Tymon Słoczyński

I am very happy to announce that my paper, "Interpreting OLS Estimands When Treatment Effects Are Heterogeneous: Smaller Groups Get Larger Weights," is forthcoming in @restatjournal. Below, I explain its contribution & implications for applied work. doi.org/10.1162/rest_a… 1/n

Application (unilateral divorce laws → female suicide, 1964–1996): TWFE ≈ –0.6 (ns). ATT estimators ≈ –10.2 (p=0.001) and –5.5 (p=0.138). Internal validity of TWFE ≈ 0 (uniform), rising to ~40–60% with estimated effects. Not very representative here. 13/13

Example (3 time periods): internal validity is highest when two-thirds of units are treated in the last period – that's when TWFE weights become uniform. 12/13

Revised version out: Quantifying the Internal Validity of Weighted Estimands (w/ Alex Poirier, Georgetown) We study when weighted estimands such as OLS/2SLS/TWFE can be read as ATEs for a subpopulation, and how big that subpopulation can be. Link below. 1/13

@TymonSloczynski , @sderyauysal, and I have an improved version of our covariate balancing paper: arxiv.org/abs/2310.18563 The results are elegant (🙂) and practical. We show a particular covariate balancing propensity score, inverse probability tilting, has nice properties.

@jmwooldridge Ah, yes, I overlooked the "2026 New Year's resolution" part! We really must submit next week.

@TymonSloczynski There’s a grace period!

Can all econometric methodologists studying causal inference make a 2026 New Year's resolution to stop using the Lalonde (1986) data to illustrate new estimators?

In a study published in the American Economic Review, Prof. @aaehawkins finds that a large cash transfer to families of low-weight infants didn't "undo" long-term disadvantages. aeaweb.org/articles?id=10…

“The Long-Term Effects of Income for At-Risk Infants: Evidence from Supplemental Security Income” with @aaehawkins (@BrandeisEcon) @chrishollrah @smilleralert @mitchwongmdphd, and Gloria Aldana is now out in the American Economic Review! aeaweb.org/issues/816

We are delighted to announce the recent promotions of two of our distinguished faculty: @TymonSloczynski has been appointed Associate Professor, and @RaphaelSchoenle has been named recipient of the prestigious Carl Marks Chair of International Trade and Finance.

@TymonSloczynski presented his recent paper, "Quantifying the Internal Validity of Weighted Estimands" (co-authored with Alex Poirier), at the 13th Annual Conference of the International Association for Applied Econometrics (IAAE), at the University of Torino on June 25–27, 2025.