaohong Xie revealed insights during her presentation at the #gretl conference 2023!
#pensionplanning #econometrics #economics #econtwitter #gc2023
📊🌍 Want to conduct multilevel factor models? 📈🧐
Ioannis Venetis presented at the #gretl conference on principal components-based estimation, including his package "GlobalFactors"! 👨💻💡
#gc2023 #econometrics #economics #econtwitter #timeseries
DOC: https://gretl.sourceforge.net/current_fnfiles/unzipped/GlobalFactors.gfn
學術研究以分析多變量關聯為主，但實務上更需要從單一指標的趨勢分析出發，解析後才能雙變量，再到多變量的趨勢解析。
讓我們回到迴歸的本質，接軌大數據和人工智慧。
✅多線段法的AI精準建模技術
#計量經濟學 #econometrics #practice
📈🤖 Get ready for some serious #Econometrics insights!
💡💭 Marcin Błażejowski & Jacek Kwiatkowski presented "BACE", the Game-Changer #gretl Package for Model Averaging with Limited Dependent Variables Models, at #gc2023!
👨🏫🔬 Exciting news from the #gretlconf2023!
👨💻📈 Luca Pedini from Ancona University presented his "BayTool" package for conducting #Bayesian #regression with #gretl.
DOC: https://gretl.sourceforge.net/current_fnfiles/unzipped/BayTool.pdf
Marco Tedeschi from Ancona University presented an innovative time-varying parameter panel model, estimated with #gretl, on Day 1.
Topic: Geopolitical risks and interactions with commodity prices.
Exciting research from Marco G. Ercolani at University of Birmingham comparing VECM #cointegration estimates across software packages.
A fascinating study that sheds light on the challenges of #timeseries modeling in econometric research.
🤖👨💻💡 Want to revolutionize your programming with LLMs and #hansl? 🤔🖥️
Artur Tarassow shared his recent experiences on the subject at the #gretl conference 2023! 🗣️👨🏫
#econometrics #economics #AIprogramming #gc2023 #econtwitter
📷🤝🇵🇱 The Gretl team is back together at the 8th Gretl conference in Gdansk, Poland! 🤩
👥 Check out this heartwarming picture of their reunion, and follow the #gretl account for all the latest updates
🖥️💪 Do you struggle with numerical efficiency in your work? 🤔👨💼 Marcin Błażejowski has the answer! 💡👨🏫
Presented at the #gretl conference 2023 work on "Which C compiler and #BLAS/ #LAPACK library should I use?" to learn expert insights on configuration that boosts your work efficiency.
#numeralanalysis #economics #econometrics #gc2023 #econtwitter
📊🕰️ Want to conduct your Bayesian time-series analysis using #gretl? 🤔👨💼
Look no further than Luca Pedini's talk at the #gretl conference 2023!
#economics #econometrics #BayesianAnalysis #timeseries #gc2023
🤖👥📈 Want to optimize your collective hybrid pension plan?
💰💡 Xiaohong Xie revealed insights during her presentation at the #gretl conference 2023!
📊🌍 Want to conduct multilevel factor models? 📈🧐
Ioannis Venetis presented at the #gretl conference on principal components-based estimation, including his #gretl package "GlobalFactors"! 👨💻💡
#gc2023 #econometrics #economics #econtwitter
DOC: https://gretl.sourceforge.net/current_fnfiles/unzipped/GlobalFactors.gfn
👨🏫🔬 Exciting news from the #gretlconf2023!
👨💻📈 Luca Pedini from Ancona University presented his "BayTool" package for conducting Bayesian regression with #gretl.
DOC: https://gretl.sourceforge.net/current_fnfiles/unzipped/BayTool.pdf
Marco Tedeschi from Ancona University presented an innovative time-varying parameter panel model, estimated with #gretl, on Day 1.
Topic: Geopolitical risks and interactions with commodity prices.
Exciting research from Marco G. Ercolani at University of Birmingham comparing VECM #cointegration estimates across software packages.
A fascinating study that sheds light on the challenges of #timeseries modeling in econometric research.
Brilliant insights on "Modelling financial #timeseries with multiplicative errors" from Giampiero M. Gallo at #NYU Florence.
A captivating keynote presentation that perfectly blends theory and application.
#econometrics #economics #financialmodelling #econtwitter #gc23
The first day of thre 8th #gretl conference in Gdanks, Poland, has started.
First presentation by Jack Lucchetti on Ancona university on download numbers for gretl.
