Econometricians Anonymous

Some years back, I wrote a monologue for the Economics Department Skit Night at UPenn. It was a niche venue, granted, but the crowd seemed to enjoy my contribution. In honor of April Fool’s day I’ve posted a lightly-edited version below. On the off chance that anyone else finds this amusing, I grant unlimited rights for this material to be borrowed, adapted, remixed, stolen, execrated, or burned in effigy as you see fit. It’s funnier when you use the names of your own colleagues so I encourage you to fill in the blanks below!

Group leader walks in and writes “Econometricians Anonymous” in big letters on the blackboard.

Group Leader: Thanks for coming everyone. Tonight we’re going to hear from [YOUR NAME].

Econometrician: I’m [YOUR NAME] and I’m an econometrician. It’s been six months, twelve days, and five hours since my last derivation.

So how did it all start? Like a lot of people, I started out deriving socially: at parties, out clubbing with the econometrics group. [SENIOR ECONOMETRICS COLLEAGUE] would have the bartender set us up with a dozen lemmas and we’d each prove four on the spot: one right after the other. Sure it was a little wild, but I always told myself I was in control. I realize now that I wasn’t.

The more I derived, the more I needed to derive. Sometimes I couldn’t find any co-authors to derive with me, and eventually I started deriving alone. I still remember waking up on the floor of my office after one of my all-night limit theory benders: pads of paper covered with equations strewn about the floor. I was a mess.

Pretty soon they started recognizing me in stationary shops and office supply stores. Sometimes they wouldn’t sell me paper and pencils. One night in my desperation, I broke into the Econ office to steal some notepads. [DEPARTMENT ADMINISTRATOR] was waiting for me: “I think you’ve had a enough of those, [YOUR NAME].” It was the most embarrassing moment of my adult life.

I didn’t realize it at the time, but I had completely cut myself off from my family, friends, and colleagues. I kept finding ways to justify my behavior: “Don’t listen to them: Econometrica’s a great journal. Who cares if no one uses your results?” It all sounds so hollow now, but I really believed it at the time.

Pretty soon I started making outrageous assumptions in my papers: “Suppose that X has finite 128th moments; these regularity conditions are basically standard.” I was out of my mind. Eventually, I started experimenting with simulations. After a while, real data just didn’t do it for me. How could it when I could make thousands of pristine pseudo-random draws dance across my laptop screen at the touch of a button, any time of day or night.

I don’t know what would have happened to me if my friends hadn’t staged an intervention. When I got home there were two stacks on the coffee table: one of my recent working papers and the other, ten times as thick, of the corresponding technical appendices. I knew I had hit rock bottom.

But I’ve made a lot of progress since then, thanks in large part to the love and support of my fellow recovering econometricians here at Econometricians Anonymous. Still, it’s a daily struggle to stay clean. I remember calling my sponsor [APPLIED COLLEAGUE] back in December. It was the middle of the night, I was in the computer lab and I had just double-clicked on the Matlab icon. [APPLIED COLLEAGUE] was there in 15 minutes. He logged me off the computer, took me to a diner and ordered us coffee. We stayed up most of the night talking and running cross-country growth regressions in STATA. It really helped.

I’m doing a lot better now. I’m doing applied work, I’m publishing in general interest journals, and people are citing my research. And I’m here to tell you that if I can do it so can you. We’re all here, all of us at Econometricians Anonymous, to help each other kick the habit. Thank you.

Group Leader: Thanks [YOUR NAME]. That’s all for tonight, but we hope you’ll join us tomorrow for Game Theorists Anonymous where we’ll be hearing about [SENIOR THEORY COLLEAGUE]’s exciting new research agenda in [RESEARCH AREA THAT SENIOR THEORY COLLEAGUE DEPLORES].