econometrics.blog
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Is it better to improve sensitivity or specificity?
Here’s a slightly unusual exercise on the topic of Bayes’ Theorem for those of you teaching or studying introductory probability. Imagine that you’re developing a diagnostic test for a disease.
Frank DiTraglia
Last updated on Jul 25, 2024
9 min read
probability
,
teaching
How to Read an Econometrics Paper
Reading and understanding econometrics papers can be hard work. Most published articles, even review articles, are written by specialists for specialists. Unless you’re already familiar with the literature, it can be a real uphill battle to make it through a recent paper.
Last updated on Jul 20, 2024
10 min read
econometrics
,
research skills
Sims and Uhlig (1991) Replication
As a teaser for our upcoming (2024-07-23) virtual reading group session on Bayesian macro / time series econometrics, this post replicates a classic paper by Sims & Uhlig (1991) contrasting Bayesian and Frequentist inferences for a unit root.
Last updated on Jul 15, 2024
7 min read
econometrics
,
Statistics
The Return of econometrics.blog!
After a year-long hiatus, I’m excited to return to regular blogging about econometrics! I have a long list of posts that I’m eager to write, and I hope you’ll find them interesting.
Last updated on Jul 14, 2024
1 min read
A Good Instrument is a Bad Control
Here’s a puzzle for you. What will happen if we regress some outcome of interest on both an endogenous regressor and a valid instrument for that regressor? I hadn’t thought about this question until 2018, when one of my undergraduate students asked it during class.
Last updated on Jun 29, 2023
9 min read
econometrics
,
R
,
IV
,
control function
,
TSLS
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