Structural #Bayesian Techniques for Experimental and #BehavioralEconomics
https://jamesblandecon.github.io/StructuralBayesianTechniques/introduction.html
book draft by @jamesbland
#ExperimentalEcon #Econometrics
The final program of the forthcoming #gretlconference2023 is available here:
https://gretlconference.org/index.php/category/gc2023/gc2023-programme/
Keynote speaker is: Giampiero Gallo, New York University in Florence
#economics #econometrics #datascience #gretl #EconTwitter #econtoot
RT @giuseppe on twitter
"Hi #EconTwitter!📚
Planning to study or teach #econometrics at the undergrad level, with a user-friendly software?🖥️
Explore this brilliant book by Lee Adkins (
@okstate
). It's filled with 749 pages of examples and applications using
@gretl_stats
!🎓
Extremely valuable stuff!
𝐋𝐢𝐧𝐤𝐬
book (PDF), 5th edition: http://learneconometrics.com/gretl/poe5/using_gretl_for_POE5.pdf
more on Lee's page: http://learneconometrics.com/gretl/index.html
"
You can now see the source code of #gretl on github now. We're mirroring it from sourceforge on github on a hourly frequency.
I think I need to connect more to #economics Mastodon. I am interested in applied economics, #development economics, #econometrics, economic #history and history of economic thought. Recommendations?
Thanks @giuseppe for this post.
<>
Hi #EconTwitter!
Learning/teaching foundational #Econometrics w/ matrix calculus? Here's a treat for you!🎁
Explore this engaging 200pp book by @gretl developer & econ prof Jack Lucchetti!📘
Classic themes covered, plus some interesting photos! Intrigued? Peek inside!👀
</>
Hey everyone! Check out our new YouTube channel full of helpful videos on Gretl!
From econometrics to data analysis, it's all here. Click the link to subscribe and never miss a video: https://www.youtube.com/@gretlteam4908/playlists
#Gretl #Econometrics #Statistics #DataAnalysis #Datascience #Economics #econtwitter
Added a new autodiff-based backend to the venerable ebal package for causal inference and reweighting tasks. Use by setting the new method argument in the main function `ebalance(w, X, method = "AutoDiff")`
https://github.com/apoorvalal/ebal
Please kick the tires and send me bugreports.
🎉 3-day Difference-in-Difference(s) Workshop at the University of Exeter (face-to-face event only), UEBS, with Liyang Sun, Jonathan Roth & Jeffrey Wooldridge. 💡 Get ready to deep-dive into the mysteries of treatment effects, causal inference & much more! If you're in the area, don't let this opportunity slip by!
#Econometrics #EconTwitter #DiD
We're happy to announce v1.2 of the user-contributed #gretl package "roc" for computing receiver operating characteristic curves (ROC) for binary choice models & doing inference. Written by Peter M. Summers.
DOC: https://gretl.sourceforge.net/current_fnfiles/unzipped/roc.pdf
Big update to our paper on inference in instrumental variables designs + major revisions to the R package (now on CRAN)
https://cran.r-project.org/web/packages/ivDiag/
RT @EU_EMOS: 🎞️Watch the recording of the webinar on the use of #R for #spatial #econometrics by Roger Bivand: https://youtu.be/spYPyHxa7v8
📜Check the slides: https://www.emos-events.com/webinars
📝Register for our next webinar on measurement and mapping of #energy #poverty in Europe https://www.emos-events.com/ https://t.co/6p3KYbsJbE
🐦🔗: https://n.respublicae.eu/EU_Eurostat/status/1651482942844092417
Attention students and PhD candidates!
Scholarships for the #Gretl Conference 2023 in Gdansk taking place June 15-16 are available to cover fees and other costs.
Check out the Gretl Association website for more info and apply: https://gretl-assoc.github.io/en/grant/
Please retweet!
#GretlConference #StudentScholarships #Economics #Econometrics #Statistics #DataScience
@czimm_economist I am sharing again yours very important issue for economists: RePEc-registered Economists on Twitter
This page indexes registered economists that are also on Twitter and is updated daily. Economists are also listed by field or country. Each listing has a link to a co-called Twitter list, which allows to follow them all. #economy #finance #business #money #politics #economist #macroeconomics #microeconomics #investing #econometrics #law #freedom https://ideas.repec.org/i/etwitter.html
Attention students and PhD candidates!
Scholarships for the #Gretl Conference 2023 in Gdansk taking place June 15-16 are available to cover fees and other costs.
