Hi #EconTwitter!
For economists analyzing spatial data, Ulrich Müller and Mark Watson @Princeton discuss how to deal economic variable with 𝘀𝘁𝗿𝗼𝗻𝗴 spatial dependence. Interesting to see many concepts from the unit root literature!
https://t.co/EKc9n3zm9p
#Econometrics
Hi #EconTwitter!
Standard and fixed-b HAC estimators are VERY sensitive to (even mild) non-stationarities. If you use HAC estimators and this worries you (it should!), check out this super cool @JEconometrics paper by @AlessCasini
https://t.co/QaASaWt6og
How difficult can it be to model points on the line?
A LOT!
For an introduction to inference for point process models with applications to #economics, you can download my forthcoming @JEconometrics paper! https://t.co/Hw3RfRy0PA
#EconTwitter@EconMetrics@UniofExeter@Unibo
The OLS estimator is BUE, on top of being BLUE, under classic Gauss-Markov conditions — check out @BruceEHansen’s new amazing #econometrica paper. Textbooks require some updating @jmwooldridge? Question: how much a BUE can depart from linearity?
A belated professional update: I’m delighted to share that I recently joined @Uniswap to lead research!
https://t.co/IDu2aee0yw
Here’s why I left the @federalreserve to dive into #DeFi
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Being considered as an equal by faculty and having the ability to work with others across the #PurdueUniversity campus are just one of the many reasons Xuewen Yu chose @PurdueKrannert for his PhD. ➡️https://t.co/eTLzZ00XpI
We know that economics has a gender and racial diversity problem. Socioeconomic background is less often discussed.
@SchultzzyRun and I use the Survey of Earned Doctorates - a census of all PhDs from US institutions - to study the socioeconomic background of econ PhDs
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We welcome @IowaStateU's Wayne A. Fuller, @NCState's David A. Dickey, and Boston University's (@BU_Tweets) Pierre Perron — world-class researchers in the field of #economics — to the 2020 hall of #CitationLaureates for their #research on time series: https://t.co/24ugpuR4Tw