Xuewen Yu

Assistant Prof. @UPEC_FDSM School of Management, Fudan University; PhD @PurdueKrannert; Econometrics Research

[Giuseppe Cavaliere @CavaliereGiu]

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

[Xuewen Yu @yu_xuewen]

An indirect inference estimator for dynamic panel models, much simpler and more robust than GMM estimators.

[Xuewen Yu @yu_xuewen]

My first paper at JoE!

[Econometric Papers @EconMetrics]

Indirect inference estimation of dynamic panel data models https://t.co/vteLB0kTC9 #econometrics #timeseries

[Xuewen Yu @yu_xuewen]

@SameerBorwankar Thanks Sameer, yes we will see each other again some day!

[Xuewen Yu @yu_xuewen]

Farewell！

[Giuseppe Cavaliere @CavaliereGiu]

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

[Giuseppe Cavaliere @CavaliereGiu]

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

[Giuseppe Cavaliere @CavaliereGiu]

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?

[Xuewen Yu @yu_xuewen]

@CavaliereGiu Thanks for spreading the word ；）

[Gordon Liao @gordonliao]

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
1/

[Econometric Papers @EconMetrics]

Factor investing: A Bayesian hierarchical approach https://t.co/2HGUW2XOVn #econometrics #timeseries

[Purdue Business Krannert Graduate Institute @PurdueBizGrad]

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

[Anna Stansbury @annastansbury]

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

(1/N)

[Xuewen Yu @yu_xuewen]

@jmwooldridge counterfactual😄

[Xuewen Yu @yu_xuewen]

@ChenWeiEconBB @MouliModak @xiaotian_econ @debasmita_econ @Williamjamesb @TownOh1 Me too!!

[Econometric Papers @EconMetrics]

Using Wasserstein Generative Adversarial Networks for the design of Monte Carlo simulations https://t.co/9ocsGq0a1A

[Clarivate for Academia & Government @ClarivateAG]

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