Samuel P Engle

Hi #EconTwitter! Some news I would like to share here—on July 1st, I'll join the board of Co-Editors of the @JEconometrics. Proud to contribute to the premier #Econometrics journal together with @michae1jansson, @PaulaAureo, Viktor, Xiaohong, and an amazing team of associate editors. #Econometrics

Hi #EconTwitter! 📈 Very nice #econometrics conference at @AarhusUni, featuring many econometricians like @AndrewChesher @rkoenker @ParuoloPaolo @jgmQED @SamuelPEngle and many others. Thanks to the organizers @MortenEcon and Mikkel Sølvsten for making this happen! 📊 econ.au.dk/about-us/news-…

The RMC @UofEBusiness is hosting an in-person 3-day workshop led by Anna Mikusheva (MIT), Jack Porter (UW-Madison), and Frank Windmeijer (Oxford) on Instrumental Variables. Email me for the registration link.

Congratulations to Philipp Strack of @Yale University, winner of the 2024 John Bates Clark Medal! aeaweb.org/about-aea/hono…

The RMC @UofEBusiness is hosting a 3-day workshop led by Stephane Bonhomme (Chicago), Victor Aguirregabiria @vaguirregabiria (Toronto), Boris Nikolov (Lausanne) and Sam Engle @SamuelPEngle (Exeter) on Structural Modelling and Estimation. Email me for the registration link.

After a long Covid break, my colleagues at @qmuleconomics are bringing back to life the Annual Workshop in Quantitative Macro, E1Macro. The deadline to submit is February 29th. See details below👇 #econtwitter spread the word. p.s. April is a great time to visit London 🙂

Teachers account for < 5% of the workforce but have disproportionate impacts on success of future generations. Here, HCEO member @AnsonZhou9 shows that rewarding teachers’ skill has spillover effects such as ⬇️income inequality & ⬆️intergen. mobility. hceconomics.uchicago.edu/research/worki…

@HOS_ASA @CavaliereGiu imagine trying to explain that you have made significant contributions to the “Meat Axe resampling” literature.

2/ ‘Bootstrap’ was derived from “The Surprising Adventures of Baron Munchausen”- the baron pulled himself out of a swamp by his own bootstraps. [IMO the "Meat Axe resampling confidence interval" is too perfect] Refs Ann Stat 7(1): 1-26 (1979); Significance 16(1) 8-9 (2019)

From the Dept of “Statistics Terms That (Fortunately) Never Caught On”: Bradley Efron’s bootstrap resampling method is 45 this month. But DYK his friends had suggested alternative names: Swiss Army Knife, Meat Axe, Swan Dive, Jack Rabbit, Shotgun 1/2

@KhoaVuUmn @ClimentQD incredible

Hey @Dropbox when i looked this up i actually wasn't looking for a bunch of intro to CS definitions i was looking for an explanation as to what on earth you could be sending my data to OpenAI for that's so important you set the share toggle to "on" by default?

@CavaliereGiu Is this a signal of quality instruction or a signal that you reward flattery?

Lecturing #macroeconometrics.... classroom door open... lots of noise from students chatting and laughing outside. Question I asked my students: "Would you like to shut the door so that you don't hear the other students having fun"? One of my students: "We are the ones having fun". Brilliant!!!

@ClimentQD @UniofExeter @UofEBusiness @jmwooldridge not only do I distinguish between the two, some days I feel like it’s all I talk about 😅

@jmwooldridge en.wikipedia.org/wiki/Oregon%E2…

This match between Oregon and Washington. What is this game called?

@ElliotLip I try to think of it as early study in the perils of causal inference in observational settings

Sisyphus, but he’s a parent picking up things that a toddler throws on the ground

NEW: Average capital spending on schools has fallen by around a quarter in real-terms since the mid-2000s, and is 50% below its 2010 peak. Read our new comment on the decline in spending on school building from @lukesibieta ⬇️ ifs.org.uk/articles/decli…

Dr. Dario Sansone delves into LGBTQ+ socio-economic dynamics & policy impact. From employment effects of same-sex marriage to disparities in STEM fields, his research fuels awareness and inclusion. 🏳️‍🌈 Read more👉bit.ly/3E2lea3 @PolicyExeter @UofEBusiness

@KhoaVuUmn store.hermanmiller.com/standing-desks… This one served me well in grad school. My oldest also appreciated that it served as a height-adjustable art desk 😂

This fall I'll be teaching a new online Mixtape class on design-based regression/IV analysis The content will draw on my graduate applied 'metrics class at Brown, and will assume a basic knowledge of causal inference tools and regression mechanics Sign up now! Discounts for students and those in low-income countries, as usual! mixtapesessions.io/session/design…

@ZetaOf1 @paulgp I would imagine some version of this would be feasible with #RStats and Shiny, if the data is pre-processed

@jmwooldridge (Semi)-pathological example: student-t location model with degrees of freedom v so that 1 < v < 2. Linear and Huber-score both identify the mean but estimator using the sample mean has infinite variance.

Suppose you have two sets of moment conditions, each of which just identifies the same population params. Assume random sampling, smoothness. Is it always no less efficient to combine these two moment conditions in GMM rather than to use each separately?