Check out the Gretl Association website for more info and apply: https://gretl-assoc.github.io/en/grant/
Please retweet!
#GretlConference #StudentScholarships #Economics #Econometrics #Statistics #DataScience
@FAppliedmacro @MacroFor @giuseppe @ufritsche2009 @panagiotidis @robjhyndman @GaborBekes @susanathey @sdullien @AchimTruger @Stephenkinsella
Excited that MIT Technology Review is covering our Nature Portfolio Machine Intelligence paper co-authored with @BernhardKainz and Ciarán M. Gilligan Lee
Check out how we employ counterfactual reasoning to empower decision making in a wide range of fields, 👇
HIRING: Data Scientist - Intern / Canada https://ai-jobs.net/J45798/ #AI #MachineLearning #DataJobs #AIcareers #MLjobs #bigdata #DataScience #AIjobs #hiringnow #Canada #Bayesian #Causalinference #ComputerScience #Ecommerce #Econometrics #Engineering #Genetics #MachineLearning
Y=美國非農的所有工人的小時報酬 (COMPNFB)
X=所有工人的勞動生產率(每小時產出)(OPHNFB)
軟件：#MathGPT for numerical modelling (lines combined method)
最佳模型計34條直線估計線
最新一條趨勢線：
最高勞動產出率
Y=272.501494-1.188696*X,
R2=0.048221
前一條趨勢線：
次高勞動產出率
Y=-381.705259+4.656591*X,
R2=0.980611
美國勞動市場勞動生產率最高區間發生提高時反而對應工時下降!!!
2020年第四季後時常發生在最新一條趨勢線的勞動產出率。
#COVID19 #laborecon #economics #macroeconomices #econometrics #AI #data #datascience #science #財經 #經濟 @econometrics @economics @macroeconomics @laborecon #artificialintelligence #AI經濟
CAREER: Transfer Learning for Economic Prediction of Labor Sequence Data
https://arxiv.org/abs/2202.08370
…forms accurate predictions of job sequences on 3 widely-used economics datasets.
…find that CAREER can be used to form good predictions of other downstream variables; incorporating CAREER into a wage model provides better predictions than the econometric models currently in use.
#DataScience #Econometrics #LaborEconomics
多線段法的直線模式在數字的數學建模上有多驚人嗎？
讓我使用Job Postings on Indeed (USA)，它的指數以Feb 01 2020 = 100，進行建模。整體解釋力達R2=0.999981，MSE=0.031048，用了103條直線型的估計線。
最新一條趨勢
2023/2/23~2023/3/10，計16天，實時職位發佈的趨勢為
Y = 67.621765 - 0.109853*X,
R2=0.889179
X=time code from 754 ~ 769。
如果沒有外在影響和變故改變這條趨勢，那麼你基本上可以發現平均每天減少0.1個職位被發布。
@laborecon #labor #job #economics #econometrics @economics @econometrics #勞動力 #就業 #職場 #經濟 #勞動市場 #論文 #寫作 #data #dataanaltytics #datascience #mathemetics #美國 #USA #MathGPT #AI
Free exam question for #statistics and #econometrics teachers who are concerned about AI:
✅US Oken's Law
#economics #econometrics #finance #AI #technology #thesis #writing #data #econmastodon #dataanalytics #MathGPT @econometrics
@macroeconomics @economics
Downlaod software:
https://github.com/meiyulee/MathGPT
✅Fed total assets trend
#economics #econometrics #finance #AI #technology #thesis #writing #data #econmastodon #dataanalytics #MathGPT @econometrics
@macroeconomics @economics
✅3 Month Treasury Bill Secondary Market Rate trend
https://github.com/meiyulee/leetalk/blob/master/_posts/2023-03-17-DTB3.md
#economics #econometrics #finance #AI #technology #thesis #writing #data #econmastodon #dataanalytics #MathGPT @econometrics
@macroeconomics @economics
Free Windows version
#MathGPT for numerical modelling software
Downlaod:
https://github.com/meiyulee/MathGPT
Examples:
✅US Phllips curve
✅US core CPI trend
✅US core inflation rate trend
✅US Dow Jones Industrial Average
✅3 Month Treasury Bill Secondary Market Rate trend
✅Fed total assets trend
✅US SIVB and SI relationship
✅any two paired samples can run to get the accurate mathematical model.
