Peter R. Hansen

Econometrician and Latene Distinguished Professor in Economics at UNC, Chapel Hill. Previously: EUI, Stanford, Brown.
Also: @ProfPHansen.bsky.social

[Peter R. Hansen @ProfPHansen]

Brandolini's Law on Bullshit Asymmetry

»The amount of energy necessary to refute bullshit is an order of magnitude bigger than to produce it«
―Alberto Brandolini

Will also be proven to be correct in regard to #COVID19 nonsense.

[Peter R. Hansen @ProfPHansen]

@VC31415 Later this week we will celebrate the life of another econometric giant, Ron Gallant.
He was particularly proud that he published one of your papers with Han.

[Peter R. Hansen @ProfPHansen]

@shvidkjaer @weekendavisen De har vist haft fat i 🔮. Tabene er “forbigående”.

[Peter R. Hansen @ProfPHansen]

Time for a new research topic: High-Frequency Strait Openings”.

[UNC Economics @UNC_econ]

New @UNCResearch publication: "Convolution-t distributions" in @JEconometrics by @UNC Latané Distinguished Professor @ProfPHansen and Chen Tong (Xiamen University).
For modeling economic data with cluster structures and complex dependencies.
#Economics #Econometrics #Finance

[Ben Phillips @benphillips76]

Plans to invade Greenland have just been cancelled after this

[Retraction Watch @RetractionWatch]

"When science discourages correction: How publishers profit from mistakes."
https://t.co/YRw3nYdFm5

[Peter R. Hansen @ProfPHansen]

@MicrobiomDigest @SpringerNature B=A+C

[Peter R. Hansen @ProfPHansen]

Some economists treat it as gospel, as evident from @GarettJones’s sermons… I mean, lectures. :-)

[Garett Jones @GarettJones]

This tweet was the text I preached on for the last 20 minutes of lecture last night

[Peter R. Hansen @ProfPHansen]

I added comments on additional papers on PubPeer and wrote up a LinkedIn article.
https://t.co/i6h1z3oHXE
#EconTwitter #ResearchIntegrity #Economics #Finance #PaperMills @datacolada @retractionwatch @ElisabethBik

[Peter R. Hansen @ProfPHansen]

I recently wrote my first comments on
PubPeer.

Two papers - different assets & sample periods - appear to use the same figure.

How did one plot end up representing different variables?
@ElisabethBik @DataColada

[Peter R. Hansen @ProfPHansen]

These are just two of many articles in #Economics journals that I have found similar issues with - some are in journals with Impact Factors >10.

I plan to comment on additional papers, but there more than I will have time to address. #EconSky #OpenScience
@DataColada

[Peter R. Hansen @ProfPHansen]

I recently wrote my first comments on
PubPeer.

Two papers - different assets & sample periods - appear to use the same figure.

How did one plot end up representing different variables?
@ElisabethBik @DataColada

[Peter R. Hansen @ProfPHansen]

Instead of replying on PubPeer, the lead author of the other paper emailed me directly, which didn’t address why the figures are virtually indistinguishable.

I encourage them to post a reproducibility package and link it on PubPeer, so readers can verify.
https://t.co/biYNm3gurH

[Lars Peter Hansen @UncertainLars]

The University of Chicago’s @MFRProgram — which I lead — is now recruiting two research professionals (pre-doc research assistants) to begin next summer.

Apply here 👉 https://t.co/Lbdancgn0H

#EconTwitter #AcademicJobs

[Peter R. Hansen @ProfPHansen]

Indeed. Many very promising mRNA 💉 cancer treatments in the pipeline.

Ducimur ab stultis

[Garett Jones @GarettJones]

mRNA news a tough one for Brainy Trumpers

I know a lot of you have to stay quiet because you need access to DJT

Understood

But freedom to speak is a beautiful thing that you are missing out on

[Peter R. Hansen @ProfPHansen]

🇺🇸 eksperter bliver fyret og ekspertråd bliver nedlagt i disse tider.

Desværre har vi tidligere set ligende tendenser i 🇩🇰

🇩🇰 Danmark er et yderst velfungerende samfund, bl.a. fordi som højt kvalificerede ekspertråd. #dkmedier #dkpol

[Peter R. Hansen @ProfPHansen]

Man har en dårlig sag når man ikke kan skelne lobbyisme fra uafhængige råd der argumenterer med saglig analyse og faglig ekspertise fra øverste hylde.
Eva Kjer Hansen (V) vil nedlægge Økonomisk,Etisk,Klimaråd. Hvorfor stoppe der? Hvad med: Traffik-,Miljø-,Natur-.Sundhedsstyrelse?

[Peter R. Hansen @ProfPHansen]

Full paper here: https://t.co/nLAMD9WHSG
Moments by Integrating the Moment Generating Function co-authored with Chen Tong (Xiamen).

I believe this result is useful in many fields.
Anyone know the proper outlet for this type of result? #arXiv #OpenScience

[Peter R. Hansen @ProfPHansen]

We have discovered a new way to compute moments of a random variable with a moment-generating function (MGF).
All sorts of moments. #Statistics #Probability #Econometrics

[Peter R. Hansen @ProfPHansen]

The CMGF method provides a simple integral formula that yields fractional, absolute, central, and even complex moments — without relying on the density function or any derivatives.
For example,
E|X|^0.7 or tail moments
E[(X - ξ)^3 1{X > ξ}].
It is fast: NIG example: