The Return of econometrics.blog!

Last updated on Jul 14, 2024 1 min read

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. To whet your appetite, here’s a preview of some of the topics I plan to cover in the coming weeks:

  • Bayesian versus Frequentist Approaches to Unit Roots
  • How Not To Do Regression Adjustment
  • Understanding the James-Stein Estimator

In the meantime, I have a few econometrics-related announcements:

  1. I’ll be teaching a summer course on causal inference at Oxford this September. If you’re interested in attending here are the registration details and here’s the course website.
  2. I’m currently running a virtual summer reading group on Bayesian Econometrics that will continue at least until September and potentially beyond, depending on interest. If you have an email address that ends in .ox.ac.uk you can self-register here. If you don’t have an Oxford email address, send me an email and I’ll add you manually.
  3. Martin Weidner and I recently kicked of an initiative to change the way that research in econometrics is assessed. To find out more, visit sqare.org.

I’m looking forward to getting back to regular posting. If you have any special requests, please add them in the comments below.