#economics #econometrics #finance #AI #technology #thesis #journalpaper #writing #data #dataanlaytics @economics
Use #MathGPT for numerical modelling #software to analyze US core #inflation #trend when #AI determines the optimal explanatory power for each trend and the minimum data for each trend.
The latest trend info:
X = time code from 80 ~ 86
Y = core inflation
Estimated equation Y=20.901671-0.179498*X,
R2=0.853232
@academicchatter @economics @econometrics @macroeconomics #economics #econometrics #technology #data #finance #stocks #investing #dataanalytics #經濟 #財經 #通脹 #通貨膨脹 #econmastodon #econdon
#MathGPT for numerical modelling software applied on US core inflation trend from 2016/01 ~ 2023/02.
The latest trend info:
X = time code from 77 ~ 86
Y = core inflation
estimated equation
Y=10.506329-0.055449*X,
R2=0.236816
#economics #econometrics #CPI #AI #technology #data #dataanalytics #trend #software @academicchatter @economics @econometrics @macroeconomics #經濟 #財經 #通脹 #通貨膨脹
美國通貨膨脹率趨勢追蹤
已經更新到2023年2月資料
https://sites.google.com/view/usinflation/
通貨膨脹率的下降斜率趨緩，顯示美國物價黏性高，想要達到美國聯準會的長期2%目標仍有段路可走，不過所謂的2%是「均值」，代表有上下限，預計最快能達到的上限約4.576%，所以還差1.5%的路，看起來還是很有感的。
#inflation #economics #財經 #經濟 #MathGPT #AI #數學 #統計 #數據分析 #chatgpt #data #dataanalytics #trend #statistics #econometrics #technology #科技 #技術 #科學 #science #EconomicSlowdown @economics @academicchatter @board
Looking for empirical examples of dynamic panel twfe regressions
Y_it = ρ Y_it-1 + α_i + δ_t + ε_it where one is interested in the autoregressive coefficient ρ. I know the Difference/SystemGMM papers but moment selection/weakIV is hard here.
More hashtags for better discovery:
#LaborEcon #LaborEconomics #IndustrialRelations #Wages #work #ExperimentalEcon #ExperimentalEconomics #BehavioralEcononomics #CognitiveEconomics #EconomicPsychology #IndustrialOrganization #GameTheory #Microeconomics #Econometrics #SocialNorms #SocialPreferences #Reciprocity #BoundedRationality #heterogeneity
#Typography #PlainText #Linux #cli #Accessibility #MultipleSclerosis
randomization inference for the ATE
peng ding's slides https://www.dropbox.com/s/fj1q0fk57v8ctaz/uchicago.pdf?raw=1
my implementation https://github.com/apoorvalal/randomization_inference_neyman
This paper by AviFeller and co generalizes the link between balancing and regression to encompass many modern augmented-IPW/augmented-balancing estimators. Turns out a lot of (Double/Debiased/Automatic) machine learning is (kernel) linear regression
https://gsppi.berkeley.edu/avi-feller/papers/Balancing_Equivalences_DRAFT_20230203.pdf
overlong thread on Kitagawa-Oaxaca-Blinder:
https://twitter.com/Apoorva__Lal/status/1598170594624741376
Any econometric tips you learned after grad school that you wish you had learned in school? #econometrics
There are two continuing positions for Lecturer/Senior Lecturer equivalent to Assistant/Associate Professor (one in Statistics/Business Analytics and one in Econometrics) at the Department of Econometrics and Business Statistics, Monash University at Melbourne, Australia with application due Mon 16th Jan 2023.
Statistics: https://careers.pageuppeople.com/513/cw/en/job/644352/lecturersenior-lecturer-business-analytics
Econometrics: https://careers.pageuppeople.com/513/cw/en/job/644349/lecturersenior-lecturer-econometrics
lol you can't make this up:
This is a selfie with Dr. Wooldridge (known as one modern #econometrics OGs) and BIG FREEDIA, one of the pioneers of NOLA's Bounce music and a frequent collaborator of Beyonce.
And now, I am regretting not going to #ASSA2023. #economics #econtwitter
Source: https://twitter.com/jmwooldridge/status/1611959901340803073?s=20&t=g9awQn8lKkz3xUpupcer6w
#Introduction repost due to move to science.social. I am a sociologist at #GESIS, specifically working on #EUSILC in German Microdata Lab #GML. My #research interests: #econometrics, #surveymethodology, #sociology of #wealth, #familysociology, #integration and #migration with a focus on #ethnicsegregation.
