Hi #EconTwitter !

What is a standard error? 🧐😆

Don't forget about the 'trilogy' on the subject, published in @jeconometrics!

Papers by Jeffrey Wooldridge (@michiganstateu), Andrew Gelman Andrew Gelman et al. (@columbia) and James Powell (@uarizona). 👇

Have fun! 🤩

Links:
Jeff's:

Hi #EconTwitter ! 🌐

New to coding in R and willing to get better in French?

Don't miss out on this course by Ewen Gallic (Aix-Marseille University 🇫🇷🇪🇺 Europe)! ☺️

Tailored for beginners, it offers a nice exploration into R, with practical examples and exercises.

Like his #python course, this is

Recently posted a new working paper on LPs vs. VARs, joint with Eric Qian, Mikkel, and Pepe:

economics.mit.edu/sites/default/…

Some quick thoughts below.

Hi #EconTwitter !

If you're an applied economist, don't forget to check regularly the 'how to' series of papers in the @jeconometrics! 📚

Current papers:

- Cluster robust inference (@jgmQED Morten Ørregaard Nielsen Matt Webb);
- instrument strength in IV (Keane & Neal);
- Diff-in-diff

How can we test for validity of conditional moment restrictions when the model identification is compromised? We propose a specification test that is asymptotically standard normal and robust to first-order local identification failure econometricsociety.org/publications/q…

Empirical economists have typically used few measures, requiring strong assumptions to identify causality. A wider measurement approach allows richer model estimation. However, new measures complement, rather than substitute, theory in empirical analysis econometricsociety.org/publications/e…

Hi #EconTwitter ! 📈

After 15 years (2009-2024), I’m stepping down as co-editor of Econometric Theory. It's been an honor to be part of one of the leading journals in #econometrics .

Thank you to the Editor, Peter Phillips, my colleagues in the board and contributors for the

Hi #EconTwitter ! 📈

Do you have a background in time series or macroeconometrics (e.g., SVAR/Proxy SVAR/Bayesian SVAR/Local Projections)?

At Food and Agriculture Organization they are looking for expert consultants in time series/macroeconometrics for commodity market analysis.

Deadline soon: May 21

Thrilled to share our latest work with Adrien Bilal! Check out our new working paper:

𝗧𝗵𝗲 𝗠𝗮𝗰𝗿𝗼𝗲𝗰𝗼𝗻𝗼𝗺𝗶𝗰 𝗜𝗺𝗽𝗮𝗰𝘁 𝗼𝗳 𝗖𝗹𝗶𝗺𝗮𝘁𝗲 𝗖𝗵𝗮𝗻𝗴𝗲: 𝗚𝗹𝗼𝗯𝗮𝗹 𝘃𝘀. 𝗟𝗼𝗰𝗮𝗹 𝗧𝗲𝗺𝗽𝗲𝗿𝗮𝘁𝘂𝗿𝗲

Read here: bit.ly/4bsxvU0

Thread below👇

Hi #EconTwitter !📈

Looking for a cool PhD course on international #macroeconomics & #finance ?

Check out 👇the slides from this brand new course by
Matteo Maggiori (@Stanford GSB) and Jesse Schreger
(@Columbia Business School).📚

Very cool stuff! ⭐️

Link: globalcapitalallocation.com/phd-course

Hi #EconTwitter !📈

Interested in the cutting-edge developments in randomized experiments in #economics ?

Check out 👇this brand new survey by Yuehao Bai (USC), Azeem Shaikh (@UChicago) and Max Tabord-Meehan (@UChicago)! 📚

Essential reading for researchers and policy-makers

How can we deal with p-hacking?

In a paper recently accepted at The Review of Economics and Statistics (REStat), we derive critical values that correct the inflated type 1 error rate caused by p-hacking.

The paper will come out in print in 2026; meanwhile the final version is online:

pascalmichaillat.org/12

Hi #EconTwitter ! 📈

For applied economists using nonparametric #econometrics :

Struggling with choosing the right tuning parameters? Check out this nice review paper by Denis Chetverikov (UCLA).

Well written and very instructive - recommended! ⭐️

Link: arxiv.org/abs/2405.03021

Hi #EconTwitter !📈

Looking to master the essentials of the #econometrics of causal inference?

In case you missed it, don't forget to check out 👇the material from Kirill Borusyak's Applied Econometrics course at @AREBerkeley! 📚

Focusing on the statistical methods needed for

Hi #EconTwitter !📈

Looking for top-tier PhD lecture notes in #econometrics ?

Check out 👇 Tim Armstrong's (@usc) extensive materials, which cover key topics in econometrics and decision theory. 📚

Bonus: Enjoy a review lecture on high-dimensional econometrics, reflecting Tim's

Hi #EconTwitter !📈

Looking for a nice PhD #econometrics course, which includes notes and videos? 📽️

Check out the 2024 edition of the panel data metrics course by Chris Conlon (@NYUSternEcon)!

It covers in details most of the important stuff, including simulation methods,

This year the LAMES-LACEA Meetings will be in Montevideo (Nov 14-16)! Confirmed keynotes are Raquel Fernández, Bo Honoré, Adriana Kugler, Eliana La Ferrara and Petra Todd. Submissions are open until late May. Do not miss it!

lacealames2024.org

Excited to share my team's github page, where we maintain:

*did_multiplegt_dyn (Stata, R):
*twowayfeweights (Stata, R)
*did_multiplegt (Stata, R)

To inquire about packages, post your Q in Issue section on GitHub page: your Q may help other users!

github.com/chaisemartinPa…

Hi #EconTwitter ! 📈

Looking for introductory #econometrics and #statistics notes? Don't overlook the classics!🎓

This material from #economics Nobel Laureate Dan McFadden (@berkeley) and James Powell (@berkeley), though 25+ years old, remains *very* insightful.📚

Timeless

MIT had a wonderful celebration of Bob Solow's life, his contributions and person. I admire Solow and learned a lot from the talks. Amazing and relevant speakers (myself excluded) with insights and anecdotes.

Sharing video links for those interested in next tweet!... 1/2