I'm making a new goal to start trying to read the Journal of Econometrics more frequently and tease out what is practical and useful for applied folks.
Today's nugget: what to do if you're using spatial data where the X and Y variables don't line up, locationally?
https://www.sciencedirect.com/science/article/pii/S0304407621001627#b18
Neat looking stats paper by Aronow, Chang and Lopatto:
https://drive.google.com/file/d/1XKGhxisHIJLizab8f_KVRC6C-Iu86DJj/view
Cool paper on proximal methods for synthetic control
https://arxiv.org/abs/2210.02014
Involves solving the following moment condition problem, which is relatively painless using the gmm package in R [has anyone written an autodiff GMM yet?]
cleaned up repl code
https://apoorvalal.quarto.pub/proximal-synthetic-control/
(2/n) Garcia and Darity (2022) link: “We find that black business owners that did not report their race received $26,000 more in funding” [101% more than self-reported black biz owners]
“Black business owners that self-reported their race received 52% less in [#PPPloans] controlling for self-selection, loan-level characteristics, local demographics, zip code, industry, lender, [etc]”
No significant difference found for white self-reporting
https://socialequity.duke.edu/wp-content/uploads/2022/06/Self-Reporting-Race-in-Small-Business-Loans.pdf #blackmastodon #econometrics
#introductions: I'm an assistant #professor at the College of Staten Island, #CUNY. To keep the lights on (and because it's fun), I publish #empirical work in #urban #economics, particularly #transportation and #crime. I love using #machinelearning #ML #econometrics, and next semester I'm teaching in the #BigData #Analytics program at CSI, and am excited to see #econtwitter. #AEA
Good morning #EconTwitter!
A revised version of my paper with @AndersRahbek1, Thomas Mikosch and Frederick Vilandt (@Economics_UCPH) on the #econometrics of financial durations is out!
If you are looking for a short, easy to read & fun #Econometrics paper, have a go!
Link to paper: https://arxiv.org/pdf/2208.02098v3.pdf
lol it knows about the TWFE debates in #econometrics #CausalInference
Hi #EconTwitter!
There is an ongoing debate about 𝐂𝐡𝐫𝐢𝐬 𝐒𝐢𝐦𝐬' (@princeton) recent talk about "𝐬𝐡𝐚𝐫𝐩 #Econometrics vs "𝐡𝐚𝐫𝐦𝐥𝐞𝐬𝐬 #econometrics" (thanks @paulgp for sharing).
If you missed it, check it out!
Presentation:
https://mediatheque.lindau-nobel.org/recordings/40282/christopher-sims
slides:
http://sims.princeton.edu/yftp/SharpEmet/SharpEmet.pdf
I just finished teaching #Econometrics to 400 undergraduates at Berkeley, closely following Mastering Metrics by Josh Angrist and Steve Pischke
I ran it in R using Jupyter notebooks running on Berkeley's datahub, an elegant and flexible solution for hands-on learning with 400
Why should you apply? Many reasons! First, being a small interdisciplinary department, Penn State HPA faculty help students customize instruction to meet each individual’s needs. Our #PhD students begin by building a solid methodological and topical foundation blending elements of #economics, #epidemiology, #econometrics, and health services organization, delivery and financing. From there, they deepen and broaden their knowledge to complement their research interests and career goals. 2/5
Always a chance to learn more #econometrics from @BruceHansen ! (Plus a sneak side from @marcfbellemare )
Hi #EconTwitter!
For those interested in #Econometrics and #MachineLearning for high dimensional financial data, check out the program of the 2022 (EC)^2 conference!
Many great speakers, including Serena Ng, Silvia Goncalves, P Mikland & P Gagliardini!
I'm an applied microeconomist studying #poverty, hh #finance, and #risk, with tools from applied #econometrics and social #network analysis. (I might have a sports #analytics paper too.)
I'm a postdoc at UPenn in the Center for Social Norms & Behavioral Dynamics and previously at IPA in Financial Inclusion. I mostly post about research.
With all the talk about synthetic control. I wanted to talk about two related alternatives - Stochastic Matrix Factorization and Convex Matrix Factorization. Obviously by the words, the two are related but in terms of the actual estimator, they are different and suitable for different things.
SMF: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2840852
CMF: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3205224
Sharing these materials here because I haven't previously. On my website I have a full set of course slides from my Ph.D. applied econometrics course.
https://github.com/paulgp/applied-methods-phd
I also have course videos for most of them from a few years ago: https://www.youtube.com/watch?v=jJNbQ55JUvw&list=PLWWcL1M3lLlojLTSVf2gGYQ_9TlPyPbiJ
Hi #EconTwitter!
Here is a nice conference in #econometrics, organized by Koen Jochmans (@TSEinfo) and @AndrewChesher (@UCL), featuring many top econometricians and very interesting papers.
Program is out, see here:
https://www.tse-fr.eu/conferences/2022-conference-estimation-and-inference-econometric-models
Is DiD with continuous treatment actually weirder/harder than binary treatment? Or is that just in my head? Can I just do the same thing, e.g. LP-DiD with continuous treatment and interpret as effects of marginal increase in treatment?
I don't think I have great intuition for this -- math appreciated, but really hoping someone can point to a more intuitive explanation 🙏
@marcfbellemare @paulgp @arindube #EconTwitter #econometrics
Hi! #introduction by paper
Do you 👍 #causalML to estimate CATEs? Me too 🤓
With Phillip Heiler, I take a step back and ask what CATEs actually mean if a 0/1 "treatment" is itself heterogeneous (binarized multi trmt or multi trmt versions).
2 new features of a 1yo paper:
You 👍 intution on #causalinference?
😀-based intro to the issue https://t.co/WkDIf9HxyN
You 👍 #econometrics theory?
Updated #DoubleML theory allows no. of trmts -> ∞ -> extreme pscores (limited overlap) https://arxiv.org/abs/2110.01427
🤔 Stata or R?
The answer is here!
#Mastodon #EconTwitter #econtwitternet
https://causalinf.substack.com/p/which-stats-software-should-you-use
Check out my working paper "Marginal Treatment Effects in Difference-in-Differences", with Cristine Pinto
https://www.dropbox.com/s/wegkelwx665bh8o/MTE%20in%20DiD.pdf?dl=0
#econtwitter #econometrics #DID #causalinference #microeconometrics
Only discovering this now, but fascinating to learn that the legality of a #merger between Staples and OfficeDepot was decided on the basis of an #econometrics discussion as to whether a pooled or a fixed-effects model was more appropriate to analyze their market power, and how to do a FE model appropriately.
Eat your econometrics kids!
#competition #competitionlaw #FTC
https://www.ftc.gov/news-events/news/speeches/econometric-analysis-ftc-v-staples
Hello all!
I'm a PhD student at King's Business School, King's College London (#KCL) and also affiliated with the Qatar Centre for Global Banking and Finance (#QCGBF).
I'm interested in applied #timeseries, #businesscycle analysis and lately, I've been studying #regimeswitching models.
My homepage is https://szlatanos.github.io/
I am a Prof at Oxford.
My research lies at the intersection of several fields, including #econometrics, #machinelearning (ML), #labor, and #microtheory.
Current interests include the combination of ML theory and welfare economics, adaptive experimental design, pre-analysis plans, #inequality, #jobguarantee programs, and #basicincome.
I teach foundations of ML to economists.
I post links to papers, talks, long-form articles etc.
Website: https://maxkasy.github.io/home/
Here's my #introduction:
I am an #Economist at DIW Berlin & the University of Copenhagen. My main fields are Empirical Industrial Organization & #Health Economics, with a focus on #digitization, #data & decision-making.
I hold an #ERC starting grant on #antibiotic resistance #AMR & physician decision-making, where we apply methods incl. decision theory, #econometrics, & #machinelearning #AI on administrative & medical data.
Curious to see how #econtwitter & the rest of this world will evolve.
I bow to convention and give an #Introduction
I am a Sociologist at #GESIS, specifically working on #EUSILC in German Microdata Lab #GML. My #research interests are #econometrics, #surveymethodology, sociology of #wealth, #familysociology, and #integration and #migration with a focus on #ethnicsegregation.
My hobbies are typos and editing toots.
@sociology #Sociology
I am economist & political scientist (PhD) and conduct research on #SocialRiskManagement #PublicHealth #GlobalDevelopment #SocialProtection #CooperativeStudies.
My current focus is on the topics #ClimateChange #Adaptation, #DisasterRiskManagement, #RuralDevelopment, #HealthCareFinancing, #HealthSystems, #Multiculturalism.
#ResearchMethods: #MixedMethods & #MethodIntegration, #Quantitative & #Qualitative, #RigorousImpactEvaluation, #Causality, #Econometrics, #Evaluation.